Kundu, Pradip; Kundu, Amarjit; Hawlader, Biplab Stochastic comparisons of largest claim amounts from heterogeneous portfolios. (English) Zbl 1525.91160 Stat. Neerl. 77, No. 4, 497-515 (2023). MSC: 91G10 60E15 PDFBibTeX XMLCite \textit{P. Kundu} et al., Stat. Neerl. 77, No. 4, 497--515 (2023; Zbl 1525.91160) Full Text: DOI
Bellio, Ruggero; Soriani, Nicola Maximum likelihood estimation based on the Laplace approximation for \(p_2\) network regression models. (English) Zbl 07778448 Stat. Neerl. 75, No. 1, 24-41 (2021). MSC: 91D30 05C20 05C80 62P25 PDFBibTeX XMLCite \textit{R. Bellio} and \textit{N. Soriani}, Stat. Neerl. 75, No. 1, 24--41 (2021; Zbl 07778448) Full Text: DOI
Schweinberger, Michael Statistical inference for continuous-time Markov processes with block structure based on discrete-time network data. (English) Zbl 07778433 Stat. Neerl. 74, No. 3, 342-362 (2020). MSC: 91Dxx 62Fxx 62Mxx PDFBibTeX XMLCite \textit{M. Schweinberger}, Stat. Neerl. 74, No. 3, 342--362 (2020; Zbl 07778433) Full Text: DOI
Snijders, Tom A. B.; Faye, Malick; Brailly, Julien Network dynamics with a nested node set: sociability in seven villages in Senegal. (English) Zbl 07778431 Stat. Neerl. 74, No. 3, 300-323 (2020). MSC: 62Pxx 91Dxx 05Cxx PDFBibTeX XMLCite \textit{T. A. B. Snijders} et al., Stat. Neerl. 74, No. 3, 300--323 (2020; Zbl 07778431) Full Text: DOI OA License
Fritz, Cornelius; Lebacher, Michael; Kauermann, Göran Tempus volat, hora fugit: a survey of tie-oriented dynamic network models in discrete and continuous time. (English) Zbl 07778430 Stat. Neerl. 74, No. 3, 275-299 (2020). MSC: 05Cxx 91Dxx 62Pxx PDFBibTeX XMLCite \textit{C. Fritz} et al., Stat. Neerl. 74, No. 3, 275--299 (2020; Zbl 07778430) Full Text: DOI arXiv OA License
Barreto-Souza, Wagner; Silva, Rodrigo B. A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log-returns. (English) Zbl 07788775 Stat. Neerl. 73, No. 2, 211-233 (2019). MSC: 91Bxx 60Exx 62Hxx PDFBibTeX XMLCite \textit{W. Barreto-Souza} and \textit{R. B. Silva}, Stat. Neerl. 73, No. 2, 211--233 (2019; Zbl 07788775) Full Text: DOI
Gaunt, Robert E. A note on the distribution of the product of zero-mean correlated normal random variables. (English) Zbl 07788772 Stat. Neerl. 73, No. 2, 176-179 (2019). MSC: 62Exx 91Gxx 60Exx PDFBibTeX XMLCite \textit{R. E. Gaunt}, Stat. Neerl. 73, No. 2, 176--179 (2019; Zbl 07788772) Full Text: DOI arXiv
Sun, Ruili; Ma, Tiefeng; Liu, Shuangzhe Portfolio selection based on semivariance and distance correlation under minimum variance framework. (English) Zbl 07778401 Stat. Neerl. 73, No. 3, 373-394 (2019). MSC: 91Gxx 60Exx 62Hxx PDFBibTeX XMLCite \textit{R. Sun} et al., Stat. Neerl. 73, No. 3, 373--394 (2019; Zbl 07778401) Full Text: DOI
Bisio, Laura; Moauro, Filippo Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts. (English) Zbl 07788753 Stat. Neerl. 72, No. 4, 471-494 (2018). MSC: 91Bxx 62Mxx 62Pxx PDFBibTeX XMLCite \textit{L. Bisio} and \textit{F. Moauro}, Stat. Neerl. 72, No. 4, 471--494 (2018; Zbl 07788753) Full Text: DOI
Karlis, Dimitris; Papatla, Purushottam; Roy, Sudipt Finite mixtures of censored Poisson regression models. (English) Zbl 07776168 Stat. Neerl. 70, No. 2, 100-122 (2016). MSC: 62Jxx 62Mxx 91Bxx PDFBibTeX XMLCite \textit{D. Karlis} et al., Stat. Neerl. 70, No. 2, 100--122 (2016; Zbl 07776168) Full Text: DOI
