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Evaluating the calibration of multi-step-ahead density forecasts using raw moments

Knüppel, Malte - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 270-281

Persistent link: https://www.econbiz.de/10011390035

Multivariate time series model with hierarchical structure for over-dispersed discrete outcomes

Terui, Nobuhiko; Ban, Masataka - In: Journal of forecasting 33 (2014) 5, pp. 376-390

Persistent link: https://www.econbiz.de/10010425612

Estimation of health care demand and its implication on income effects of individuals

Kavand, Hossein; Voia, Marcel-Christian - In: Productivity and Inequality, (pp. 275-304). 2018

Persistent link: https://www.econbiz.de/10013357180

Zero-modified Poisson-Modification of Quasi Lindley distribution and its application

Tharshan, Ramajeyam; Wijekoon, Pushpakanthie - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 113-128

The Poisson-Modification of Quasi Lindley (PMQL) distribution is a newly introduced mixed Poisson distribution for over-dispersed count data. The aim of this article is to introduce the Zero-modified PMQL (ZMPMQL) distribution as an alternative to the PMQL distribution in order to accommodate...

Persistent link: https://www.econbiz.de/10014287906

On Gaussian Markov processes and Polya processes

Fendick, Kerry; Whitt, Ward - In: Operations research letters : a journal of INFORMS … 52 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015049109

Testing conditional asymmetry : a residual-based approach

Lambert, Philippe; Laurent, Sébastien; Veredas, David - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1229-1247

Persistent link: https://www.econbiz.de/10009655696

Models of mortality rates : analysing the residuals

O'Hare, Colin; Li, Youwei - In: Applied economics 49 (2017) 52, pp. 5309-5323

Persistent link: https://www.econbiz.de/10011845132

Risk control of mean-reversion time in statistical arbitrage

Yeo, Joongyeub; Papanicolaou, George - In: Risk and decision analysis 6 (2017) 4, pp. 263-290

Persistent link: https://www.econbiz.de/10011925104