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~subject:"Zeitreihenanalyse"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Systematic review"
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Continuous-time linear models
Cochrane, John H.
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2012
Persistent link: https://www.econbiz.de/10009710832
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Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
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3
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
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4
Testing for zeros in the spectrum of an univariate stationary process
Lacroix, Renaud
-
1999
Persistent link: https://www.econbiz.de/10001450190
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