Works matching IS 13697412 AND DT 2001 AND VI 63 AND IP 2

Results: 12

Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 167, doi. 10.1111/1467-9868.00282

By:

Barndorff-Nielsen, Ole E.;
Bamdorff-Nielsen, Ole E.;
Shephard, Neil

Publication type:

Article

Nonparametric maximum likelihood estimation for shifted curves.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 243, doi. 10.1111/1467-9868.00283

By:

Rønn, Birgitte B.

Publication type:

Article

Moment estimation for statistics from marked point processes.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 261, doi. 10.1111/1467-9868.00284

By:

Politis, Dimitris N.;
Sherman, Michael

Publication type:

Article

Robust estimation for finite populations based on a working model.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 277, doi. 10.1111/1467-9868.00285

By:

Kuk, Anthony Y. C.;
Welsh, A. H.

Publication type:

Article

A diagnostic for selecting the threshold in extreme value analysis.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 293, doi. 10.1111/1467-9868.00286

By:

Guillou, Armelle;
Hall, Peter

Publication type:

Article

Influence analysis based on the case sensitivity function.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 307, doi. 10.1111/1467-9868.00287

By:

Critchley, Frank;
Atkinson, Richard A.;
Lu, Guobing;
Lu, Goubing;
Biazi, Elenice

Publication type:

Article

Fast sampling of Gaussian Markov random fields.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 325, doi. 10.1111/1467-9868.00288

By:

Rue, Håvard

Publication type:

Article

Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 339, doi. 10.1111/1467-9868.00289

By:

Gu, Ming Gao;
Zhu, Hong-Tu

Publication type:

Article

Estimating the structural dimension of regressions via parametric inverse regression.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 393, doi. 10.1111/1467-9868.00292

By:

Bura, Efstathia;
Cook, R. Dennis

Publication type:

Article

Estimating the number of clusters in a data set via the gap statistic.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 411, doi. 10.1111/1467-9868.00293

By:

Tibshirani, Robert;
Walther, Guenther;
Hastie, Trevor

Publication type:

Article

Smoothing for discrete-valued time series.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 357, doi. 10.1111/1467-9868.00290

By:

Cai, Zongwu;
Yao, Qiwei;
Yao, Oiwei;
Zhang, Wenyang

Publication type:

Article

Inference in high dimensional generalized linear models based on soft thresholding.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 377, doi. 10.1111/1467-9868.00291

By:

Klinger, Artur

Publication type:

Article