Thorlie, Milton Abdul; Song, Lixin; Amin, Muhammad; Wang, Xiaoguang Modeling and forecasting of stock index volatility with APARCH models under ordered restriction. (English) Zbl 07775883 Stat. Neerl. 69, No. 3, 329-356 (2015). MSC: 62Pxx 62Mxx 91Bxx PDFBibTeX XMLCite \textit{M. A. Thorlie} et al., Stat. Neerl. 69, No. 3, 329--356 (2015; Zbl 07775883) Full Text: DOI
Kalwij, Adriaan Two tests for strict exogeneity in a correlated random effects panel data Tobit model. (English) Zbl 07775871 Stat. Neerl. 69, No. 2, 115-125 (2015). MSC: 62Pxx 62Mxx 91Bxx PDFBibTeX XMLCite \textit{A. Kalwij}, Stat. Neerl. 69, No. 2, 115--125 (2015; Zbl 07775871) Full Text: DOI
Balk, Bert M. Measuring and relating aggregate and subaggregate total factor productivity change without neoclassical assumptions. (English) Zbl 07775865 Stat. Neerl. 69, No. 1, 21-48 (2015). MSC: 91Bxx 62Pxx 91-XX PDFBibTeX XMLCite \textit{B. M. Balk}, Stat. Neerl. 69, No. 1, 21--48 (2015; Zbl 07775865) Full Text: DOI
Grünwald, Peter Entropy concentration and the empirical coding game. (English) Zbl 1144.94378 Stat. Neerl. 62, No. 3, 374-392 (2008). MSC: 94A17 91A80 PDFBibTeX XMLCite \textit{P. Grünwald}, Stat. Neerl. 62, No. 3, 374--392 (2008; Zbl 1144.94378) Full Text: DOI arXiv
Lok, Reinder B.; Morales, Dolores Romero; Vermeulen, Dries Note on the applicability of the VCG mechanism to capacitated assignment problems and extensions. (English) Zbl 1158.91354 Stat. Neerl. 61, No. 1, 156-171 (2007). MSC: 91B24 91A12 PDFBibTeX XMLCite \textit{R. B. Lok} et al., Stat. Neerl. 61, No. 1, 156--171 (2007; Zbl 1158.91354) Full Text: DOI
Kuijpers, Bart H. M.; Schotman, Peter C. Optimal prepayment of Dutch mortgages. (English) Zbl 1158.91383 Stat. Neerl. 61, No. 1, 137-155 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{B. H. M. Kuijpers} and \textit{P. C. Schotman}, Stat. Neerl. 61, No. 1, 137--155 (2007; Zbl 1158.91383) Full Text: DOI Link
Ooms, Marius; Doornik, Jurgen A. Econometric software development: past, present and future. (English) Zbl 1108.91004 Stat. Neerl. 60, No. 2, 206-224 (2006). MSC: 91-03 62-03 91-08 PDFBibTeX XMLCite \textit{M. Ooms} and \textit{J. A. Doornik}, Stat. Neerl. 60, No. 2, 206--224 (2006; Zbl 1108.91004) Full Text: DOI
McCullough, B. D.; Renfro, Charles G.; Stokes, Houston H. Re-examining 50-year-old OLS estimates of the Klein-Goldberger model. (English) Zbl 1115.62118 Stat. Neerl. 60, No. 2, 181-193 (2006). MSC: 62P20 91B82 65C60 PDFBibTeX XMLCite \textit{B. D. McCullough} et al., Stat. Neerl. 60, No. 2, 181--193 (2006; Zbl 1115.62118) Full Text: DOI
Malinvaud, E. Disequilibrium econometrics: 25 years later. (English) Zbl 1108.91003 Stat. Neerl. 60, No. 2, 171-180 (2006). MSC: 91-03 01A60 PDFBibTeX XMLCite \textit{E. Malinvaud}, Stat. Neerl. 60, No. 2, 171--180 (2006; Zbl 1108.91003) Full Text: DOI
Don, F. J. H.; Verbruggen, J. P. Models and methods for economic policy: 60 years of evolution at CPB. (English) Zbl 1108.01317 Stat. Neerl. 60, No. 2, 145-170 (2006). MSC: 01A74 91-03 01A60 PDFBibTeX XMLCite \textit{F. J. H. Don} and \textit{J. P. Verbruggen}, Stat. Neerl. 60, No. 2, 145--170 (2006; Zbl 1108.01317) Full Text: DOI Link
