The following pages link to Joanna Jasiak (Q1299536):
Displayed 28 items.
- (Q292035) (redirect page) (← links)
- Multivariate Jacobi process with application to smooth transitions (Q292036) (← links)
- Dynamic quantile models (Q299276) (← links)
- The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
- Local likelihood density estimation and value-at-risk (Q609720) (← links)
- (Q868312) (redirect page) (← links)
- Heterogeneous INAR(1) model with application to car insurance (Q868313) (← links)
- Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
- Memory and infrequent breaks (Q1589599) (← links)
- Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
- Time varying Markov process with partially observed aggregate data: an application to coronavirus (Q2106387) (← links)
- Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
- Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
- Stochastic volatility duration models (Q2439049) (← links)
- State‐space Models with Finite Dimensional Dependence (Q2784954) (← links)
- Filtering, Prediction and Simulation Methods for Noncausal Processes (Q2802915) (← links)
- Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560) (← links)
- GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model (Q3368216) (← links)
- The Econometrics of Individual Risk (Q3426059) (← links)
- Structural Laplace Transform and Compound Autoregressive Models (Q3440747) (← links)
- (Q4429917) (← links)
- DYNAMIC FACTOR MODELS (Q4471130) (← links)
- Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations (Q4676999) (← links)
- First‐Order Autoregressive Processes with Heterogeneous Persistence (Q4828156) (← links)
- The Econometrics of Individual Risk (Q5501043) (← links)
- Dynamic deconvolution and identification of independent autoregressive sources (Q6135338) (← links)
- Temporally local maximum likelihood with application to SIS model (Q6140374) (← links)
- Generalized Covariance Estimator (Q6190741) (← links)