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~person:"Sibbertsen, Philipp"
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Essays on long memory time series
Leschinski, Christian Hendrik
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2016
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Zeitreihenanalyse
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Persistent link: https://www.econbiz.de/10011559565
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Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia
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2017
Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection. - Informationskriterien, Nichtlinearität, additive Ausreißer, innovative Ausreißer, Persistenzbruch, Ausreißerermittlung
Persistent link: https://www.econbiz.de/10012123316
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Essays on robust long memory inference
Will, Michael Wolfgang
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2018
Persistent link: https://www.econbiz.de/10012123519
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Essays on fractional cointegration and seasonal long memory
Voges, Michelle
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2019
Persistent link: https://www.econbiz.de/10012144876
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