Browsing by Author rp00741

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Showing results 1 to 17 of 17
TitleAuthor(s)Issue DateViews
 
A Time Series Model for Realized Volatility Matrices Based on the Matrix-F Distribution
Proceeding/Conference:International Conference on Econometrics and Statistics (EcoSta)
2017
3
2011
26
 
1983
168
 
1985
38
 
Financial data mining using flexible ICA-GARCH models
Book:Dynamic and advanced data mining for progressing technological development: innovations and systemic approaches
2010
118
 
2014
71
 
Interactive hidden Markov models and their applications
Journal:IMA Journal Management Mathematics
2007
 
2012
 
Modeling Zero-Inflated Continuous Data with Varying Dispersion
Proceeding/Conference:Joint Statistical Meetings (JSM)
2011
87
 
On a dynamic mixture GARCH model
Journal:Journal of Forecasting
2009
 
2008
 
On Mixture Memory Garch Models
Journal:Journal of Time Series Analysis
2013
58
 
On time series with randomized unit root and randomized seasonal unit root
Journal:Computational Statistics and Data Analysis
2003
69
 
1991
66
 
2014
65
 
Time series insurance risk models with dependence structures
Proceeding/Conference:International Conference on Actuarial and Financial Risks
2010
44
 
Zero-inflated Poisson regression mixture model
Journal:Computational Statistics & Data Analysis
2014
63