Showing results 1 to 20 of 70
next >
| Title | Author(s) | Issue Date | |
|---|---|---|---|
| 2011 | |||
A new fractional IGARCH model Proceeding/Conference:Workshop on Recent Advances in Nonlinear Time Series Analysis | 2011 | ||
A new hyperbolic GARCH model Journal:Journal of Econometrics | 2015 | ||
A New Long Memory Volatility Model Proceeding/Conference:Joint Statistical Meetings, Vancouver, JSM 2010 | 2010 | ||
A Note On Distributed Quantile Regression By Pilot Sampling And One-step Updating Journal:Journal of Business & Economic Statistics | 2022 | ||
A quantile function approach to the distribution of financial returns following TGARCH models Journal:Statistical Modelling | 2021 | ||
| 2018 | |||
An Asymptotic Analysis of Random Partition Based Minibatch Momentum Methods for Linear Regression Models Journal:Journal of Computational and Graphical Statistics | 1-Jan-2023 | ||
Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation Journal:Journal of Time Series Analysis | 2020 | ||
| 2012 | |||
| 2014 | |||
| 2015 | |||
Climate change fostered cultural dynamics of human resilience in Europe in the past 2500 years Journal:Science of the Total Environment | 2020 | ||
Comment Journal:Journal of Business & Economic Statistics | 2014 | ||
Compact Autoregressive Network Proceeding/Conference:Proceedings of the AAAI Conference on Artificial Intelligence | 2020 | ||
Conditional quantile estimation for hysteretic autoregressive models Journal:Statistica Sinica | 2020 | ||
Cross-Layer Retrospective Retrieving via Layer Attention Proceeding/Conference:International Conference on Learning Representations (ICLR 2023) (01/05/2023-05/05/2023, Kigali, Rwanda) | 1-May-2023 | ||
| 2005 | |||
Diagnostic Checking for Weibull Autoregressive Conditional Duration Models Book:Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift | 2016 | ||
Do RNN and LSTM have Long Memory? Proceeding/Conference:Proceedings of the 37th International Conference on Machine Learning, PMLR | 2021 |