//--> //--> //-->
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
~subject:"ARMA model"
~isPartOf:"Journal of time series econometrics"
~type:"article"
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:"ARIMA-Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
ARMA-Modell
8
Estimation theory
6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
2
ARCH-Modell
2
Regression analysis
2
Regressionsanalyse
2
Theorie
2
Theory
2
ARIMA
1
ARMA models
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Cointegration
1
Dickey-Fuller Tests
1
Einheitswurzeltest
1
Estimation
1
Gegenbauer process
1
ILSE
1
Interest rate
1
Kointegration
1
STR model
1
Saisonale Schwankungen
1
Schätzung
1
Seasonal variations
1
State space model
1
Statistical test
1
Statistischer Test
1
Stochastic process
1
Stochastischer Prozess
1
Unit root test
1
Volatility
1
Volatilität
1
Zins
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Aknouche, Abdelhakim
1
Allen, David E.
1
Asai, Manabu
1
Boubaker, Heni
1
Davidson, James E. H.
1
Man, Kasing
1
Maravall Herrero, Agustín
1
McAleer, Michael
1
McElroy, Tucker
1
Nguimkeu, Pierre
1
Peiris, Shelton
1
Rambaccussing, Dooruj
1
Wang, Liqiong
1
more ...
less ...
Published in...
All
Journal of time series econometrics
Economics letters
35
International journal of forecasting
33
Journal of econometrics
31
Journal of forecasting
30
Econometric theory
25
Applied economics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Applied financial economics
11
Computational economics
11
International Journal of Energy Economics and Policy : IJEEP
11
Economic modelling
10
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
The econometrics journal
8
The empirical economics letters : a monthly international journal of economics
8
Advances in business and management forecasting
7
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
Tourism economics : the business and finance of tourism and recreation
6
Asia-Pacific financial markets
5
Journal of applied econometrics
5
Journal of empirical finance
5
Tourism management : research, policies, practice
5
Asian African journal of economics and econometrics
4
CBN journal of applied statistics
4
Econometrics : open access journal
4
Economics bulletin : EB
4
Energy policy
4
International journal of economics and finance
4
Journal of the American Statistical Association : JASA
4
Review of quantitative finance and accounting
4
Statistical papers
4
Technological forecasting & social change : an international journal
4
Theoretical and applied economics : GAER review
4
Applied economics letters
3
Brazilian review of econometrics : the review of the Brazilian Econometric Society
3
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
2
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
3
An improved selection test between autoregressive and moving average disturbances in regression models
Nguimkeu, Pierre
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10011440453
Saved in:
4
A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.
;
Rambaccussing, Dooruj
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
Saved in:
5
Bootstrap point optimal unit root tests
Wang, Liqiong
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010225261
Saved in:
6
Optimal signal extraction with correlated components
McElroy, Tucker
;
Maravall Herrero, Agustín
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 237-273
Persistent link: https://www.econbiz.de/10010401113
Saved in:
7
Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
Aknouche, Abdelhakim
- In:
Journal of time series econometrics
5
(
2013
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10009753102
Saved in:
8
Extended fractional Gaussian noise and simple ARFIMA approximations
Man, Kasing
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009623319
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->