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A quasi-locally most powerful test for correlation in the conditional variance of positive data
McCabe, Brendan Peter Martin; Martin, Gael M.; … - 2010
Persistent link: https://www.econbiz.de/10008661679
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Anomaly detection in streaming nonstationary temporal data
Talagala, Priyanga Dilini; Hyndman, Rob J.; … - 2018
Persistent link: https://www.econbiz.de/10012583311
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Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs; Monteros, Luis Antonio - In: Applied economics 49 (2017) 53, pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
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Robust measures of skewness and kurtosis for macroeconomic and financial time series
Bastianin, Andrea - In: Applied economics 52 (2020) 7, pp. 637-670
Persistent link: https://www.econbiz.de/10012197454
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Coherent probabilistic forecasts for hierarchical time series
Ben Taieb, Souhaib; Taylor, James W.; Hyndman, Rob J. - 2017
Persistent link: https://www.econbiz.de/10011781966
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Anticipating business-cycle turning points in real time using density forecasts from a VAR
Schreiber, Sven; Soldatenkova, Natalia - In: Journal of macroeconomics 47 (2016), pp. 166-187
Persistent link: https://www.econbiz.de/10011707598
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Long memory and efficiency of Bitcoin under heavy tails
Wu, Liang; Chen, Shujuan - In: Applied economics 52 (2020) 48, pp. 5298-5309
Persistent link: https://www.econbiz.de/10012307228
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Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun; Hwang, Sun Young; Kim, Jong-Min; Kim, Sahm - In: Applied economics 55 (2023) 3, pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
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Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.; Martin, Gael M.; Poskitt, Donald Stephen - 2014
Persistent link: https://www.econbiz.de/10011780803
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Testing indepedence for a large number of high-dimensional random vectors
Pan, Guangming; Gao, Jiti; Yang, Yanrong - 2013
Persistent link: https://www.econbiz.de/10009724611