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Model selection criteria for missing-data problems using the EM algorithm

Ibrahim, Joseph George; Zhu, Hongtu; Tang, Niansheng - In: Journal of the American Statistical Association : JASA 103 (2008) 484, pp. 1648-1658

Persistent link: https://www.econbiz.de/10003815326

The improvement of unemployment rate predictions accuracy

Bratu, Mihaela - In: Prague economic papers : a bimonthly journal of … 24 (2015) 3, pp. 274-286

Persistent link: https://www.econbiz.de/10011292878

Determining analogies based on the integration of multiple information sources

Lu, Emiao; Handl, Julia; Xu, Dong-ling - In: International journal of forecasting 34 (2018) 3, pp. 507-528

Persistent link: https://www.econbiz.de/10012031032

Portfolio decision using time series prediction and multi-objective optimization

Lu, Jia; Shazemeen, Noor Muhammad; Martinkute-Kauliene, … - In: Romanian journal of economic forecasting 23 (2020) 4, pp. 118-130

Persistent link: https://www.econbiz.de/10012425378

Apparent criticality and calibration issues in the Hawkes self-excited point process model : application to high-frequency financial data

Filimonov, Vladimir; Sornette, Didier - 2013

-frequency financial data and carefully analyze a set of effects that lead to significant biases in the estimation of the "criticality … continuously functioning at or close to criticality (n = 1) cannot be supported. In contrast, our previous results on E-mini S …

Persistent link: https://www.econbiz.de/10010257507

The endo-exo problem in high frequency financial price fluctuations and rejecting criticality

Wheatley, Spencer; Wehrli, Alexander; Sornette, Didier - 2018

The endo-exo problem lies at the heart of statistical identi fication in many fields of science, and is often plagued by spurious strong-and-long memory due to improper treatment of trends, shocks and shifts in the data. A class of models that has shown to be useful in discerning exogenous and...

Persistent link: https://www.econbiz.de/10011900335