//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARFIMA model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARMA model
10
ARMA-Modell
10
Theorie
9
Theory
9
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Modellierung
3
Schätzung
3
Scientific modelling
3
Börsenkurs
2
Exchange rate
2
Share price
2
Wechselkurs
2
Welt
2
World
2
Aggregation
1
Aktienmarkt
1
Commodity exchange
1
Dauer
1
Deutschland
1
Duration
1
Estimation theory
1
Forecasting model
1
Germany
1
Information behaviour
1
Informationsverhalten
1
Interest rate derivative
1
Market microstructure
1
Marktmikrostruktur
1
Microeconometrics
1
Mikroökonometrie
1
Prognoseverfahren
1
Schätztheorie
1
Securities trading
1
Stock market
1
Warenbörse
1
Wertpapierhandel
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
10
Author
All
Beran, Jan
8
Feng, Yuanhua
4
Ocker, Dirk
2
Abberger, Klaus
1
Gerhard, Frank
1
Hautsch, Nikolaus
1
Published in...
All
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
30
Econometric theory
25
Applied economics
21
Discussion paper / Tinbergen Institute
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Applied financial economics
11
Computational economics
11
International Journal of Energy Economics and Policy : IJEEP
11
Economic modelling
10
CoFE discussion papers
9
Econometric Institute research papers
9
International journal of economics and financial issues : IJEFI
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Energy economics
8
Journal of banking & finance
8
Journal of time series econometrics
8
The econometrics journal
8
The empirical economics letters : a monthly international journal of economics
8
Working paper
8
Advances in business and management forecasting
7
Discussion papers in economics
7
CREATES research paper
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Econometric reviews
6
Journal of international financial markets, institutions & money
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Tourism economics : the business and finance of tourism and recreation
6
Asia-Pacific financial markets
5
CORE discussion papers : DP
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of applied econometrics
5
Journal of empirical finance
5
Tourism management : research, policies, practice
5
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Kernel smoothed prediction intervals for ARMA models
Abberger, Klaus
-
2002
Persistent link: https://www.econbiz.de/10001686398
Saved in:
2
Iterative plug-in algorithms for SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672564
Saved in:
3
Detailed simulation results
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672848
Saved in:
4
Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan
;
Feng, Yuanhua
-
2000
Persistent link: https://www.econbiz.de/10001485225
Saved in:
5
Iterative plug-in algorithms for SEMIFAR models : definition, convergence and asymptotic properties
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672842
Saved in:
6
Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank
-
2000
Persistent link: https://www.econbiz.de/10013436039
Saved in:
7
Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan
-
2000
Persistent link: https://www.econbiz.de/10013436246
Saved in:
8
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001387125
Saved in:
9
SEMIFAR models : a semiparametric framework for modelling trends, long range dependence and nonstationarity
Beran, Jan
-
1999
Persistent link: https://www.econbiz.de/10001387131
Saved in:
10
SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001387141
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->