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Sebastian Kühnert

affiliation not provided to SSRN

  • affiliation not provided to SSRN

SCHOLARLY PAPERS

2

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15

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0

Scholarly Papers (2)

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1.

A spectral based coefficient of determination for the fit of an MA(q) model

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A spectral based coefficient of determination for the fit of an MA(q) model

Number of pages: 7 Posted: 30 Jun 2026
Holger Dette and Sebastian Kühnert
affiliation not provided to SSRN and affiliation not provided to SSRN
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Moving average process, periodogram, spectral density, stationary processes

A spectral based coefficient of determination for the fit of an MA(q) model

Number of pages: 7 Posted: 30 Jun 2026
Holger Dette and Sebastian Kühnert
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 3

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Moving average process, periodogram, spectral density, stationary processes

2.

An operator-level ARCH Model

Number of pages: 48 Posted: 09 May 2026
Alexander Aue, Sebastian Kühnert, Gregory Rice and Jeremy VanderDoes
University of California, Davis, affiliation not provided to SSRN, University of Waterloo - Department of Statistics and Actuarial Science and University of Waterloo
Downloads 7 (1,575,921)

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ARCH, financial time series, functional data, parameter estimation, stationary solutions