Jan Beran

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

2

CITATIONS

0

Scholarly Papers (2)

1.

Optimal Convergence Rates in Non‐Parametric Regression with Fractional Time Series Errors

Journal of Time Series Analysis, Vol. 34, Issue 1, pp. 30-39, 2013
Number of pages: 10 Posted: 23 Dec 2012
Yuanhua Feng and Jan Beran
University of Paderborn and affiliation not provided to SSRN
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Abstract:

Optimal rate of convergence, non‐parametric regression, long memory, antipersistence

2.

On Robust Tail Index Estimation for Linear Long‐Memory Processes

Journal of Time Series Analysis, Vol. 33, Issue 3, pp. 406-423, 2012
Number of pages: 18 Posted: 21 Apr 2012
Jan Beran, Bikramjit Das and Dieter Schell
affiliation not provided to SSRN, Singapore University of Technology and Design (SUTD) and affiliation not provided to SSRN
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Abstract:

Long memory, infinite variance, tail index; M‐estimation