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Testing for Stationarity in Multivariate Locally Stationary ...RePEc: Research Papers in Economics
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von R Puchstein · · Zitiert von: 14 — Ruprecht Puchstein & Philip Preuß, "Testing for Stationarity in Multivariate Locally Stationary Processes," Journal of Time Series Analysis, Wiley ... von R Puchstein · · Zitiert von: 14 — Ruprecht Puchstein & Philip Preuß, "Testing for Stationarity in Multivariate Locally Stationary Processes," Journal of Time Series Analysis, Wiley ...
Journal of Time Series AnalysisScholars Portal Journals
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Testing for Stationarity in Multivariate Locally Stationary Processes. Authors. Ruprecht Puchstein · Philip Preuß. Source Information. January 2016, Volume Testing for Stationarity in Multivariate Locally Stationary Processes. Authors. Ruprecht Puchstein · Philip Preuß. Source Information. January 2016, Volume
Ruprecht Puchstein - The Mathematics Genealogy ProjectThe Mathematics Genealogy Project
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Ruprecht Puchstein. MathSciNet. Dr. rer. nat. Ruhr-Universität Bochum Germany. Dissertation: Detecting Deviations from Stationarity. Mathematics Subject ... Ruprecht Puchstein. MathSciNet. Dr. rer. nat. Ruhr-Universität Bochum Germany. Dissertation: Detecting Deviations from Stationarity. Mathematics Subject ...
Detecting Deviations from Stationarity - Ruprecht PuchsteinGoogle Books
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Title, Detecting Deviations from Stationarity. Author, Ruprecht Puchstein. Contributors, Holger Dette, Herold Dehling, Fakultät für Mathematik. Title, Detecting Deviations from Stationarity. Author, Ruprecht Puchstein. Contributors, Holger Dette, Herold Dehling, Fakultät für Mathematik.
Testing for Stationarity in Multivariate Locally Stationary ProcessesGoogle Books
books.google.com
Ruprecht Puchstein, Philip Preuß. Publisher, SSRN, Length, 27 pages. Export Citation, BiBTeX EndNote RefMan · About Google Books - Privacy Policy - Terms ... Ruprecht Puchstein, Philip Preuß. Publisher, SSRN, Length, 27 pages. Export Citation, BiBTeX EndNote RefMan · About Google Books - Privacy Policy - Terms ...
Testing for stationarity in multivariate locally stationary ...arXiv
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von R Puchstein · · Zitiert von: 14 — Title:Testing for stationarity in multivariate locally stationary processes. Authors:Ruprecht Puchstein, Philip Preuß. View a PDF of the paper ... von R Puchstein · · Zitiert von: 14 — Title:Testing for stationarity in multivariate locally stationary processes. Authors:Ruprecht Puchstein, Philip Preuß. View a PDF of the paper ...
A Complete Bibliography of the Journal of Time Series ...The Netlib
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von NHF Beebe · — Ruprecht Puchstein and Philip Preuß. Testing for stationarity in multivariate locally stationary processes. Journal of Time Series. Analysis, 37(1):3– von NHF Beebe · — Ruprecht Puchstein and Philip Preuß. Testing for stationarity in multivariate locally stationary processes. Journal of Time Series. Analysis, 37(1):3–
Zero‐Modified Geometric INAR(1) Process for Modelling Count ...期刊界
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Ruprecht Puchstein,Philip Preuß.Testing for Stationarity in Multivariate Locally Stationary Processes[J].时间序列分析杂志,2016,37(1): [14]、, M. A. Al ... Ruprecht Puchstein,Philip Preuß.Testing for Stationarity in Multivariate Locally Stationary Processes[J].时间序列分析杂志,2016,37(1): [14]、, M. A. Al ...
Search | arXiv e-print repository
arxiv.org
Testing for stationarity in multivariate locally stationary processes. Authors: Ruprecht Puchstein, Philip Preuß. Abstract: In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a ...
Multivariate stationarity testzealoz.de
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Ruprecht Puchstein, Philip Preuß. In this paper we propose a nonparametric procedure … WebIf the series is stationary (or trend-stationary), then it has a ... Ruprecht Puchstein, Philip Preuß. In this paper we propose a nonparametric procedure … WebIf the series is stationary (or trend-stationary), then it has a ...
Ruprecht PuchsteinThe Mathematics Genealogy Project
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Ruprecht Puchstein. MathSciNet. Dr. rer. nat. Ruhr-Universität Bochum Germany. Dissertation: Detecting Deviations from Stationarity. Mathematics Subject ... Ruprecht Puchstein. MathSciNet. Dr. rer. nat. Ruhr-Universität Bochum Germany. Dissertation: Detecting Deviations from Stationarity. Mathematics Subject ...
Testing for stationarity in multivariate locally stationary processesSynthical
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Ruprecht Puchstein · Philip Preuß. Show similar. Share. From arXiv. Published on December 5, Testing for stationarity in multivariate locally stationary ... Ruprecht Puchstein · Philip Preuß. Show similar. Share. From arXiv. Published on December 5, Testing for stationarity in multivariate locally stationary ...
au:Puchstein_R in:math - SciRate Search
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In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop ...
RUB-Repository - Detecting deviations from stationarity
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Die vorliegende Arbeit untersucht die Fragestellung, ob eine beobachtete Zeitreihe als stationär angenommen werden kann. Die entwickelten Verfahren zur...
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