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Gaussianity and nonlinearity of foreign exchange rates and macroeconomic time series
Terui, Nobuhiko; Kariya, Takeaki - 1997
Persistent link: https://www.econbiz.de/10000952482
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Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón (contributor) - 1997
Persistent link: https://www.econbiz.de/10000953451
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On Markov chains and filtrations
Spreij, Peter - 1997
Persistent link: https://www.econbiz.de/10000956205
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Estimating the index of a stable distribution
Haan, Laurens de; Pereira, T. Themido - 1997
Persistent link: https://www.econbiz.de/10000959255
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Two properties of predicted probabilities in discrete regression models
Cramer, Jan S. - 1997
Persistent link: https://www.econbiz.de/10000960568
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A bivariate poisson count data model using conditional probabilities
Berkhout, Peter; Plug, Erik J. S. - 1996
Persistent link: https://www.econbiz.de/10000934344
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Calculating the loss probability in a BMAP G 1 N+1 queue
Gouweleeuw, Frank N. - 1995
Persistent link: https://www.econbiz.de/10000924245
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On the relationship between assumed density filters and projection filters
Brigo, Damiano; Hanzon, Bernard; Gland, François le - 1996
Persistent link: https://www.econbiz.de/10000927898
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New developments on the Gaussian Projection Filter with small observation noise
Brigo, Damiano - 1996
Persistent link: https://www.econbiz.de/10000929725
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Tail index and quantile estimation with very high frequency data
Daníelsson, Jón; Vries, Casper G. de - 1996
Persistent link: https://www.econbiz.de/10000937915