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Browsing All of EconStor by Author Beran, Jan
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Showing results 1 to 20 of 30
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Year of Publication
Title
Author(s)
1999
SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices
Beran, Jan
;
Feng, Yuanhua
;
Franke, Günter
;
Hess, Dieter
;
Ocker, Dirk
1999
SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
;
Ocker, Dirk
1999
SEMIFAR Forecasts, with Applications to Foreign Exchange Rates
Beran, Jan
;
Ocker, Dirk
1999
SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity
Beran, Jan
1999
Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models
Beran, Jan
;
Ocker, Dirk
1999
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors
Beran, Jan
;
Feng, Yuanhua
1999
Local Polynomial Estimation with a FARIMA-GARCH Error Process
Beran, Jan
;
Feng, Yuanhua
2000
Tests and confidence intervals for the location parameter in orthogonal FEXP models
Beran, Jan
2000
On robust local polynominal estimation with long-memory errors
Beran, Jan
;
Feng, Yuanhua
;
Ghosh, Sucharita
;
Sibbertsen, Philipp
2000
Nonparametric M-estimation with long-memory errors
Beran, Jan
;
Ghosh, Sucharita
;
Sibbertsen, Philipp
2000
On robust local polynomial estimation with long-memory errors
Beran, Jan
;
Feng, Yuanhua
;
Gosh, Sucharita
;
Sibbertsen, Philipp
2000
Nonparametric M-Estimation with Long-Memory Errors
Beran, Jan
;
Gosh, Sucharita
;
Sibbertsen, Philipp
2000
Modifying the double smoothing bandwidth selector in nonparametric regression
Beran, Jan
;
Feng, Yuanhua
;
Heiler, Siegfried
2000
Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan
;
Feng, Yuanhua
2000
Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan
;
Ocker, Dirk
2001
Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results
Beran, Jan
;
Feng, Yuanhua
2001
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties
Beran, Jan
;
Feng, Yuanhua
2002
Prediction of 0-1-events for short- and long-memory time series
Beran, Jan
2002
Pricing of cap-interest rates based on renewal processes
Beran, Jan
;
Ocker, Dirk
2002
Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors
Beran, Jan
;
Feng, Yuanhua