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DateTitle Authors
2010 Mean shift detection under long-range dependencies with ARTWillert, Juliane
2007 Why bayes rules: A note on Bayesian vs. classical inference in regime switching modelsGärtner, Dennis
2010 Financial development and economic growth: An empirical analysis for IrelandAdamopoulos, Antonios
2014 The Hodrick-Prescott Filter with a Time-Varying Penalization Parameter. An Application for the Trend Estimation of Global Temperature.Blöchl, Andreas / Flaig, Gebhard
2011 Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi / Swanson, Norman R.
2011 Persistence and cyclical dependence in the monthly Euribor rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2007 Testing for a break in persistence under long-range dependenciesSibbertsen, Philipp / Kruse, Robinson
2007 Can we distinguish between common nonlinear time series models and long memory?Kuswanto, Heri / Sibbertsen, Philipp
2012 A Donsker theorem for Lévy measuresNickl, Richard / Reiß, Markus
2011 A characterization of oil price behavior: Evidence from jump modelsGronwald, Marc

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