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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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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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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264
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A quasi maximum likelihood approach for large approximate dynamic factor models
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - 2006
Persistent link: https://www.econbiz.de/10003353030
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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
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Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen; Grose, Simone D.; Martin, Gael M. - 2012
Persistent link: https://www.econbiz.de/10009565411
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Independence test for high dimensional random vectors
Pan, G.; Gao, Jiti; Yang, Y.; Guo, M. - 2012
Persistent link: https://www.econbiz.de/10009565482