Pages that link to "Item:Q3060352"
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The following pages link to Statistics and Data Analysis for Financial Engineering (Q3060352):
Displaying 19 items.
- Memory properties of transformations of linear processes (Q523450) (← links)
- Testing variability orderings by using Gini's mean differences (Q670122) (← links)
- Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula (Q1662868) (← links)
- Identification of stochastic timed discrete event systems with st-IPN (Q1719235) (← links)
- R package for statistical inference in dynamical systems using kernel based gradient matching: KGode (Q1995873) (← links)
- Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117) (← links)
- Distributionally robust optimization with correlated data from vector autoregressive processes (Q2294321) (← links)
- A new variability order based on tail-heaviness (Q3462137) (← links)
- (Q4220574) (← links)
- Fitting Financial Returns Distributions: A Mixture Normality Approach (Q4561901) (← links)
- Stability and Fluctuations in a Simple Model of Phonetic Category Change (Q4686628) (← links)
- The generalized double Lomax distribution with applications (Q4965770) (← links)
- Functional prediction of intraday cumulative returns (Q4970962) (← links)
- Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains (Q4976271) (← links)
- A new test to detect monotonic and non-monotonic types of heteroscedasticity (Q5138537) (← links)
- Statistics and Data Analysis for Financial Engineering (Q5249571) (← links)
- Time series factor models (Q6562684) (← links)
- MCMC calibration of spot-prices models in electricity markets (Q6576819) (← links)
- Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters (Q6663322) (← links)
