Narrow search
Showing 51 - 60 of 662,150
Cover Image
Stock price ranking by learning pairwise preferences
Tas, Engin; Atli, Ayca Hatice - In: Computational economics 63 (2024) 2, pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
Cover Image
A Robust Version of the KPSS Test Based on Ranks
Pelagatti, Matteo M. - 2013
This paper proposes a test of the null hypothesis of stationarity that is robust to the presence of fat-tailed errors. The test statistic is a modified version of the KPSS statistic, in which ranks substitute the original observations. The rank KPSS statistic has the same limiting distribution...
Persistent link: https://www.econbiz.de/10013095324
Cover Image
The multivariate invariance principle for globally nonstationary processes, with an application to I(2) models
Davidson, James E. H. - 1993
Persistent link: https://www.econbiz.de/10000856230
Cover Image
A multivariate measure of persistence
Breitung, Jörg - 1990
Persistent link: https://www.econbiz.de/10000800204
Cover Image
Interactive forecasting : univariate and multivariate methods
Makridakis, Spyros G.; Makridakis, Spyros G.; … - 1978 - 2. ed.
Persistent link: https://www.econbiz.de/10000089376
Cover Image
An alternative approach to univariate and multivariate time series analysis
Lütkepohl, Helmut - 1981
Persistent link: https://www.econbiz.de/10000068923
Cover Image
Studies in econometrics, time series, and multivariate statistics
Godman, Leo A. - 1983
Persistent link: https://www.econbiz.de/10000009754
Cover Image
Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung
Köck, Christian - 2008
Persistent link: https://www.econbiz.de/10003717606
Cover Image
Surveillance of univariate and multivariate linear time series
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003635783
Cover Image
Surveillance of univariate and multivariate nonlinear time series
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003635784