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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
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Wolters, Jürgen
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1
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Statistical papers
18
Statistische Hefte : internationale Zeitschrift für Theorie und Praxis
4
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ECONIS (ZBW)
22
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1
The effect of tapering on the semiparametric estimators for nonstationary long memory processes
Nouira, Lei͏̈la
;
Boutahar, Mohamed
;
Marimoutou, …
- In:
Statistical papers
50
(
2009
)
2
,
pp. 225-248
Persistent link: https://www.econbiz.de/10003814842
Saved in:
2
On estimation in conditional heteroskedastic time series models under non-normal distributions
Liu, Shuangzhe
;
Heyde, Chris C.
- In:
Statistical papers
49
(
2008
)
3
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003715360
Saved in:
3
A non-stationary integer-valued autoregressive model
Kim, Hee-Young
;
Park, Yousung
- In:
Statistical papers
49
(
2008
)
3
,
pp. 485-502
Persistent link: https://www.econbiz.de/10003715365
Saved in:
4
Time series with discrete semistable marginals
Bouzar, Nadjib
;
Jayakumar, K.
- In:
Statistical papers
49
(
2008
)
4
,
pp. 619-635
Persistent link: https://www.econbiz.de/10003761735
Saved in:
5
The choice of time interval in seasonal adjustment : a heuristic approach
Bruno, Giancarlo
;
Otranto, Edoardo
- In:
Statistical papers
47
(
2006
)
3
,
pp. 392-417
Persistent link: https://www.econbiz.de/10003304810
Saved in:
6
Nonsense regressions due to neglected time-varying means
Hassler, Uwe
- In:
Statistical papers
44
(
2003
)
2
,
pp. 169-182
Persistent link: https://www.econbiz.de/10001744679
Saved in:
7
Misspecified heterogeneity in panel data models
Mátyás, László
- In:
Statistical papers
39
(
1998
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001236265
Saved in:
8
Quantile smoothing in financial time series
Abberger, Klaus
- In:
Statistical papers
38
(
1997
)
2
,
pp. 125-148
Persistent link: https://www.econbiz.de/10001224253
Saved in:
9
Parameter estimation for a special class of Markov chains
Schäbe, Hendrik
- In:
Statistical papers
38
(
1997
)
3
,
pp. 303-327
Persistent link: https://www.econbiz.de/10001229046
Saved in:
10
Testing for unit roots in panel data using a GMM approach
Breitung, Jörg
- In:
Statistical papers
38
(
1997
)
3
,
pp. 253-269
Persistent link: https://www.econbiz.de/10001229051
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