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A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000902084
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Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank; Franses, Philip Hans - 1995
Persistent link: https://www.econbiz.de/10000915606
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Prophet compared to gambler : additive inequalities for transforms of sequences of random variables
Boshuizen, Frans A. - 1995
Persistent link: https://www.econbiz.de/10000910494
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Constructive identification of the mixed proportional hazards model
Kortram, Ronald A. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000912257
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On uniformization for dynamic nonnegative systems
Dijk, Nicolaas M. van; Rieder, Ulrich; Sladký, Karel - 1995
Persistent link: https://www.econbiz.de/10000915472
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Almost sure convergence in extreme value theory
Cheng, Shihong; Peng, Liang; Qi, Yongcheng - 1995
Persistent link: https://www.econbiz.de/10000910423
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Comparison of tail index estimators
Haan, Laurens de; Lian, Peng - 1995
Persistent link: https://www.econbiz.de/10000910491
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Multivariate stochastic volatility
Daníelsson, Jón - 1995
Persistent link: https://www.econbiz.de/10000913125
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Restrictions on the credibility matrix in the regression credibility model
Dannenburg, Dennis Ramon - 1995
Persistent link: https://www.econbiz.de/10000913278
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An autoregressive credibility IBNR model
Dannenburg, Dennis Ramon - 1995
Persistent link: https://www.econbiz.de/10000915602