×

zbMATH — the first resource for mathematics

Found 2,212 Documents (Results 1–100)

Hits per Page
100
Display Format
MathJax
Result Sorting
Newest 1st
Chen, Peimin; Wu, Chunchi; Zhang, Ying
DCC-GARCH model for market and firm-level dynamic correlation in S&P 500. (English) Zbl 1451.91183
Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4421-4440 (2021).
MSC:  91G15 91G45 62P05 62M10
PDF BibTeX XML Cite
\textit{P. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4421--4440 (2021; Zbl 1451.91183)
Full Text: DOI
Güney, Yeşim; Jurečková, Jana; Arslan, Olcay
Averaged autoregression quantiles in autoregressive model. (English) Zbl 07287460
Maciak, Matúš (ed.) et al., Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16–19, 2019. Cham: Springer (ISBN 978-3-030-48813-0/hbk; 978-3-030-48814-7/ebook). Springer Proceedings in Mathematics & Statistics 329, 1-15 (2020).
MSC:  62H15 62G07 62G08 62M10 62M45
PDF BibTeX XML Cite
\textit{Y. Güney} et al., in: Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16--19, 2019. Cham: Springer. 1--15 (2020; Zbl 07287460)
Full Text: DOI
Lee, Keunbaik; Cho, Hyunsoon; Kwak, Min-Sun; Jang, Eun Jin
Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions. (Estimation of covariance matrix of multivariate longitudinal data using modified Choleksky and hypersphere decompositions.) (English) Zbl 1451.62126
Biometrics 76, No. 1, 75-86 (2020).
MSC:  62P10 62J05 62H11 62H12 62M10 92C60
PDF BibTeX XML Cite
\textit{K. Lee} et al., Biometrics 76, No. 1, 75--86 (2020; Zbl 1451.62126)
Full Text: DOI
Frühauf, Christine; Hartmann, S.; Seifert, B.; Uhl, C.
Determinism testing of low-dimensional signals embedded in high-dimensional multivariate time series. (English) Zbl 1446.62242
Stavrinides, Stavros G. (ed.) et al., Chaos and complex systems. Proceedings of the 5th international interdisciplinary chaos symposium on chaos and complex systems, CCS 2019, Antalya, Turkey, May 9–12, 2019. Cham: Springer. Springer Proc. Complex., 3-14 (2020).
MSC:  62M10 62H15 60G35 62P10
PDF BibTeX XML Cite
\textit{C. Frühauf} et al., in: Chaos and complex systems. Proceedings of the 5th international interdisciplinary chaos symposium on chaos and complex systems, CCS 2019, Antalya, Turkey, May 9--12, 2019. Cham: Springer. 3--14 (2020; Zbl 1446.62242)
Full Text: DOI
Sun, Li-Hsien; Huang, Xin-Wei; Alqawba, Mohammed S.; Kim, Jong-Min; Emura,Takeshi
Copula-based Markov models for time series. Parametric inference and process control. (English) Zbl 1435.62020
SpringerBriefs in Statistics; JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-15-4997-7/pbk; 978-981-15-4998-4/ebook). xvi, 131 p. (2020).
MSC:  62-02 62H05 62M10 62F15 62P20 93C95
PDF BibTeX XML Cite
\textit{L.-H. Sun} et al., Copula-based Markov models for time series. Parametric inference and process control. Singapore: Springer (2020; Zbl 1435.62020)
Full Text: DOI
Makrides, Andreas (ed.); Karagrigoriou, Alex (ed.); Skiadas, Christos H. (ed.)
Data analysis and applications 4. Financial data analysis and methods. (English) Zbl 1452.62023
Big Data, Artificial Intelligence and Data Analysis Set 6. London: ISTE; Hoboken, NJ: John Wiley & Sons (ISBN 978-1-78630-624-1/hbk; 978-1-119-72161-1/ebook). xv, 282 p. (2020).
MSC:  62-06 62P05 91-06 91G40 62H10 62M10 91D20 92C50 00B15
PDF BibTeX XML Cite
\textit{A. Makrides} (ed.) et al., Data analysis and applications 4. Financial data analysis and methods. London: ISTE; Hoboken, NJ: John Wiley \& Sons (2020; Zbl 1452.62023)
Full Text: DOI
Lagona, Francesco
A copula-based hidden Markov model for toroidal time series. (English) Zbl 1434.62190
Petrucci, Alessandra (ed.) et al., New statistical developments in data science – SIS 2017. Extended versions of papers based on the conference on statistics and data science: new challenges, new generations, Florence, Italy, June 28–30, 2017. Cham: Springer. Springer Proc. Math. Stat. 288, 435-446 (2019).
MSC:  62M10 62H05 62P12 62M05
PDF BibTeX XML Cite
\textit{F. Lagona}, Springer Proc. Math. Stat. 288, 435--446 (2019; Zbl 1434.62190)
Full Text: DOI
Bauer, Dietmar
Using subspace methods to model long-memory processes. (English) Zbl 1434.62181
Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis. Selected contributions from the international conference on time series and forecasting, ITISE 2018, Granada, Spain, September 19–21, 2018. Cham: Springer. Contrib. Stat., 171-185 (2019).
MSC:  62M10 62H12 60G22 62G35
PDF BibTeX XML Cite
\textit{D. Bauer}, in: Theory and applications of time series analysis. Selected contributions from the international conference on time series and forecasting, ITISE 2018, Granada, Spain, September 19--21, 2018. Cham: Springer. 171--185 (2019; Zbl 1434.62181)
Full Text: DOI
Silva, Maria Eduarda; Silva, Isabel; Torres, Cristina
Modelling overdispersion with integer-valued moving average processes. (English) Zbl 1434.62197
Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 14th workshop, Dresden, Germany, March 6–8, 2019. Cham: Springer. Springer Proc. Math. Stat. 294, 291-303 (2019).
MSC:  62M10 62H12 62P25
PDF BibTeX XML Cite
\textit{M. E. Silva} et al., Springer Proc. Math. Stat. 294, 291--303 (2019; Zbl 1434.62197)
Full Text: DOI

Filter Results by …

Document Type
Reviewing State
all top 5
Author
all top 5
Serial
all top 5
Year of Publication
all top 3
Classification
Biographic Reference
all top 3
Software