Erhard Reschenhofer

Available identifiers

zbMath Open reschenhofer.erhardMaRDI QIDQ744769

List of research outcomes

Publication	Date of Publication	Type
Heteroscedasticity-robust estimation of autocorrelation	2022-06-30	Paper
Detecting long-range dependence with truncated ratios of periodogram ordinates	2022-05-23	Paper
Fast computation and practical use of amplitudes at non-Fourier frequencies	2021-11-23	Paper
Robust testing for stationarity of global surface temperature	2020-10-26	Paper
Non-monotonic penalizing for the number of structural breaks	2015-03-03	Paper
Detecting fuzzy periodic patterns in futures spreads	2014-09-26	Paper
Identifying the determinants of foreign direct investment: a data-specific model selection approach	2012-12-27	Paper
Testing for cycles in multiple time series	2011-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q3581150	2010-08-16	Paper
https://portal.mardi4nfdi.de/entity/Q5296400	2007-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q5487069	2006-09-18	Paper
Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting	2005-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q4469686	2004-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q4428988	2003-09-22	Paper
IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION	2001-07-09	Paper
Modification of autoregressive fractionally integrated moving average models for the estimation of persistence	2000-01-31	Paper
Approximating the Bayes factor	1998-12-15	Paper
Generalization of the Kolmogorov--Smirnov test	1998-07-22	Paper
Prediction with vague prior knowledge	1997-11-11	Paper
Estimation of the fractionally differencing parameter with the R/S method	1997-02-27	Paper
On the asymptotic behavior of Akaike's BIC	1996-10-27	Paper
Use of Phase for the Detection of Hidden Periodicites	1996-07-17	Paper
Behaviour of the length test for medium sample sizes	1994-01-31	Paper
Bayesian derivation of Akaike's information criterion	1993-03-10	Paper
TESTING FOR WHITE NOISE AGAINST MULTIMODAL SPECTRAL ALTERNATIVES	1993-01-16	Paper
Length tests for goodness of fit	1991-01-01	Paper
Adaptive test for white noise	1989-01-01	Paper
DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS	1988-01-01	Paper

Research outcomes over time

This page was built for person: Erhard Reschenhofer