Browsing All of EconStor by Author Beran, Jan

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Year of PublicationTitleAuthor(s)
1999 SEMIFAR modelsBeran, Jan; Feng, Yuanhua; Ocker, Dirk
1999 Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errorsBeran, Jan; Feng, Yuanhua
1999 Volatility of Stock Market Indices - An Analysis based on SEMIFAR ModelsBeran, Jan; Ocker, Dirk
1999 SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market IndicesBeran, Jan; Feng, Yuanhua; Franke, G√ľnter; Hess, Dieter; Ocker, Dirk
1999 SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and NonstationarityBeran, Jan
1999 SEMIFAR Forecasts, with Applications to Foreign Exchange RatesBeran, Jan; Ocker, Dirk
1999 Local Polynomial Estimation with a FARIMA-GARCH Error ProcessBeran, Jan; Feng, Yuanhua
2000 On robust local polynominal estimation with long-memory errorsBeran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Sibbertsen, Philipp
2000 Nonparametric M-estimation with long-memory errorsBeran, Jan; Ghosh, Sucharita; Sibbertsen, Philipp
2000 Data-driven estimation of semiparametric fractional autoregressive modelsBeran, Jan; Feng, Yuanhua
2000 On robust local polynomial estimation with long-memory errorsBeran, Jan; Feng, Yuanhua; Gosh, Sucharita; Sibbertsen, Philipp
2000 Modifying the double smoothing bandwidth selector in nonparametric regressionBeran, Jan; Feng, Yuanhua; Heiler, Siegfried
2000 Tests and confidence intervals for the location parameter in orthogonal FEXP modelsBeran, Jan
2000 Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) modelsBeran, Jan; Ocker, Dirk
2000 Nonparametric M-Estimation with Long-Memory ErrorsBeran, Jan; Gosh, Sucharita; Sibbertsen, Philipp
2001 Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic propertiesBeran, Jan; Feng, Yuanhua
2001 Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation ResultsBeran, Jan; Feng, Yuanhua
2002 Recent Developments in Non- and Semiparametric Regression with Fractional Time Series ErrorsBeran, Jan; Feng, Yuanhua
2002 Prediction of 0-1-events for short- and long-memory time seriesBeran, Jan
2002 Pricing of cap-interest rates based on renewal processesBeran, Jan; Ocker, Dirk