Optimal statistical inference in financial engineering.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 1, p. 92, doi. 10.1111/j.1467-9892.2010.00661.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2011 AND VI 32 AND IP 1
Results: 6
1
2
Time series analysis based on running Mann-Whitney Z Statistics.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 1, p. 47, doi. 10.1111/j.1467-9892.2010.00683.x
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- Publication type:
- Article
3
Locally stationary harmonizable complex improper stochastic processes.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 1, p. 33, doi. 10.1111/j.1467-9892.2010.00682.x
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- Publication type:
- Article
4
Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 1, p. 1, doi. 10.1111/j.1467-9892.2010.00681.x
- By:
- Publication type:
- Article
5
A test for second-order stationarity of a time series based on the discrete Fourier transform.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 1, p. 68, doi. 10.1111/j.1467-9892.2010.00685.x
- By:
- Publication type:
- Article
6
A negative binomial integer-valued GARCH model.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 1, p. 54, doi. 10.1111/j.1467-9892.2010.00684.x
- By:
- Publication type:
- Article