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On White Noises Driven by Hidden Markov Chains

, и . Journal of Time Series Analysis, 18 (6): 553--578 (305 Nov 1997)doi: 10.1111/1467-9892.00068.

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Julien Francq

Christian Christian

Christian Winter

Gold-katalysierte Cycloisomerisierung funktionalisierter Allene und Anwendung in der Naturstoffsynthese. TU Dortmund, (2009)

Christian Helbig

Synthese und Charakterisierung von metallorganischen Bronzen. Uni Augsburg, (2009)

Christian Schüller

Automatisierte Feedbackgenerierung in der benutzerzentrierten Softwareentwicklung am Beispiel mobiler Anwendungen. TU München, (2009)
 

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Asymptotic Relative Efficiency of Goodness-Of-Fit Tests Based on Inverse and Ordinary Autocorrelations, and . Journal of Time Series Analysis, 27 (6): 843--855 (305 11 2006)doi: 10.1111/j.1467-9892.2006.00491.x.Conditional Heteroskedasticity Driven by Hidden Markov Chains, , and . Journal of Time Series Analysis, 22 (2): 197--220 (60 03 2001)doi: 10.1111/1467-9892.00219.Large sample properties of parameter least squares estimates for time-varying arma models, and . Journal of Time Series Analysis, 25 (5): 765--783 (245 09 2004)doi: 10.1111/j.1467-9892.2004.02003.x.On White Noises Driven by Hidden Markov Chains, and . Journal of Time Series Analysis, 18 (6): 553--578 (305 11 1997)doi: 10.1111/1467-9892.00068.The L2-structures of standard and switching-regime GARCH models, and . Stochastic Processes and their Applications, 115 (9): 1557--1582 (сентября 2005)Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors, and . Journal of Time Series Analysis, 28 (3): 454--470 (121 05 2007)doi: 10.1111/j.1467-9892.2006.00521.x.Estimating linear representations of nonlinear processes, and . Journal of Statistical Planning and Inference, 68 (1): 145--165 (01.05.1998)Multi-level Conditional VaR Estimation in Dynamic Models., and . TES, volume 251 of Advances in Intelligent Systems and Computing, page 3-19. Springer, (2014)The Annals of Computational and Financial Econometrics, first issue., , , , , , , , , and 16 other author(s). Comput. Stat. Data Anal., 56 (11): 2991-2992 (2012)Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator, and . Statistics, 32 (2): 151--173 (1998)