Brnns Kurt

Kurt Brnns

Information about the author Kurt Brnns will soon be added to the site.
Found 4 papers in total
Asymmetries in conditional mean and variance: modelling stock returns by asMAasQGARCH
Asymmetries in conditional mean and variance: modelling stock returns by asMAasQGARCH
2004
We propose a nonlinear time series model where both the conditional mean and the...
A new approach to modelling and forecasting monthly guest nights in hotels
A new approach to modelling and forecasting monthly guest nights in hotels
2002
Starting from a day-to-day model on hotel specific guest nights we obtain an...
Semiparametric estimation of heterogeneous count data models
Semiparametric estimation of heterogeneous count data models
1994
Unobserved heterogeneity in a stochastic model is usually represented by a mixing...
Prediction and control for a time-series count data model
Prediction and control for a time-series count data model
1995
Time series of count data are becoming more widely available. In a recently suggested...
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