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ML-estimation of time series
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876981
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Nonlinear time series models in empirical finance
Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001484071
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HY-A-PARCH : a stationary A-PARCH model with long memory
Schoffer, Olaf - 2003
Persistent link: https://www.econbiz.de/10001916069
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Handbook of economic forecasting ; Volume 2B
Elliott, Graham (ed.); Timmermann, Allan (ed.) - 2013
Persistent link: https://www.econbiz.de/10011484749
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Maximum likelihood estimation with stata
Gould, William; Pitblado, Jeffrey; Sribney, William - 2003 - 2nd ed.
Persistent link: https://www.econbiz.de/10001786873
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ML-estimation of sampled stochastic differential equations
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876985
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Analysis of microdata : with 41 tables
Winkelmann, Rainer; Boes, Stefan - 2006
Persistent link: https://www.econbiz.de/10003115171
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Analysis of microdata
Winkelmann, Rainer; Boes, Stefan - 2009 - Second edition
Persistent link: https://www.econbiz.de/10003779911
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An introduction to analysis of financial data with R
Tsay, Ruey S. - 2013
Persistent link: https://www.econbiz.de/10009678179
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Continuous univariate distributions
Johnson, Norman Lloyd; Kotz, Samuel; Balakrishnan, N. - 1994
Persistent link: https://www.econbiz.de/10000507697