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Forecasting based on very small samples and additional non-sample information
Brännäs, Kurt; Hellström, Jörgen - 1998
Persistent link: https://www.econbiz.de/10000993162
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Using moving blocks bootstrap to test for the presence of a positive Lyapunov exponent in a time series
Bask, Mikael - 1997
Persistent link: https://www.econbiz.de/10000967465
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Least squares estimation of a zero-truncated count data regression model
Brännäs, Kurt - 1997
Persistent link: https://www.econbiz.de/10000967466
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Prediction intervals based on autoregression forecasts
DeLuna, Xavier - 1997
Persistent link: https://www.econbiz.de/10000967467
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Deterministic chaos in exchange rates?
Bask, Mikael - 1997
Persistent link: https://www.econbiz.de/10000967468
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Count data regression using series expansions : with applications
Cameron, Adrian Colin; Johansson, Per-Olov - 1996
Persistent link: https://www.econbiz.de/10000940965
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Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier - 1996
Persistent link: https://www.econbiz.de/10000955737
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Generalized method of moment and indirect estimation of the ARasMA Model
Brännäs, Kurt; DeLuna, Xavier - 1997
Persistent link: https://www.econbiz.de/10000958691
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Essays on exchange rates : deterministic chaos and technical analysis
Bask, Mikael - 1998
Persistent link: https://www.econbiz.de/10000984244
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Dimensions and Lyapunov exponents from exchange rate series
Bask, Mikael - 1995
Persistent link: https://www.econbiz.de/10000927034