Narrow search
Showing 1 - 10 of 216
Cover Image
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2014 - Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Cover Image
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
Cover Image
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo; Gao, Jiti; Pan, Guangming; Yang, Yanrong - 2023
Persistent link: https://www.econbiz.de/10014452611
Cover Image
Calendar-based graphics for visualizing people's daily schedules
Wang, Earo; Cook, Dianne; Hyndman, Rob J. - 2019
Persistent link: https://www.econbiz.de/10012592794
Cover Image
Fractional cointegration : Bayesian inferences using a Jeffreys prior
Martin, Gael M. - 1997
Persistent link: https://www.econbiz.de/10000978697
Cover Image
High dimensional correlation matrices : CLT and its applications
Gao, Jiti; Han, Xiao; Pan, Guangming; Yang, Yanrong - 2014
Persistent link: https://www.econbiz.de/10011781035
Cover Image
Estimation of asymmetric box-cox stochastic volatility models using MCMC simulation
Zhang, Xibin; King, Maxwell L. - 2003
Persistent link: https://www.econbiz.de/10001854359
Cover Image
A stochastic frontier model for discrete ordinal outcomes : a health production function
Griffiths, William E.; Zhang, Xiaohui; Zhao, Xueyan - 2010
Persistent link: https://www.econbiz.de/10008661677
Cover Image
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Zhang, Xibin; King, Maxwell L.; Shang, Han Lin - 2013
Persistent link: https://www.econbiz.de/10010189540
Cover Image
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010245446