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Discrete and continuous time cointegration
Comte, Fabienne - In: Journal of econometrics 88 (1999) 2, pp. 207-226
Persistent link: https://www.econbiz.de/10001252786
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Discrete and continuous time cointegration
Comte, F. - In: Journal of econometrics 88 (1999) 2, pp. 207-226
Persistent link: https://www.econbiz.de/10006786621
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Long memory continuous time models
Comte, F.; Renault, E. - In: Journal of econometrics 73 (1996) 1, pp. 101-150
Persistent link: https://www.econbiz.de/10006793821
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Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Comte, F.; Lacour, C.; Rozenholc, Y. - In: Journal of econometrics 154 (2010) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10008894618
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Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Comte, Fabienne; Lacour, C.; Rozenholc, Y. - In: Journal of econometrics 154 (2010) 1, pp. 42-73
Persistent link: https://www.econbiz.de/10003931786
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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer; Phillips, Peter C.B. - In: Journal of econometrics 147 (2008) 1, pp. 99-103
Persistent link: https://www.econbiz.de/10008143201
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W.K.; Lieberman, Offer; Marmer, Vadim - In: Journal of econometrics 133 (2006) 2, pp. 673-702
Persistent link: https://www.econbiz.de/10007287905
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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer; Phillips, Peter C.B. - In: Journal of econometrics 147 (2008) 1, pp. 99-104
Persistent link: https://www.econbiz.de/10008898202
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A similarity-based approach to prediction
Gilboa, Itzhak; Lieberman, Offer; Schmeidler, David - In: Journal of econometrics 162 (2011) 1, pp. 124-132
Persistent link: https://www.econbiz.de/10008889245
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A similarity-based approach to prediction
Gilboa, Itzhak; Lieberman, Offer; Schmeidler, David - In: Journal of econometrics 162 (2011) 1, pp. 124-131
Persistent link: https://www.econbiz.de/10009270688