Zobrazeno 1 - 10
of 81
pro vyhledávání: '"Haug, Stephan"'
Publikováno v:
In European Journal of Agronomy October 2022 140
We advocate the use of an Indirect Inference method to estimate the parameter of a COGARCH(1,1) process for equally spaced observations. This requires that the true model can be simulated and a reasonable estimation method for an approximate auxiliar
Externí odkaz:
http://arxiv.org/abs/1712.09870
Publikováno v:
In Psychology of Sport & Exercise May 2021 54
We construct fractionally integrated continuous-time GARCH models, which capture the observed long range dependence of squared volatility in high-frequency data. Since the usual Molchan-Golosov and Mandelbrot-van-Ness fractional kernels lead to probl
Externí odkaz:
http://arxiv.org/abs/1501.03694
Autor:
Haug, Stephan.
München, Techn. Univ., Diss., 2007.
Externí odkaz:
http://mediatum2.ub.tum.de/doc/620244/document.pdf
http://deposit.ddb.de/cgi-bin/dokserv?idn=98543211X
http://deposit.ddb.de/cgi-bin/dokserv?idn=98543211X
Publikováno v:
Dependence Modeling, Vol 5, Iss 1, Pp 330-353 (2017)
In this paper, we propose a simple non-parametric goodness-of-fit test for elliptical copulas of any dimension. It is based on the equality of Kendall’s tau and Blomqvist’s beta for all bivariate margins. Nominal level and power of the proposed t
Externí odkaz:
https://doaj.org/article/632ae84a43cd455ea1e56ee76ec37f93
Autor:
Bimüller, Carolin, Mueller, Carsten W., von Lützow, Margit, Kreyling, Olivia, Kölbl, Angelika, Haug, Stephan, Schloter, Michael, Kögel-Knabner, Ingrid
Publikováno v:
In Soil Biology and Biochemistry November 2014 78:263-273
Autor:
Bimüller, Carolin, Dannenmann, Michael, Tejedor, Javier, von Lützow, Margit, Buegger, Franz, Meier, Rudolf, Haug, Stephan, Schroll, Reiner, Kögel-Knabner, Ingrid
Publikováno v:
In Soil Biology and Biochemistry January 2014 68:241-251
Publikováno v:
Plant Ecology, 2012 Nov 01. 213(11), 1757-1768.
Externí odkaz:
https://www.jstor.org/stable/41686805
Autor:
Haug, Stephan, Stelzer, Robert
Publikováno v:
Econometric Theory, 2011 Apr 01. 27(2), 344-371.
Externí odkaz:
https://www.jstor.org/stable/27975479