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A note on testing for multi-modality with dependent data
Chan, K. S.
(
contributor
);
Tong, Howell
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755597
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2
Least absolute deviations estimation for ARCH and GARCH models
Peng, Liang
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755629
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3
Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney C.
(
contributor
);
Yao, Qiwei
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075170
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4
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10002814674
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5
A parametric bootstrap test for cycles
Dalla, Violetta
(
contributor
);
Hidalgo, Javier
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10002814628
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6
International patterns of growth : II. persistence, path dependence, and sustained take-off in growth transition
Quah, Danny
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contributor
)
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1992
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001572798
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7
Single season heteroscedasticity in time series
Tripodis, Yorghos
(
contributor
);
Penzer, Jeremy
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923018
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Periodic time series models : a structural approach
Tripodis, Yorghos
(
contributor
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Penzer, Jeremy
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075167
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On characterizations od spectral density matrices by cross validated log likelihood criterion
Matsuda, Yasumasa
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144601
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10
Modelling memory of economic and financial time series
Robinson, Peter M.
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contributor
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2005
Persistent link: https://www.econbiz.de/10002814614
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