Introduction

Artikel in diesem Heft

1. Article
2. Introduction
3. Extensions of the Forward Search to Time Series
4. Analyzing Financial Time Series through Robust Estimators
5. Clusters of Extreme Observations and Extremal Index Estimate in GARCH Processes
6. Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers
7. MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model
8. GARCH-type Models with Generalized Secant Hyperbolic Innovations
9. Mixture Processes for Financial Intradaily Durations
10. Constructing Non-linear Gaussian Time Series by Means of a Simplified State Space Representation
11. Statistical Tests for Lyapunov Exponents of Deterministic Systems
12. Assessing Chaos in Time Series: Statistical Aspects and Perspectives
13. On the Stationarity of First-order Nonlinear Time Series Models: Some Developments
14. Experimental Design for Time-Dependent Models with Correlated Observations
15. Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation
16. Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns
17. Seasonal Specific Structural Time Series
18. Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing