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A consistent and robust test for autocorrelated jump occurrences

Kwok, Simon Sai Man - In: Journal of financial econometrics 22 (2024) 1, pp. 157-186

Persistent link: https://www.econbiz.de/10014526309

Negativauslese und Tarifdifferenzierung im Versicherungssektor : ökonomische Modelle und ökonometrische Analysemethoden

Bach, Christine - 1999

Persistent link: https://www.econbiz.de/10000168321

Misspecification analysis : proceedings

Dykstra, Theo K. (ed.); Dijkstra, Theo K. (ed.) - 1984

Persistent link: https://www.econbiz.de/10000042394

A note on a multivariate version of Rolle's theorem and uniqueness of maximum likelihood roots

Rai, Kamta; VanRyzin, John - 1980

Persistent link: https://www.econbiz.de/10000010594

On estimation in conditional heteroskedastic time series models under non-normal distributions

Liu, Shuangzhe; Heyde, Chris C. - In: Statistical papers 49 (2008) 3, pp. 455-469

Persistent link: https://www.econbiz.de/10003715360

Independent component analysis via copula techniques

Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang; Huang, … - 2008

Independent component analysis (ICA) is a modern factor analysis tool developed in the last two decades. Given p-dimensional data, we search for that linear combination of data which creates (almost) independent components. Here copulae are used to model the p-dimensional data and then...