Results 31 to 40 of about 46 (45)

Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets

Communications in Statistics Part B: Simulation and Computation, 2011
Chin Wen Cheong
exaly  

Testing for stationarity of functional time series in the frequency domain

Annals of Statistics, 2020
Alexander Aue, Anne van Delft
exaly  

Granger Causality Test in the Presence of Spillover Effects

Communications in Statistics Part B: Simulation and Computation, 2009
Kristofer Mansson
exaly  

Change-point detection in high-dimensional covariance structure

Electronic Journal of Statistics, 2018
Valeriy Avanesov
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  

Confidence Intervals for the Hyperparameters in Structural Models

Communications in Statistics Part B: Simulation and Computation, 2008
Frederico R B Cruz
exaly  

Nonparametric testing for serial independence using the NRL statistic

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

Spurious Instrumental Variables

Communications in Statistics - Theory and Methods, 2010
Daniel Ventosa-Santaulària
exaly  

A Simple Heteroscedasticity Removing Filter

Communications in Statistics - Theory and Methods, 2012
Par Stockhammar
exaly