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~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~subject:"ARMA model"
~subject:"Schätztheorie"
~type_genre:"Non-commercial literature"
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ARMA model
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Lardic, Sandrine
2
Mignon, Valérie
2
Scaillet, Olivier
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Murtin, Fabrice
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Tamer, Elie T.
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Ekonomiska forskningsinstitutet <Stockholm>
24
European University Institute / Department of Economics
21
Umeå universitet
20
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Microdata Methods and Practice <London>
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ECONIS (ZBW)
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The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
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2
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
Saved in:
3
Density estimation using inverse and reciprocal inverse Gaussian kernels
Scaillet, Olivier
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661020
Saved in:
4
A fast subsampling method for nonlinear dynamic models
Hong, Han
(
contributor
);
Scaillet, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507
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