Person:1299536

Available identifiers

zbMath Open jasiak.joannMaRDI QIDQ1299536

List of research outcomes

Publication	Date of Publication	Type
Generalized Covariance Estimator	2024-03-06	Paper
Temporally local maximum likelihood with application to SIS model	2024-01-22	Paper
Dynamic deconvolution and identification of independent autoregressive sources	2023-08-24	Paper
Time varying Markov process with partially observed aggregate data: an application to coronavirus	2022-12-14	Paper
Stationary bubble equilibria in rational expectation models	2021-02-09	Paper
Misspecification of noncausal order in autoregressive processes	2018-05-31	Paper
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation	2017-08-21	Paper
The Wishart autoregressive process of multivariate stochastic volatility	2016-07-04	Paper
Dynamic quantile models	2016-06-22	Paper
Multivariate Jacobi process with application to smooth transitions	2016-06-10	Paper
Filtering, Prediction and Simulation Methods for Noncausal Processes	2016-05-03	Paper
Size Distortion in the Analysis of Volatility and Covolatility Effects	2015-10-09	Paper
The Econometrics of Individual Risk	2015-08-11	Paper
Stochastic volatility duration models	2014-03-07	Paper
Local likelihood density estimation and value-at-risk	2010-12-01	Paper
Structural Laplace Transform and Compound Autoregressive Models	2007-05-29	Paper
The Econometrics of Individual Risk	2007-03-07	Paper
Heterogeneous INAR(1) model with application to car insurance	2007-03-02	Paper
GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model	2006-01-27	Paper
Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations	2005-05-20	Paper
First‐Order Autoregressive Processes with Heterogeneous Persistence	2004-11-24	Paper
DYNAMIC FACTOR MODELS	2004-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q4429917	2003-10-01	Paper
State‐space Models with Finite Dimensional Dependence	2002-04-24	Paper
Memory and infrequent breaks	2000-12-12	Paper
Kernel autocorrelogram for time-deformed processes	1999-08-23	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Joanna Jasiak