Groenen, Patrick J. F.; van der Ark, L. Andries Visions of 70 years of psychometrics: the past, present, and future. (English) Zbl 1108.91061 Stat. Neerl. 60, No. 2, 135-144 (2006). MSC: 91Fxx 91-03 62P15 62P25 PDFBibTeX XMLCite \textit{P. J. F. Groenen} and \textit{L. A. van der Ark}, Stat. Neerl. 60, No. 2, 135--144 (2006; Zbl 1108.91061) Full Text: DOI
Nicolau, João Processes with volatility-induced stationarity: An application for interest rates. (English) Zbl 1130.60072 Stat. Neerl. 59, No. 4, 376-396 (2005). MSC: 60H30 60H10 91G30 PDFBibTeX XMLCite \textit{J. Nicolau}, Stat. Neerl. 59, No. 4, 376--396 (2005; Zbl 1130.60072) Full Text: DOI
Balk, Bert M. Divisia price and quantity indices: 80 years after. (English) Zbl 1098.91039 Stat. Neerl. 59, No. 2, 119-158 (2005). MSC: 91B24 91B82 PDFBibTeX XMLCite \textit{B. M. Balk}, Stat. Neerl. 59, No. 2, 119--158 (2005; Zbl 1098.91039) Full Text: DOI
Boswijk, H. Peter; Doornik, Jurgen A. Identifying, estimating and testing restricted cointegrated systems: an overview. (English) Zbl 1061.62129 Stat. Neerl. 58, No. 4, 440-465 (2004). MSC: 62M10 62P05 62P20 91B84 PDFBibTeX XMLCite \textit{H. P. Boswijk} and \textit{J. A. Doornik}, Stat. Neerl. 58, No. 4, 440--465 (2004; Zbl 1061.62129) Full Text: DOI Link
van Duijn, Marijtje A. J.; Snijders, Tom A. B.; Zijlstra, Bonne J. H. \(p_2\): a random effects model with covariates for directed graphs. (English) Zbl 1050.62117 Stat. Neerl. 58, No. 2, 234-254 (2004). MSC: 62P25 91D30 05C90 62H12 PDFBibTeX XMLCite \textit{M. A. J. van Duijn} et al., Stat. Neerl. 58, No. 2, 234--254 (2004; Zbl 1050.62117) Full Text: DOI
Koopman, Siem Jan; Ooms, Marius Time series modelling of daily tax revenues. (English) Zbl 1090.62568 Stat. Neerl. 57, No. 4, 439-469 (2003). MSC: 62P05 62M10 91B84 PDFBibTeX XMLCite \textit{S. J. Koopman} and \textit{M. Ooms}, Stat. Neerl. 57, No. 4, 439--469 (2003; Zbl 1090.62568) Full Text: DOI Link
Goovaerts, M. J.; Kaas, R. Some problems in actuarial finance involving sums of dependent risks. (English) Zbl 1076.62558 Stat. Neerl. 56, No. 3, 253-269 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{R. Kaas}, Stat. Neerl. 56, No. 3, 253--269 (2002; Zbl 1076.62558) Full Text: DOI
De Jong, F.; Drost, F. C.; Werker, B. J. M. A jump-diffusion model for exchange rates in a target zone. (English) Zbl 1075.91533 Stat. Neerl. 55, No. 3, 270-300 (2001). MSC: 91B24 60H10 60J65 90C90 PDFBibTeX XMLCite \textit{F. De Jong} et al., Stat. Neerl. 55, No. 3, 270--300 (2001; Zbl 1075.91533) Full Text: DOI Link
Kloek, Teun Obituary: Henri Theil, 1924–2000. (English) Zbl 1075.01518 Stat. Neerl. 55, No. 3, 263-269 (2001). MSC: 01A70 62-03 91B82 PDFBibTeX XMLCite \textit{T. Kloek}, Stat. Neerl. 55, No. 3, 263--269 (2001; Zbl 1075.01518) Full Text: DOI
Swanson, N. R. Finite sample properties of a simple LM test for neglected nonlinearity in error-correcting regression equations. (English) Zbl 0921.62140 Stat. Neerl. 53, No. 1, 76-95 (1999). MSC: 62P20 62M10 91B62 91B84 PDFBibTeX XMLCite \textit{N. R. Swanson}, Stat. Neerl. 53, No. 1, 76--95 (1999; Zbl 0921.62140) Full Text: DOI
Hafner, C. M.; Herwartz, H. Structural analysis of portfolio risk using beta impulse response functions. (English) Zbl 0942.91047 Stat. Neerl. 52, No. 3, 336-355 (1998). MSC: 91B28 91B84 PDFBibTeX XMLCite \textit{C. M. Hafner} and \textit{H. Herwartz}, Stat. Neerl. 52, No. 3, 336--355 (1998; Zbl 0942.91047) Full Text: DOI
