[{"status":"public","title":"Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models","year":"2018","conference":{"end_date":"6.7.2018","location":"Paderborn, Germany","name":"European Conference on Data Analysis","start_date":"4.7.2018"},"author":[{"first_name":"Sarah","last_name":"Forstinger","full_name":"Forstinger, Sarah","id":"10075"},{"last_name":"Feng","first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760"},{"id":"2980","last_name":"Peitz","first_name":"Christian","full_name":"Peitz, Christian"}],"date_updated":"2022-01-06T07:01:17Z","page":"17","language":[{"iso":"eng"}],"_id":"4668","user_id":"10075","publication":"Book of Abstracts","citation":{"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.","short":"S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.","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.","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.","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} }","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.","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."},"date_created":"2018-10-11T12:27:34Z","type":"conference","department":[{"_id":"206"}]},{"type":"dissertation","department":[{"_id":"206"}],"date_created":"2018-10-11T12:48:35Z","place":"Universität Paderborn","citation":{"mla":"Forstinger, Sarah. <i>Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models</i>. 2018.","ama":"Forstinger S. <i>Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models</i>. Universität Paderborn; 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} }","apa":"Forstinger, S. (2018). <i>Modelling and forecasting financial and economic time series using different semiparametric ACD models</i>. Universität Paderborn.","ieee":"S. Forstinger, <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.","chicago":"Forstinger, Sarah. <i>Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models</i>. Universität Paderborn, 2018."},"supervisor":[{"id":"20760","last_name":"Feng","first_name":"Yuanhua","full_name":"Feng, Yuanhua"}],"user_id":"10075","language":[{"iso":"eng"}],"_id":"4672","publication_status":"published","date_updated":"2022-01-06T07:01:17Z","year":"2018","status":"public","title":"Modelling and forecasting financial and economic time series using different semiparametric ACD models","author":[{"first_name":"Sarah","last_name":"Forstinger","full_name":"Forstinger, Sarah","id":"10075"}]},{"_id":"4592","publisher":"Informa UK Limited","page":"2291-2307","volume":86,"user_id":"10075","status":"public","citation":{"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>.","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>","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.","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>","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} }","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>."},"language":[{"iso":"eng"}],"doi":"10.1080/00949655.2015.1107908","author":[{"full_name":"Feng, Yuanhua","first_name":"Yuanhua","last_name":"Feng","id":"20760"},{"full_name":"Forstinger, Sarah","last_name":"Forstinger","first_name":"Sarah","id":"10075"},{"full_name":"Peitz, Christian","last_name":"Peitz","first_name":"Christian","id":"2980"}],"publication_identifier":{"issn":["0094-9655","1563-5163"]},"year":"2015","title":"On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations","intvolume":"        86","date_updated":"2022-01-06T07:01:14Z","publication_status":"published","date_created":"2018-10-10T09:29:40Z","department":[{"_id":"206"}],"type":"journal_article","issue":"12","publication":"Journal of Statistical Computation and Simulation"}]