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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
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Application of statistical techniques in project monitoring and control
Gupta, Shalu
;
Bharti, Deepshikha
- In:
Strategic system assurance and business analytics
,
(pp. 85-97)
.
2020
Persistent link: https://www.econbiz.de/10012240765
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Estimation of correlation between latent processes
Kimura, Akitoshi
;
Yoshida, Nakahiro
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 131-146)
.
2016
Persistent link: https://www.econbiz.de/10011800345
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