Caserta, S.; Daníelsson, J.; de Vries, C. G. Abnormal returns, risk, and options in large data sets. (English) Zbl 0924.62108 Stat. Neerl. 52, No. 3, 324-335 (1998). MSC: 62P05 91B28 PDFBibTeX XMLCite \textit{S. Caserta} et al., Stat. Neerl. 52, No. 3, 324--335 (1998; Zbl 0924.62108) Full Text: DOI Link
Andersen, T. G.; Bollerslev, T. Towards a unified framework for high and low frequency return volatility modeling. (English) Zbl 0951.91018 Stat. Neerl. 52, No. 3, 273-302 (1998). MSC: 91G70 PDFBibTeX XMLCite \textit{T. G. Andersen} and \textit{T. Bollerslev}, Stat. Neerl. 52, No. 3, 273--302 (1998; Zbl 0951.91018) Full Text: DOI
Franses, P. H. (ed.) Special issue on Large data sets in finance and marketing. (English) Zbl 0929.00015 Stat. Neerl. 52, No. 3, 255-383 (1998). MSC: 00B15 62-06 91-06 PDFBibTeX XMLCite \textit{P. H. Franses} (ed.), Stat. Neerl. 52, No. 3, 255--383 (1998; Zbl 0929.00015) Full Text: DOI
van der Genugten, B. B. Blackjack in Holland’s casinos: Basic, optimal and winning strategies. (English) Zbl 0888.90180 Stat. Neerl. 51, No. 3, 318-344 (1997). MSC: 91A60 60C05 PDFBibTeX XMLCite \textit{B. B. van der Genugten}, Stat. Neerl. 51, No. 3, 318--344 (1997; Zbl 0888.90180) Full Text: DOI
Heesterbeek, J. A. P.; Dietz, K. The concept of \(R_ 0\) in epidemic theory. (English) Zbl 0854.92018 Stat. Neerl. 50, No. 1, 89-110 (1996). MSC: 92D30 91D20 62P10 PDFBibTeX XMLCite \textit{J. A. P. Heesterbeek} and \textit{K. Dietz}, Stat. Neerl. 50, No. 1, 89--110 (1996; Zbl 0854.92018) Full Text: DOI
Donders, M. W. M.; Vorst, A. C. F. Options and earnings announcements: An empirical study for the European options exchange. (English) Zbl 0875.90030 Stat. Neerl. 50, No. 1, 52-68 (1996). MSC: 91B28 PDFBibTeX XMLCite \textit{M. W. M. Donders} and \textit{A. C. F. Vorst}, Stat. Neerl. 50, No. 1, 52--68 (1996; Zbl 0875.90030) Full Text: DOI
van den Berg, G. J.; Lindeboom, M. Durations in panel data subject to attrition: A note on estimation in the case of a stock sample. (English) Zbl 0840.62099 Stat. Neerl. 49, No. 3, 282-293 (1995). MSC: 62P20 91B40 PDFBibTeX XMLCite \textit{G. J. van den Berg} and \textit{M. Lindeboom}, Stat. Neerl. 49, No. 3, 282--293 (1995; Zbl 0840.62099) Full Text: DOI
Willenborg, L. C. R. J. Testing the logical structure of questionnaires. (English) Zbl 0831.62103 Stat. Neerl. 49, No. 1, 95-109 (1995). MSC: 62P99 62D05 91C99 94A50 PDFBibTeX XMLCite \textit{L. C. R. J. Willenborg}, Stat. Neerl. 49, No. 1, 95--109 (1995; Zbl 0831.62103) Full Text: DOI
Berg, S.; Lepelley, D. On probability models in voting theory. (English) Zbl 0829.60007 Stat. Neerl. 48, No. 2, 133-146 (1994). MSC: 60C05 91B14 PDFBibTeX XMLCite \textit{S. Berg} and \textit{D. Lepelley}, Stat. Neerl. 48, No. 2, 133--146 (1994; Zbl 0829.60007) Full Text: DOI
Embrechts, P.; Grübel, R.; Pitts, S. M. Some applications of the fast Fourier transform algorithm in insurance mathematics. (English) Zbl 0764.62089 Stat. Neerl. 47, No. 1, 59-75 (1993). MSC: 62P05 65T50 65C99 91B30 PDFBibTeX XMLCite \textit{P. Embrechts} et al., Stat. Neerl. 47, No. 1, 59--75 (1993; Zbl 0764.62089) Full Text: DOI
