[{"page":"17","_id":"4668","language":[{"iso":"eng"}],"user_id":"10075","title":"Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models","status":"public","year":"2018","conference":{"end_date":"6.7.2018","location":"Paderborn, Germany","start_date":"4.7.2018","name":"European Conference on Data Analysis"},"author":[{"last_name":"Forstinger","first_name":"Sarah","full_name":"Forstinger, Sarah","id":"10075"},{"last_name":"Feng","first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760"},{"last_name":"Peitz","first_name":"Christian","full_name":"Peitz, Christian","id":"2980"}],"date_updated":"2022-01-06T07:01:17Z","date_created":"2018-10-11T12:27:34Z","type":"conference","department":[{"_id":"206"}],"publication":"Book of Abstracts","citation":{"short":"S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.","chicago":"Forstinger, Sarah, Yuanhua Feng, and Christian Peitz. “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.” In <i>Book of Abstracts</i>, 17, 2018.","apa":"Forstinger, S., Feng, Y., &#38; Peitz, C. (2018). Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models. In <i>Book of Abstracts</i> (p. 17). Paderborn, Germany.","ieee":"S. Forstinger, Y. Feng, and C. Peitz, “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models,” in <i>Book of Abstracts</i>, Paderborn, Germany, 2018, p. 17.","ama":"Forstinger S, Feng Y, Peitz C. Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models. In: <i>Book of Abstracts</i>. ; 2018:17.","bibtex":"@inproceedings{Forstinger_Feng_Peitz_2018, title={Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models}, booktitle={Book of Abstracts}, author={Forstinger, Sarah and Feng, Yuanhua and Peitz, Christian}, year={2018}, pages={17} }","mla":"Forstinger, Sarah, et al. “Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models.” <i>Book of Abstracts</i>, 2018, p. 17."}},{"_id":"4672","language":[{"iso":"eng"}],"user_id":"10075","author":[{"first_name":"Sarah","last_name":"Forstinger","full_name":"Forstinger, Sarah","id":"10075"}],"year":"2018","status":"public","title":"Modelling and forecasting financial and economic time series using different semiparametric ACD models","publication_status":"published","date_updated":"2022-01-06T07:01:17Z","date_created":"2018-10-11T12:48:35Z","place":"Universität Paderborn","department":[{"_id":"206"}],"type":"dissertation","citation":{"mla":"Forstinger, Sarah. <i>Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models</i>. 2018.","bibtex":"@book{Forstinger_2018, place={Universität Paderborn}, title={Modelling and forecasting financial and economic time series using different semiparametric ACD models}, author={Forstinger, Sarah}, year={2018} }","ama":"Forstinger S. <i>Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models</i>. Universität Paderborn; 2018.","ieee":"S. Forstinger, <i>Modelling and forecasting financial and economic time series using different semiparametric ACD models</i>. Universität Paderborn, 2018.","apa":"Forstinger, S. (2018). <i>Modelling and forecasting financial and economic time series using different semiparametric ACD models</i>. Universität Paderborn.","chicago":"Forstinger, Sarah. <i>Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models</i>. Universität Paderborn, 2018.","short":"S. Forstinger, Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models, Universität Paderborn, 2018."},"supervisor":[{"full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua","id":"20760"}]},{"issue":"12","publication":"Journal of Statistical Computation and Simulation","type":"journal_article","department":[{"_id":"206"}],"date_created":"2018-10-10T09:29:40Z","publication_status":"published","date_updated":"2022-01-06T07:01:14Z","intvolume":"        86","year":"2015","title":"On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations","author":[{"full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua","id":"20760"},{"id":"10075","full_name":"Forstinger, Sarah","first_name":"Sarah","last_name":"Forstinger"},{"full_name":"Peitz, Christian","first_name":"Christian","last_name":"Peitz","id":"2980"}],"publication_identifier":{"issn":["0094-9655","1563-5163"]},"doi":"10.1080/00949655.2015.1107908","language":[{"iso":"eng"}],"citation":{"ieee":"Y. Feng, S. Forstinger, and C. Peitz, “On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations,” <i>Journal of Statistical Computation and Simulation</i>, vol. 86, no. 12, pp. 2291–2307, 2015.","apa":"Feng, Y., Forstinger, S., &#38; Peitz, C. (2015). On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations. <i>Journal of Statistical Computation and Simulation</i>, <i>86</i>(12), 2291–2307. <a href=\"https://doi.org/10.1080/00949655.2015.1107908\">https://doi.org/10.1080/00949655.2015.1107908</a>","short":"Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.","chicago":"Feng, Yuanhua, Sarah Forstinger, and Christian Peitz. “On the Iterative Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.” <i>Journal of Statistical Computation and Simulation</i> 86, no. 12 (2015): 2291–2307. <a href=\"https://doi.org/10.1080/00949655.2015.1107908\">https://doi.org/10.1080/00949655.2015.1107908</a>.","mla":"Feng, Yuanhua, et al. “On the Iterative Plug-in Algorithm for Estimating Diurnal Patterns of Financial Trade Durations.” <i>Journal of Statistical Computation and Simulation</i>, vol. 86, no. 12, Informa UK Limited, 2015, pp. 2291–307, doi:<a href=\"https://doi.org/10.1080/00949655.2015.1107908\">10.1080/00949655.2015.1107908</a>.","bibtex":"@article{Feng_Forstinger_Peitz_2015, title={On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations}, volume={86}, DOI={<a href=\"https://doi.org/10.1080/00949655.2015.1107908\">10.1080/00949655.2015.1107908</a>}, number={12}, journal={Journal of Statistical Computation and Simulation}, publisher={Informa UK Limited}, author={Feng, Yuanhua and Forstinger, Sarah and Peitz, Christian}, year={2015}, pages={2291–2307} }","ama":"Feng Y, Forstinger S, Peitz C. On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations. <i>Journal of Statistical Computation and Simulation</i>. 2015;86(12):2291-2307. doi:<a href=\"https://doi.org/10.1080/00949655.2015.1107908\">10.1080/00949655.2015.1107908</a>"},"status":"public","user_id":"10075","volume":86,"page":"2291-2307","_id":"4592","publisher":"Informa UK Limited"}]