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Stability results for nonlinear error correction models
Saikkonen, Pentti - In: Journal of econometrics 127 (2005) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10002756922
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Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model
Saikkonen, Pentti - 2001
Persistent link: https://www.econbiz.de/10001652439
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Testing for predictability in a noninvertible ARMA model
Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - 2012
We develop likelihood-based tests for autocorrelation and predictability in a first order non-Gaussian and noninvertible ARMA model. Tests based on a special case of the general model, referred to as an all-pass model, are also obtained. Data generated by an all-pass process are uncorrelated...
Persistent link: https://www.econbiz.de/10009621936
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On oscillations of the geometric Brownian motion with time delayed drift
Gushchin, Alexander A. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919051
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Noise induced oscillation in solutions of stochastic delay differential equations
Appleby, John A. D. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919070
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On integrals with respect to Lévy processes
Küchler, Uwe (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919126
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Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term
Buckwar, Evelyn (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919281
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Adaptive estimation for affine stochastic delay differential equations
Reiß, Markus (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919316
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Consistent testing for stochastic dominance under general sampling schemes
Linton, Oliver (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916170
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Sticky information vs. sticky prices : a horse race in a DSGE framework
Trabandt, Mathias (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001916974