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Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.; Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10000345713
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Lyapunov exponent for stochastic time series
Busse, Anja M. (contributor); Weihs, Claus (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002141497
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Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Dette, Holger (contributor); Podolskij, Mark (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142062
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Comparing time series from experiments with and without spiralling
Theis, Winfried (contributor); Busse, Anja M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142269
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Model-independent detrending for determining the cyclical properties of macroeconomic time series
Hillinger, Claude - 1992
Persistent link: https://www.econbiz.de/10013427948
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Tackling and understanding the small sample bias in ARFIMA models
Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10013427962
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Evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand
Reiter, Michael - 1993
Persistent link: https://www.econbiz.de/10013427977
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A Bayesian way to identify the order of autoregressive process
Heintel, Markus - 1994
Persistent link: https://www.econbiz.de/10013427980