UB Paderborn / Katalog / Suche / in CDI

1 – 25 von 480

Sortiert nach

A bootstrapped spectral test for adequacy in weak ARMA models

Journal of econometrics, 2015-07, Vol.187 (1), p.113-130

2015

Volltextzugriff (PDF)

Fuzzy hidden Markov-switching portfolio selection with capital gain tax

Expert systems with applications, 2020-07, Vol.149, p.113304, Article 113304

2020

Volltextzugriff (PDF)

A Portmanteau Test for Smooth Transition Autoregressive Models

Journal of time series analysis, 2020-09, Vol.41 (5), p.722-730

2020

Volltextzugriff (PDF)

Forecasting high-dimensional realized volatility matrices using a factor model

Quantitative finance, 2020-11, Vol.20 (11), p.1879-1887

2020

Volltextzugriff (PDF)

Time series models for realized covariance matrices based on the matrix-F distribution

Statistica Sinica, 2022

2022

Volltextzugriff (PDF)

Advances in Time Series Methods and Applications: The A. Ian Mcleod Festschrift

1, 2016

Volltextzugriff (PDF)

GPS trajectory data segmentation based on probabilistic logic

International journal of approximate reasoning, 2018-12, Vol.103, p.227-247

2018

Volltextzugriff (PDF)

Modeling Panel Time Series with Mixture Autoregressive Model

Journal of Data Science, 2021-07, Vol.4 (4), p.425-446

2021

Volltextzugriff (PDF)

Project-Based Learning via Competition for Data Science Students

Harvard data science review, 2021-02

2021

Volltextzugriff (PDF)

An experiment on autoregressive and threshold autoregressive models with non-gaussian error with application to realized volatility

Economies, 2019-06, Vol.7 (2), p.1-11

2019

Volltextzugriff (PDF)

TESTING FOR THRESHOLD MOVING AVERAGE WITH CONDITIONAL HETEROSCEDASTICITY

Statistica Sinica, 2008-04, Vol.18 (2), p.647-665

2008

Volltextzugriff (PDF)

Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity

Biometrika, 2008-06, Vol.95 (2), p.399-414

2008

Volltextzugriff (PDF)

On a mixture autoregressive model

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2000, Vol.62 (1), p.95-115

2000

Volltextzugriff (PDF)

Testing model adequacy for dynamic panel data with intercorrelation

Biometrika, 2002-08, Vol.89 (3), p.591-602

2002

Volltextzugriff (PDF)

Orthognathic Model Surgery With LEGO Key-Spacer

Journal of oral and maxillofacial surgery, 2013-12, Vol.71 (12), p.2154.e1-2154.e9

2013

Volltextzugriff (PDF)

UNIT ROOT TESTING ON BUFFERED AUTOREGRESSIVE MODEL

Statistica Sinica, 2020-04, Vol.30 (2), p.977-1003

2020

Volltextzugriff (PDF)

Hybrid quantile estimation for asymmetric power GARCH models

Journal of econometrics, 2022-03, Vol.227 (1), p.264-284

2022

Volltextzugriff (PDF)

A new hyperbolic GARCH model

Journal of econometrics, 2015-12, Vol.189 (2), p.428-436

2015

Volltextzugriff (PDF)

Testing a linear time series model against its threshold extension

Biometrika, 2011-03, Vol.98 (1), p.243-250

2011

Volltextzugriff (PDF)

THRESHOLD VARIABLE SELECTION USING NONPARAMETRIC METHODS

Statistica Sinica, 2007-01, Vol.17 (1), p.265-S57

2007

Volltextzugriff (PDF)

Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form

Statistica Sinica, 2023-04

2023

Volltextzugriff (PDF)

A New Pearson-Type QMLE for Conditionally Heteroscedastic Models

Journal of business & economic statistics, 2015-10, Vol.33 (4), p.552-565

2015

Volltextzugriff (PDF)

Variable screening for survival data in the presence of heterogeneous censoring

Scandinavian journal of statistics, 2020-12, Vol.47 (4), p.1171-1191

2020

Volltextzugriff (PDF)

TIME SERIES MODELS FOR REALIZED COVARIANCE MATRICES BASED ON THE MATRIX-F DISTRIBUTION

Statistica Sinica, 2022-04, Vol.32 (2), p.755-786

2022

Volltextzugriff (PDF)

Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach

Biometrika, 2005-09, Vol.92 (3), p.691-701

2005

Volltextzugriff (PDF)

1 – 25 von 480

Suche als RSS-Feed

Suchergebnisse filtern

Filter anzeigen

Nur zeigen

Geprüft (Peer-Review)
(418)
Mit Volltextzugriff
(460)

Publikationsform

1 weiteren anzeigen...

Weniger anzeigen...

Sprache

Englisch
(478)
Japanisch
(52)

Erscheinungsjahr

n.n

Thema

Science & Technology
(311)
Life Sciences & Biomedicine
(172)
Humans
(119)
Physical Sciences
(99)
Technology
(85)
Male
(78)
Female
(76)
Mathematics
(72)
Statistics & Probability
(60)
Adult
(50)
Middle Aged
(50)
Social Sciences
(48)
Computer Science
(45)
Engineering
(42)
Aged
(35)
Mathematics, Interdisciplinary Applications
(35)
Time Series
(33)
Biological And Medical Sciences
(32)
Mathematical Methods In Social Sciences
(32)
Social Sciences, Mathematical Methods
(32)

15 weitere anzeigen...

Weniger anzeigen...

Zeitschrift / Serie

5 weitere anzeigen...

Weniger anzeigen...

Neu hinzugefügt

... seit 90 Tagen
(18)
... seit 30 Tagen
(9)

Menü

Weitere Dienste

Einstellungen

A bootstrapped spectral test for adequacy in weak ARMA models

Fuzzy hidden Markov-switching portfolio selection with capital gain tax

A Portmanteau Test for Smooth Transition Autoregressive Models

Forecasting high-dimensional realized volatility matrices using a factor model

Time series models for realized covariance matrices based on the matrix-F distribution

Advances in Time Series Methods and Applications: The A. Ian Mcleod Festschrift

GPS trajectory data segmentation based on probabilistic logic

Modeling Panel Time Series with Mixture Autoregressive Model

Project-Based Learning via Competition for Data Science Students

An experiment on autoregressive and threshold autoregressive models with non-gaussian error with application to realized volatility

TESTING FOR THRESHOLD MOVING AVERAGE WITH CONDITIONAL HETEROSCEDASTICITY

Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity

On a mixture autoregressive model

Testing model adequacy for dynamic panel data with intercorrelation

Orthognathic Model Surgery With LEGO Key-Spacer

UNIT ROOT TESTING ON BUFFERED AUTOREGRESSIVE MODEL

Hybrid quantile estimation for asymmetric power GARCH models

A new hyperbolic GARCH model

Testing a linear time series model against its threshold extension

THRESHOLD VARIABLE SELECTION USING NONPARAMETRIC METHODS

Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form

A New Pearson-Type QMLE for Conditionally Heteroscedastic Models

Variable screening for survival data in the presence of heterogeneous censoring

TIME SERIES MODELS FOR REALIZED COVARIANCE MATRICES BASED ON THE MATRIX-F DISTRIBUTION

Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach

Suchergebnisse filtern