Estimation for Non-Negative Lévy-Driven CARMA Processes (English)
- New search for: Brockwell, Peter J.
- New search for: Davis, Richard A.
- New search for: Yang, Yu
- New search for: Brockwell, Peter J.
- New search for: Davis, Richard A.
- New search for: Yang, Yu
In:
Journal of Business & Economic Statistics
;
29
, 2
;
250-259
;
2011
- Article (Journal) / Electronic Resource
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Title:Estimation for Non-Negative Lévy-Driven CARMA Processes
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Contributors:
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Published in:Journal of Business & Economic Statistics ; 29, 2 ; 250-259
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Publisher:
- New search for: Taylor & Francis
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Publication date:2011-04-01
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Size:10 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 29, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 201
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Nonparametric Identification and Estimation in a Roy Model With Common Nonpecuniary ReturnsBayer, Patrick / Khan, Shakeeb / Timmins, Christopher et al. | 2011
- 216
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Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an AggregateHendry, David F. / Hubrich, Kirstin et al. | 2011
- 228
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Dynamic Censored Regression and the Open Market Desk Reaction FunctiondeJong, Robert / Herrera, Ana María et al. | 2011
- 238
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Robust Inference With Multiway ClusteringCameron, A. Colin / Gelbach, Jonah B. / Miller, Douglas L. et al. | 2011
- 250
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Estimation for Non-Negative Lévy-Driven CARMA ProcessesBrockwell, Peter J. / Davis, Richard A. / Yang, Yu et al. | 2011
- 260
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Tests for the Second Order Stochastic Dominance Based on L-StatisticsBerrendero, José R. / Cárcamo, Javier et al. | 2011
- 271
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The Increasingly Mixed Proportional Hazard Model: An Application to Socioeconomic Status, Health Shocks, and MortalityFrijters, Paul / Haisken-DeNew, John P. / Shields, Michael A. et al. | 2011
- 282
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Infinite Density at the Median and the Typical Shape of Stock Return DistributionsHan, Chirok / Cho, Jin Seo / Phillips, Peter C. B. et al. | 2011
- 295
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Local and Global Rank Tests for Multivariate Varying-Coefficient ModelsDonald, Stephen G. / Fortuna, Natércia / Pipiras, Vladas et al. | 2011
- 307
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Forecast Combination Across Estimation WindowsPesaran, M. Hashem / Pick, Andreas et al. | 2011
- 319
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A Comparison of Sales Response Predictions From Demand Models Applied to Store-Level versus Panel DataAndrews, Rick L. / Currim, Imran S. / Leeflang, Peter S. H. et al. | 2011