Neto, David Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle. (English) Zbl 1524.62340 Math. Comput. Simul. 179, 253-264 (2021). MSC: 62J07 62R10 91B64 PDFBibTeX XMLCite \textit{D. Neto}, Math. Comput. Simul. 179, 253--264 (2021; Zbl 1524.62340) Full Text: DOI
Ferrer-Pérez, H.; Ayuda, M. I.; Aznar, A. A comparison of two modified stationarity tests. A Monte Carlo study. (English) Zbl 07313789 Math. Comput. Simul. 134, 28-36 (2017). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{H. Ferrer-Pérez} et al., Math. Comput. Simul. 134, 28--36 (2017; Zbl 07313789) Full Text: DOI Link
Kotb, M. S.; Raqab, M. Z. Inference and prediction for modified Weibull distribution based on doubly censored samples. (English) Zbl 07313756 Math. Comput. Simul. 132, 195-207 (2017). MSC: 62-XX 60-XX PDFBibTeX XMLCite \textit{M. S. Kotb} and \textit{M. Z. Raqab}, Math. Comput. Simul. 132, 195--207 (2017; Zbl 07313756) Full Text: DOI
Langemann, Dirk; Nesteruk, Igor; Prestin, Jürgen Comparison of mathematical models for the dynamics of the Chernivtsi children disease. (English) Zbl 1519.92270 Math. Comput. Simul. 123, 68-79 (2016). MSC: 92D30 PDFBibTeX XMLCite \textit{D. Langemann} et al., Math. Comput. Simul. 123, 68--79 (2016; Zbl 1519.92270) Full Text: DOI
de Pinho, Frank M.; Franco, Glaura C.; Silva, Ralph S. Modeling volatility using state space models with heavy tailed distributions. (English) Zbl 1527.91121 Math. Comput. Simul. 119, 108-127 (2016). MSC: 91B70 91B84 62J12 62M10 62P05 PDFBibTeX XMLCite \textit{F. M. de Pinho} et al., Math. Comput. Simul. 119, 108--127 (2016; Zbl 1527.91121) Full Text: DOI
Li, J. S. H.; Ng, A. C. Y.; Chan, W. S. Stochastic life table forecasting: a time-simultaneous fan chart application. (English) Zbl 1499.62385 Math. Comput. Simul. 93, 98-107 (2013). MSC: 62P05 PDFBibTeX XMLCite \textit{J. S. H. Li} et al., Math. Comput. Simul. 93, 98--107 (2013; Zbl 1499.62385) Full Text: DOI
Wong, C. S. On a constrained mixture vector autoregressive model. (English) Zbl 1499.62332 Math. Comput. Simul. 93, 19-28 (2013). MSC: 62M10 PDFBibTeX XMLCite \textit{C. S. Wong}, Math. Comput. Simul. 93, 19--28 (2013; Zbl 1499.62332) Full Text: DOI
Wong, C. S. Modeling Hong Kong’s stock index with the Student \(t\)-mixture autoregressive model. (English) Zbl 1214.91143 Math. Comput. Simul. 81, No. 7, 1334-1343 (2011). MSC: 91G70 62M10 62P05 PDFBibTeX XMLCite \textit{C. S. Wong}, Math. Comput. Simul. 81, No. 7, 1334--1343 (2011; Zbl 1214.91143) Full Text: DOI
Hsiao, Cheng; Wan, Shui Ki Comparison of forecasting methods with an application to predicting excess equity premium. (English) Zbl 1215.62097 Math. Comput. Simul. 81, No. 7, 1235-1246 (2011). MSC: 62M20 62C99 65C60 PDFBibTeX XMLCite \textit{C. Hsiao} and \textit{S. K. Wan}, Math. Comput. Simul. 81, No. 7, 1235--1246 (2011; Zbl 1215.62097) Full Text: DOI
McAleer, Michael; Wiphatthanananthakul, Chatayan A simple expected volatility (SEV) index: Application to SET50 index options. (English) Zbl 1194.91202 Math. Comput. Simul. 80, No. 10, 2079-2090 (2010). MSC: 91G70 62P05 PDFBibTeX XMLCite \textit{M. McAleer} and \textit{C. Wiphatthanananthakul}, Math. Comput. Simul. 80, No. 10, 2079--2090 (2010; Zbl 1194.91202) Full Text: DOI Link
Oxley, Les; Reale, Marco; Wilson, Granville Tunnicliffe Constructing structural VAR models with conditional independence graphs. (English) Zbl 1168.91489 Math. Comput. Simul. 79, No. 9, 2910-2916 (2009). MSC: 91B82 91B74 62F99 PDFBibTeX XMLCite \textit{L. Oxley} et al., Math. Comput. Simul. 79, No. 9, 2910--2916 (2009; Zbl 1168.91489) Full Text: DOI
Chan, W. S.; Wong, C. S.; Chung, A. H. L. Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes. (English) Zbl 1168.91468 Math. Comput. Simul. 79, No. 9, 2779-2786 (2009). MSC: 91B74 PDFBibTeX XMLCite \textit{W. S. Chan} et al., Math. Comput. Simul. 79, No. 9, 2779--2786 (2009; Zbl 1168.91468) Full Text: DOI
Fukuda, Kosei Distribution switching in financial time series. (English) Zbl 1155.91452 Math. Comput. Simul. 79, No. 5, 1711-1720 (2009). MSC: 91B84 PDFBibTeX XMLCite \textit{K. Fukuda}, Math. Comput. Simul. 79, No. 5, 1711--1720 (2009; Zbl 1155.91452) Full Text: DOI
Cappelli, Carmela; Penny, Richard N.; Rea, William S.; Reale, Marco Detecting multiple mean breaks at unknown points in official time series. (English) Zbl 1143.65009 Math. Comput. Simul. 78, No. 2-3, 351-356 (2008). MSC: 65C60 62M10 62P20 PDFBibTeX XMLCite \textit{C. Cappelli} et al., Math. Comput. Simul. 78, No. 2--3, 351--356 (2008; Zbl 1143.65009) Full Text: DOI
Fukuda, Kosei Joint detection of unit roots and cointegration: data-based simulation. (English) Zbl 1111.62077 Math. Comput. Simul. 75, No. 1-2, 28-36 (2007). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{K. Fukuda}, Math. Comput. Simul. 75, No. 1--2, 28--36 (2007; Zbl 1111.62077) Full Text: DOI
Fukuda, Kosei Monitoring unit root and multiple structural changes: An information criterion approach. (English) Zbl 1086.62097 Math. Comput. Simul. 71, No. 2, 121-130 (2006). MSC: 62M10 PDFBibTeX XMLCite \textit{K. Fukuda}, Math. Comput. Simul. 71, No. 2, 121--130 (2006; Zbl 1086.62097) Full Text: DOI