The following pages link to (Q4779802):
Displaying 50 items.
- Wavelet-M-estimation for time-varying coefficient time series models (Q2004153) (← links)
- Identifying and responding to outlier demand in revenue management (Q2030350) (← links)
- PID: a PDF-induced distance based on permutation cross-distribution entropy (Q2296210) (← links)
- Wavelet estimation in time-varying coefficient models (Q2332668) (← links)
- Statistical analysis of a class of factor time series models (Q2369521) (← links)
- Goodness-of-fit tests for vector autoregressive models in time series (Q2379236) (← links)
- Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591) (← links)
- On kernel smoothing for extremal quantile regression (Q2435253) (← links)
- A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
- A linearly distributed lag estimator with \(r\)-convex coefficients (Q2445739) (← links)
- Support vector machine as an efficient framework for stock market volatility forecasting (Q2468372) (← links)
- Fuzzy coefficient volatility (FCV) models with applications (Q2473222) (← links)
- Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
- Stochastic flows and finite block frames (Q2481891) (← links)
- Asymptotics of rank order statistics for ARCH residual empirical processes. (Q2574560) (← links)
- On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Testing for intercept-scale switch in linear autoregression (Q2856549) (← links)
- Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models (Q2911698) (← links)
- Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders (Q2957704) (← links)
- Mixture Gaussian Time Series Modeling of Long-Term Market Returns (Q3010446) (← links)
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
- Minimum alpha-divergence estimation for arch models (Q3440738) (← links)
- On a Mixture GARCH Time-Series Model (Q3440750) (← links)
- (Q3538354) (← links)
- Portmanteau tests for ARMA models with infinite variance (Q3552840) (← links)
- Double barrier option under regime-switching exponential mean-reverting process (Q3636733) (← links)
- (Q4431948) (← links)
- Statistical analysis of financial time series under the assumption of local stationarity (Q4610227) (← links)
- A maximum likelihood approach to volatility estimation for a Brownian motion using high, low and close price data (Q4647284) (← links)
- A Time-Series Analysis of Corporate Payout Policies (Q4676172) (← links)
- On diagnostics in conditionally heteroskedastic time series models under elliptical distributions (Q4822476) (← links)
- Multi‐variate <i>t</i> Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations (Q4828166) (← links)
- Impact of Plant Utilization on Irreversible Investment Under Uncertainty with Application to Refinery Investment (Q5021965) (← links)
- Bimodal Birnbaum–Saunders generalized autoregressive score model (Q5036368) (← links)
- (Q5077828) (← links)
- Time-varying autoregressive conditional duration model (Q5123583) (← links)
- Time-varying vector autoregressive models with stochastic volatility (Q5124768) (← links)
- Reconstructing nonlinear structure in regression residuals (Q5128582) (← links)
- Modelling Poisson marked point processes using bivariate mixture transition distributions (Q5218877) (← links)
- JOINT MODELING OF CORRELATED TIME DURATIONS AND THEIR MARKS USING A WEIBULL POISSON MARKED POINT PROCESS MIXTURE MODELS (Q5229414) (← links)
- Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans (Q5379164) (← links)
- A Note on Non‐Negative Arma Processes (Q5430503) (← links)
- Analysis of Financial Time Series (Q5706503) (← links)
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← links)
- (Q5852812) (← links)
- On sequential confidence interval in a stationary Gaussian process (Q5861996) (← links)
- A review of INMA integer-valued model class, application and further development (Q5865584) (← links)
- Time averaging, ageing and delay analysis of financial time series (Q6098635) (← links)
- Parameter estimation of an agent-based stock price model (Q6570572) (← links)
