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~type_genre:"Collection of articles of several authors"
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Nichtlineare Regression
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Nonlinear regression
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Additive Outliers
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explosive behavior
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Collection of articles of several authors
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Grote, Ulrike
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Kaufmann, Hendrik
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Rinke, Saskia
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Gottfried Wilhelm Leibniz Universität Hannover
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Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia
-
2017
Information criteria,
nonlinearity
, additive outliers, innovative outliers, change in persistence, outlier detection …
Persistent link: https://www.econbiz.de/10012123316
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Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik
-
2014
Bias correction, explosive behavior,
non-linearity
, model selection, persistence, specification testing. - Bias …
Persistent link: https://www.econbiz.de/10010395343
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