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WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
Pan, Jiazhu; Wang, Hui; Yao, Qiwei; Adler, R.J.; … - In: Econometric theory 23 (2007) 5, pp. 852-879
Persistent link: https://www.econbiz.de/10007762703
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MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
Steland, Ansgar; Andrews, D.W.K.; Bai, J.; Bai, J.; … - In: Econometric theory 23 (2007) 6, pp. 1108-1135
Persistent link: https://www.econbiz.de/10007869214
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Theory and Methods - On Consistency of Nonparametric Normal Mixtures for Bayesian Density Estimation
Lijoi, Antonio; Prünster, Igor; Walker, Stephen G. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1292-1296
Persistent link: https://www.econbiz.de/10006605487
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A hyperbolic diffusion model for stock prices
Bibby, B.M.; Sørensen, M. - In: Finance and stochastics 1 (1997) 1, pp. 25-42
Persistent link: https://www.econbiz.de/10008219540
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A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
Wu, Wei Biao; Shao, Xiaofeng; Anderson, T.W.; Andrews, … - In: Econometric theory 23 (2007) 5, pp. 930-951
Persistent link: https://www.econbiz.de/10007762700
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LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
Shao, Xiaofeng; Wu, Wei Biao; Baillie, R.T.; Chung, C.F.; … - In: Econometric theory 23 (2007) 5, pp. 899-929
Persistent link: https://www.econbiz.de/10007762701
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ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
Davidson, James; Hashimzade, Nigar; Beran, J.; … - In: Econometric theory 24 (2008) 1, pp. 256-293
Persistent link: https://www.econbiz.de/10007896787
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THE REAL PART OF A COMPLEX ARMA PROCESS
Bailey, Ralph W.; Bell, E.T.; Brockwell, P.J.; Davis, R.A. - In: Econometric theory 23 (2007) 3, pp. 537-545
Persistent link: https://www.econbiz.de/10007718225
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C - Buchbesprechungen - Introduction to Time Series and Forecasting
Brockwell, P.J.; Davis, R.A.; Hassler, U. - In: Allgemeines statistisches Archiv : AStA ; journal of … 82 (1998) 3-4
Persistent link: https://www.econbiz.de/10006576825
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NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
Nicolau, João; Aït-Sahalia, Y.; Arnold, L.; Bandi, F.; … - In: Econometric theory 23 (2007) 5, pp. 880-898
Persistent link: https://www.econbiz.de/10007762702