Results 31 to 40 of about 57 (51)

The Contagion Effect of COVID-19 on Stock Markets

Journal of Statistics and Management Systems, 2022
Kuan-Min Wang
exaly  

Cointegration in Large VARs

Annals of Statistics, 2022
Vadim Gorin
exaly  

An Alternative Measure of Positive Correlation for Bivariate Time Series

Communications in Statistics Part B: Simulation and Computation, 2022
Sudeep R. Bapat
exaly  

Wavelets and Estimation of Long Memory in Nonstationary Models: Does Anything Beat the Exact Local Whittle Estimator?

Communications in Statistics Part B: Simulation and Computation, 2017
Rabeh Khalfaoui
exaly  

Granger Causality Test in the Presence of Spillover Effects

Communications in Statistics Part B: Simulation and Computation, 2009
Kristofer Månsson, Ghazi Shukur
exaly  

An Improved Divergence Information Criterion for the Determination of the Order of an AR Process

Communications in Statistics Part B: Simulation and Computation, 2010
Alex Karagrigoriou
exaly  

Likelihood-Based Inference for Correlated Diffusions

Canadian Journal of Statistics, 2011
Petros Dellaportas
exaly  

Nonparametric Testing for Serial Independence Using the NRL Statistic

Communications in Statistics Part B: Simulation and Computation, 2017
Witold Orzeszko
exaly  

Break Detection in the Covariance Structure of Multivariate Time Series Models

Annals of Statistics, 2009
Lajos Horvath, Matthew Reimherr, Siegfried Hörmann   +2 more
exaly