Showing results 1 to 6 of 6
Title | Author(s) | Issue Date | Views | |
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A variable selection approach to multiple change-points detection with ordinal data Journal:Statistics and its Interface | 2020 | 12 | ||
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model Journal:Journal of Econometrics | 2021 | 19 | ||
Bayesian Hierarchical Model for Change Point Detection in Multivariate Sequences Journal:Technometrics | 2021 | 15 | ||
Non-standard inference for augmented double autoregressive models with null volatility coefficients Journal:Journal of Econometrics | 2020 | |||
Sparse logistic regression with Lp penalty for biomarker identification Journal:Statistical Applications in Genetics and Molecular Biology | 2007 | |||
Time series models for realized covariance matrices based on the matrix-F distribution Journal:Statistica Sinica | 2022 | 2 |