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Webel, Karsten [Author]

Intermittierendes deterministisches Chaos als mögliche Erklärung für ein langes Gedächtnis in Finanzmarktdaten - [1. Aufl.]

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Wiesbaden: Gabler, 2009

Published in: Gabler Edition Wissenschaft
Robinson, Peter M. [Other]

Time series with long memory

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Oxford [u.a.]: Oxford Univ. Press, 2003

Published in: Advanced texts in econometrics
Sibbertsen, Philipp [Author]

Robuste Parameterschätzung im linearen Regressionsmodell bei Fehlertermen mit langem Gedächtnis - [1. Aufl.]

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Berlin: VWF, Verl. für Wiss. und Forschung, 1999

Published in: Akademische Abhandlungen zur Mathematik
Proietti, Tommaso [Author]; Maddanu, Federico [Author]

Modelling cycles in climate series : the fractional sinusoidal waveform process

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https://ceistorvergata.it/RePEc/rpaper/RP518.pdf

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[Rom]: CEIS Tor Vergata, [2021]

Published in: CEIS Tor Vergata research papers ; 518
Leschinski, Christian [Author]; Sibbertsen, Philipp [Author]

Model order selection in seasonal/cyclical long memory models

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http://hdl.handle.net/10419/107640

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Hannover: Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, 2014
Conrad, Christian [Author]

GARCH Models with Long Memory and Nonparametric Specifications

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2006
Caporale, Guglielmo Maria [Author]; Gil-Alana, Luis A. [Author]

Long-run and cyclical dynamics in the US stock market

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http://hdl.handle.net/10419/72287

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Vienna: Institute for Advanced Studies (IHS), 2004
Vera-Valdés, J. Eduardo [Author]

Essays in long memory

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http://pure.au.dk/portal/files/104275540/J_Eduardo_Vera_Valdes_PhD_dissertation.pdf

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Aarhus: Aarhus BSS, Aarhus University, Department of Economics and Business Economics, November 2016

Published in: Aarhus Universitet: ECON PhD dissertations ; 201618
Sibbertsen, Philipp [Author]

Long-memory versus structural breaks : an overview - [Version June 2001]

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http://hdl.handle.net/10419/77239

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Dortmund: SFB 475, Universität Dortmund, 2001

Published in: Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen: Technical report ; 2001028
Kuswanto, Heri [Author]

A new simple test against spurious long memory using temporal aggregation

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http://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-425.pdf

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Hannover: Fachbereich Wirtschaftswiss., Univ., Aug. 2009

Published in: Universität Hannover: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät ; 42500
Kuswanto, Heri [Other]; Sibbertsen, Philipp [Other]

Can we distinguish between common nonlinear time series models and long memory?

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http://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-380.pdf

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Hannover: Fachbereich Wirtschaftswiss., Univ., 2007

Published in: Universität Hannover: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät ; 38000
Heinen, Florian [Author]; Sibbertsen, Philipp [Author]; Kruse, Robinson [Author]

Forecasting long memory time series under a break in persistence

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http://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-433.pdf

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Hannover: Wirtschaftswiss. Fak., Leibniz Univ., 2009

Published in: Universität Hannover: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät ; 43300
Krämer, Walter [Author]; Sibbertsen, Philipp [Author]

Testing for structural change in the presence of long memory - [Version June 2000]

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http://hdl.handle.net/10419/77279

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Dortmund: SFB 475, Universität Dortmund, 2000

Published in: Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen: Technical report ; 2000031
Kuswanto, Heri [Other]; Sibbertsen, Philipp [Other]

A study on spurious long memory in nonlinear time series models

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http://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-410.pdf

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Hannover: Fachbereich Wirtschaftswiss., Univ., 2008

Published in: Universität Hannover: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät ; 41000
Kuswanto, Heri [Author]; Sibbertsen, Philipp [Author]

Testing for long memory against ESTAR nonlinearities

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http://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-427.pdf

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Hannover: Fachbereich Wirtschaftswiss., Univ., 2009

Published in: Universität Hannover: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät ; 42700
Beran, Jan [Author]; Ghosh, Sucharita [Author]; Sibbertsen, Philipp [Author]

Nonparametric M-estimation with long-memory errors

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http://hdl.handle.net/10419/77191

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Dortmund: SFB 475, Universität Dortmund, 2000

Published in: Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen: Technical report ; 2000036
Beran, Jan [Other]; Feng, Yuanhua [Other]; Ghosh, Sucharita [Other]; Sibbertsen, Philipp [Other]

On robust local polynominal estimation with long-memory errors

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http://hdl.handle.net/10419/77273

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Dortmund: SFB 475, Universität Dortmund, 2000

Published in: Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen: Technical report ; 2000035
Leschinski, Christian [Author]; Sibbertsen, Philipp [Author]

Model order selection in seasonal/cyclical long memory models

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http://diskussionspapiere.wiwi.uni-hannover.de/index.php?number=534

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Hannover: Leibniz Univ., [Wirtschaftswiss. Fak.], 2014

Published in: Universität Hannover: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät ; 53500
Ferrara, Laurent [Author] ; Guegan, Dominique [Other]

Business Surveys Modelling with Seasonal-Cyclical Long Memory Models

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https://ssrn.com/abstract=1678415

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[S.l.]: SSRN, [2010]

Published in: Banque de France Working Paper ; No. 224
Arteche, Josu [Author]

Semiparametric Robust Tests on Seasonal or Cyclical Long Memory Time Series

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https://ssrn.com/abstract=312757

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[S.l.]: SSRN, 2004

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