- Language
-
Englisch
- Bibliographic citation
-
Series: Discussion Paper ; No. 428
- Classification
-
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
- Event
-
Geistige Schöpfung
- (who)
-
Brockwell, Peter J.
Chadraa, Erdenebaatar
Lindner, Alexander M.
- Event
-
Veröffentlichung
- (who)
-
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
- (where)
-
München
- (when)
-
2005
- DOI
-
doi:10.5282/ubm/epub.1797
- Handle
- URN
-
urn:nbn:de:bvb:19-epub-1797-6
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Brockwell, Peter J.
- Chadraa, Erdenebaatar
- Lindner, Alexander M.
- Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
Time of origin
- 2005
Other Objects (12)
An exponential continuous time GARCH process
A continuous time GARCH process driven by a Levy process: stationarity and second order behaviour
Higher order process engineering
Ordered and continuous models of higher-order specifications
Stationarity and second order behaviour of discrete and continuous time GARCH(1,1) processes
Higher-Order Process Engineering: The Technical Background
COGARCH as a continuous-time limit of GARCH(1,1)
Higher-Order Order-Sorted Resolution
Higher-order computability
Higher-Order Tableaux
Higher-order misinformation
Higher-order learning
An exponential continuous time GARCH process
A continuous time GARCH process driven by a Levy process: stationarity and second order behaviour
Higher order process engineering
Ordered and continuous models of higher-order specifications
Stationarity and second order behaviour of discrete and continuous time GARCH(1,1) processes
Higher-Order Process Engineering: The Technical Background
COGARCH as a continuous-time limit of GARCH(1,1)
Higher-Order Order-Sorted Resolution
Higher-order computability
Higher-Order Tableaux
Higher-order misinformation
Higher-order learning
An exponential continuous time GARCH process
A continuous time GARCH process driven by a Levy process: stationarity and second order behaviour
Higher order process engineering
Ordered and continuous models of higher-order specifications
Stationarity and second order behaviour of discrete and continuous time GARCH(1,1) processes
Higher-Order Process Engineering: The Technical Background
COGARCH as a continuous-time limit of GARCH(1,1)
Higher-Order Order-Sorted Resolution
Higher-order computability
Higher-Order Tableaux
Higher-order misinformation