Results 41 to 50 of about 229 (64)

Ordinal pattern dependence between hydrological time series [PDF]

, 2016
Ordinal patterns provide a method to measure correlation between time series. In contrast to classical correlation measures like the Pearson correlation coefficient they are able to measure not only linear correlation but also non-linear correlation ...
Fischer, Svenja, Schnurr, Alexander, Schumann, Andreas   +2 more
core  

Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise [PDF]

The basic model for high-frequency data in finance is considered, where an efficient price process is observed under microstructure noise. It is shown that this nonparametric model is in Le Cam's sense asymptotically equivalent to a Gaussian shift ...
Markus Reiß
core  

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

Seleção de leveduras para assimilação da xilose. [PDF]

, 2019
AGUSTINI, B. C., BONET, J., MALDOTTI, V., SILVA, G. A. da   +3 more
core  

Some of the next articles are maybe not open access.

Related searches:

When it Pays to Ignore: Focusing on Top News and their Sentiment

Journal of Behavioral Finance, 2021
Matthias W Uhl
exaly  

Inference for estimators of generalized long memory processes

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

The contagion effect of COVID-19 on stock markets

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

Bivariate Time Series Modeling of Financial Count Data

Communications in Statistics - Theory and Methods, 2006
A M M Shahiduzzaman Quoreshi
exaly  

Trend–Cycle Decompositions with Correlated Components

Econometric Reviews, 2006
Tommaso Proietti
exaly