J. Jasiak

Available identifiers

zbMath Open jasiak.joannMaRDI QIDQ1299536

List of research outcomes

Publication	Date of Publication	Type
Optimization of the generalized covariance estimator in noncausal processes	2024-07-31	Paper
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

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