Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Heteroscedasticity"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Covariance function of vector...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Heteroscedasticity
Theorie
13
Theory
13
Time series analysis
11
Zeitreihenanalyse
11
Estimation theory
9
Schätztheorie
9
ARCH model
8
ARCH-Modell
8
ARMA model
3
ARMA-Modell
3
Aggregation
3
Long memory
3
long memory
3
AR
2
FIGARCH
2
Heteroskedastizität
2
IARCH
2
Intermediate scaling
2
LARCH
2
Leverage
2
Long-range dependence
2
Random-coefficient AR(1) process
2
Statistical test
2
Statistischer Test
2
adaptive bandwidth selection
2
finiteness of moments
2
linear ARCH
2
rates of convergence
2
semiparametric model
2
ARCH processes
1
Analysis of variance
1
Asymptotic self-similarity
1
Berry–Esseen bounds
1
Central limit theorem
1
Central limit theorem for triangular arrays
1
Chi square distribution
1
Diagram formula
1
Donsker theorem
1
Einheitswurzeltest
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
2
Language
All
English
2
Author
All
Giraitis, Liudas
2
Surgailis, Donatas
2
Robinson, Peter M.
1
Institution
All
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Published in...
All
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
LSE STICERD Research Paper
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
2000
Persistent link: https://www.econbiz.de/10001490719
Saved in:
2
A Model for Long Memory Conditional Heteroscedasticity - (Now Published in Annals of Applied Probability, 10 (2000), Pp.1002-1024.)
Giraitis, Liudas
-
2008
Persistent link: https://www.econbiz.de/10012771064
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
