Heiko Rachinger

From MaRDI portal
Person:2008116



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series
Journal of Business and Economic Statistics
2024-10-17Paper
A bootstrap test for threshold effects in a diffusion process
Computational Statistics
2024-09-02Paper
Approximate maximum likelihood estimation of a threshold diffusion process
Computational Statistics and Data Analysis
2019-11-22Paper
Inference of bivariate long-memory aggregate time series
STATISTICA SINICA
2018-01-26Paper
Inference of Seasonal Long‐memory Time Series with Measurement Error
Scandinavian Journal of Statistics
2015-03-09Paper


Research outcomes over time


This page was built for person: Heiko Rachinger