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