Nowicki, K. Asymptotic distributions in random graphs with applications to social networks. (English) Zbl 0764.92025 Stat. Neerl. 45, No. 3, 295-325 (1991). MSC: 91D30 05C80 05C90 PDFBibTeX XMLCite \textit{K. Nowicki}, Stat. Neerl. 45, No. 3, 295--325 (1991; Zbl 0764.92025) Full Text: DOI
Kriens, J.; van Lieshout, J. Th. Notes on the Markowitz portfolio selection method. (English) Zbl 0729.90004 Stat. Neerl. 42, No. 3, 181-191 (1988). MSC: 91G10 90-08 90C31 90C90 62P20 PDFBibTeX XMLCite \textit{J. Kriens} and \textit{J. Th. van Lieshout}, Stat. Neerl. 42, No. 3, 181--191 (1988; Zbl 0729.90004) Full Text: DOI Link
Scarsini, M. On a simple sequential decision problem. (English) Zbl 0659.62087 Stat. Neerl. 42, No. 1, 29-35 (1988). MSC: 62L05 62L99 90C40 91A15 62C10 PDFBibTeX XMLCite \textit{M. Scarsini}, Stat. Neerl. 42, No. 1, 29--35 (1988; Zbl 0659.62087) Full Text: DOI
Tigelaar, H. H. The informative sample size for dynamic multiple equation systems with moving average errors. (English) Zbl 0546.62079 Stat. Neerl. 37, 169-179 (1983). MSC: 62P20 62M10 62M15 91B84 PDFBibTeX XMLCite \textit{H. H. Tigelaar}, Stat. Neerl. 37, 169--179 (1983; Zbl 0546.62079) Full Text: DOI Link
Verbon, H. A. A. Maximum likelihood estimation of a labour demand system. An application of a model of seemingly unrelated regression equations with the regression errors composed of two components. (English) Zbl 0426.62083 Stat. Neerl. 34, 33-48 (1980). MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{H. A. A. Verbon}, Stat. Neerl. 34, 33--48 (1980; Zbl 0426.62083) Full Text: DOI
te Riele, Herman J. J. The proportional representation problem in the Second Chamber: an approach via minimal distances. (English) Zbl 0404.92018 Stat. Neerl. 32, 163-179 (1978). MSC: 91D99 PDFBibTeX XMLCite \textit{H. J. J. te Riele}, Stat. Neerl. 32, 163--179 (1978; Zbl 0404.92018) Full Text: DOI
Ketellapper, R. H.; Bos, B.; Kooyman, M. A.; Voorhoeve, W. A simultaneous econometric model for the Dutch economy. (English) Zbl 0365.90046 Stat. Neerl. 31, 141-159 (1977). MSC: 91B84 62P20 PDFBibTeX XMLCite \textit{R. H. Ketellapper} et al., Stat. Neerl. 31, 141--159 (1977; Zbl 0365.90046) Full Text: DOI
van der Wal, J.; Wessels, J. On Markov games. (English) Zbl 0333.90057 Stat. Neerl. 30, 51-71 (1976). MSC: 91A15 90C99 49L99 90C40 PDFBibTeX XMLCite \textit{J. van der Wal} and \textit{J. Wessels}, Stat. Neerl. 30, 51--71 (1976; Zbl 0333.90057) Full Text: DOI
van de Panne, C. Some models of truck allocation for household refuse collection. (English) Zbl 0291.90003 Stat. Neerl. 29, 9-21 (1975). MSC: 91B06 90C05 PDFBibTeX XMLCite \textit{C. van de Panne}, Stat. Neerl. 29, 9--21 (1975; Zbl 0291.90003) Full Text: DOI
Hempenius, A. L. A note on the relationship between the feasible regions of several types of chance constraints. (English) Zbl 0302.90042 Stat. Neerl. 27, 185-186 (1973). MSC: 90C15 91B60 91B84 PDFBibTeX XMLCite \textit{A. L. Hempenius}, Stat. Neerl. 27, 185--186 (1973; Zbl 0302.90042) Full Text: DOI
van Praag, B. M. S.; van Doeland, F. Optimal packing systems. (English) Zbl 0252.90004 Stat. Neerl. 27, 21-28 (1973). MSC: 91B06 49L99 PDFBibTeX XMLCite \textit{B. M. S. van Praag} and \textit{F. van Doeland}, Stat. Neerl. 27, 21--28 (1973; Zbl 0252.90004) Full Text: DOI