Results 1 to 10 of about 26 (26)

Capturing asymmetry in COVID-19 counts using an improved skewness measure for time series data. [PDF]

MethodsX, 2023
Bapat SR.
europepmc   +1 more source

BERT's sentiment score for portfolio optimization: a fine-tuned view in Black and Litterman model. [PDF]

Neural Comput Appl, 2022
Colasanto F, Grilli L, Santoro D, Villani G.   +3 more
europepmc   +1 more source

Skew selection for factor stochastic volatility models. [PDF]

J Appl Stat, 2020
Nakajima J.
europepmc   +1 more source

Portmanteau test statistics for seasonal serial correlation in time series models. [PDF]

Springerplus, 2016
Mahdi E.
europepmc   +1 more source

Mitigating the choice of the duration in DDMS models through a parametric link. [PDF]

J Appl Stat
Mendes FHPES, Turatti DE, Pumi G.
europepmc   +1 more source

Cointegration in large VARs

Annals of Statistics, 2022
Vadim Gorin
exaly  

Optimal change point detection and localization in sparse dynamic networks

Annals of Statistics, 2021
Daren Wang
exaly  

Optimal asset allocation with multivariate Bayesian dynamic linear models

Annals of Applied Statistics, 2020
Davide Pettenuzzo
exaly  

Inference for estimators of generalized long memory processes

Communications in Statistics Part B: Simulation and Computation, 2023
Paul Beaumont, Aaron Smallwood
exaly