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Spectral analysis of the MIXMAX random number generators
L'Ecuyer, Pierre; Wambergue, Paul; Bourceret, Erwan - In: INFORMS journal on computing : JOC 32 (2020) 1, pp. 135-144
Persistent link: https://www.econbiz.de/10012182996
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The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr - 1972
Persistent link: https://www.econbiz.de/10001368376
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Assoziation in inhomogenen kategorialen Prozessen
Pleier, Thomas - 2016
Persistent link: https://www.econbiz.de/10011627250
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Spurious stochastics in a short time-series panel data
Granger, C. W. J.; Hyung, Namwon - In: Annales d'économie et de statistique (1999), pp. 299-315
Persistent link: https://www.econbiz.de/10001566512
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α-stable [Alpha-stable] random vectors with time varying spectral measure and applications to financial time series analysis
Hartz, Christoph - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716514
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Statistical analysis of financial data in S-Plus
Carmona, René - 2004
Persistent link: https://www.econbiz.de/10001794544
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Modeling financial time series with S-PLUS
Zivot, Eric; Wang, Jiahui - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10003055672
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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos; Velasco, Carlos - In: Journal of econometrics 159 (2010) 1, pp. 209-221
Persistent link: https://www.econbiz.de/10008839927
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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806845
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Specification Tests of Parametric Dynamic Conditional Quantiles
Escanciano, Juan Carlos; Velasco, Carlos - 2008
This article proposes omnibus specification tests of parametric dynamic quantile regression models. Contrary to the existing procedures, we allow for a flexible and general specification framework where a possibly continuum of quantiles are simultaneously specified. This is the case for many...
Persistent link: https://www.econbiz.de/10014215702