Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics
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Published By Springer New York

9780387947877, 9781461224129

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On the Use of Continuous-time ARMA Models in Time Series Analysis

Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2412-9_7 ◽

1996 ◽

pp. 88-101

Author(s):

Peter J. Brockwell

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Continuous Time ◽

Arma Models ◽

Series Analysis

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An Optimisation Technique For Robust Autoregressive Estimates

Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2412-9_8 ◽

1996 ◽

pp. 102-114

Author(s):

L. Camarinopoulos ◽

G. Zioutas ◽

E. Bora-Senta

Keyword(s):

Optimisation Technique

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Foreign Exchange Rates Have Surprising Volatility

Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2412-9_5 ◽

1996 ◽

pp. 55-72 ◽

Cited By ~ 3

Author(s):

Peter Bossaerts ◽

Wolfgang Härdle ◽

Christian Hafner

Keyword(s):

Exchange Rates ◽

Foreign Exchange ◽

Foreign Exchange Rates

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Higher Order Asymptotic Theory for Tests and Studentized Statistics in Time Series

Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2412-9_30 ◽

1996 ◽

pp. 406-419

Author(s):

Masanobu Taniguchi

Keyword(s):

Time Series ◽

Asymptotic Theory ◽

Higher Order

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Iterative Bandwidth Estimation for Nonparametric Regression with Long-range Dependent Errors

Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2412-9_25 ◽

1996 ◽

pp. 339-351 ◽

Cited By ~ 2

Author(s):

Bonnie K. Ray ◽

Ruey S. Tsay

Keyword(s):

Nonparametric Regression ◽

Long Range ◽

Bandwidth Estimation

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Fractional Stochastic Unit Root Processes

Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2412-9_14 ◽

1996 ◽

pp. 190-204

Author(s):

Clive W. J. Granger ◽

Namwon Hyung ◽

Yongil Jeon

Keyword(s):

Unit Root

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Regression in Long-Memory Time Series

Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2412-9_28 ◽

1996 ◽

pp. 378-391 ◽

Cited By ~ 5

Author(s):

Richard L. Smith ◽

Fan-Ling Chen

Keyword(s):

Time Series ◽

Long Memory ◽

Memory Time

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A Theory of Wavelet Representation and Decomposition for a General Stochastic Process

Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2412-9_9 ◽

1996 ◽

pp. 115-129 ◽

Cited By ~ 4

Author(s):

Bing Cheng ◽

Howell Tong

Keyword(s):

Stochastic Process ◽

Wavelet Representation ◽

General Stochastic

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Balanced Parametrizations: A Structure Theory for Identification

Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2412-9_3 ◽

1996 ◽

pp. 27-41

Author(s):

D. Bauer ◽

M. Deistler

Keyword(s):

Structure Theory

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Asymptotics of M-estimators in non-linear regression with long-range dependent errors

Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2412-9_20 ◽

1996 ◽

pp. 272-290 ◽

Cited By ~ 10

Author(s):

Hira L. Koul

Keyword(s):

Linear Regression ◽

Long Range ◽

Non Linear

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Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

On the Use of Continuous-time ARMA Models in Time Series Analysis

An Optimisation Technique For Robust Autoregressive Estimates

Foreign Exchange Rates Have Surprising Volatility

Higher Order Asymptotic Theory for Tests and Studentized Statistics in Time Series

Iterative Bandwidth Estimation for Nonparametric Regression with Long-range Dependent Errors

Fractional Stochastic Unit Root Processes

Regression in Long-Memory Time Series

A Theory of Wavelet Representation and Decomposition for a General Stochastic Process

Balanced Parametrizations: A Structure Theory for Identification

Asymptotics of M-estimators in non-linear regression with long-range dependent errors

Athens Conference on Applied Probability and Time Series Analysis - Lecture Notes in Statistics
Latest Publications