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Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan; Ocker, Dirk - 2000
Persistent link: https://www.econbiz.de/10004596009
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SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10004053150
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Volatility of stock market indices : an analysis based on SEMIFAR models
Beran, Jan; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10004053152
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Prediction of 0-1-events for short and long memory time series
Beran, Jan - 2002
Persistent link: https://www.econbiz.de/10004718175
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Tests and confidence intervals for the location parameter in orthogonal FEXP models
Beran, Jan - 2000
Persistent link: https://www.econbiz.de/10004596001
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SEMIFAR models : a semiparametric framework for modelling trends, long range dependence and nonstationarity
Beran, Jan - 1999
Persistent link: https://www.econbiz.de/10004053159
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Modifying the double smoothing bandwidth selector in nonparametric regression
Beran, Jan; Feng, Yuanhua; Heiler, Siegfried - 2000
Persistent link: https://www.econbiz.de/10004714108
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Recent developments in non- and semiparametric regression with fractional time series errors
Beran, Jan; Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10004718178
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Iterative plug-in algorithms for SEMIFAR models : definition, convergence and aysmptotic properties
Beran, Jan; Feng, Yuanhua
Persistent link: https://www.econbiz.de/10004749119
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Nonparametric M-estimation with long memory errors
Beran, Jan; Ghosh, Sucharita; Sibbertsen, Philipp - 2000
Persistent link: https://www.econbiz.de/10004703927