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Found 139 Documents (Results 1–100)

Statistical analysis of some nonstationary time series. (English) Zbl 0973.91070

Strøom, Steinar (ed.), Econometrics and economic theory in the 20th century. The Ragnar Frisch centennial symposium. Papers from the symposium held in Oslo, Norway, March 3-5, 1995. Cambridge: Cambridge University Press. Econ. Soc. Monogr. 31, 433-457 (1998).
MSC:  91B84 91-02
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Identification of ARMA models using generalized reflection coefficients. (English) Zbl 0964.62089

Castillo, William (ed.) et al., Studies in data analysis and statistics. Factorial methods, classification and statistical inference. Mathematical models and stochastic processes. Optimization. 11th international symposium on mathematical methods applied to sciences, Santa Clara, Costa Rica, February 11-13, 1998. Costa Rica: Univ. de Costa Rica, Instituto Tecnológico, 117-127 (1998).
MSC:  62M10 15A15
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Time series forecasting by principal component methods. (English) Zbl 0951.62081

Payne, Roger (ed.) et al., COMPSTAT. Proceedings of the 13th symposium on computational statistics held in Bristol, GB, August 24-28, 1998. Heidelberg: Physica-Verlag. 137-146 (1998).
MSC:  62M20 62H25 62P05
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Auxiliary variables in time-varying volatility models. (English) Zbl 0944.62028

Lipitakis, Elias A. (ed.), HERCMA ’98. Proceedings of the 4th Hellenic-European conference on Computer mathematics and its applications. Athens, Greece, September 24-26, 1998. In 2 vols. Athens: LEA, Athens University of Economics and Business, Department of Informatics. 479-486 (1998).
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On an estimate of the unknown parameter (\(|\theta|>1\)) of a first order autoregression process under Gaussian perturbations. (English. Ukrainian original) Zbl 0932.62100

Theory Probab. Math. Stat. 58, 1-7 (1999); translation from Teor. Jmovirn. Mat. Stat. 58, 1-7 (1998).
MSC:  62M10 62F10 62J05
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Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances. (English) Zbl 0943.62066

Galata, Robert (ed.) et al., Econometrics in theory and practice. Festschrift for Hans Schneeweiß. Heidelberg: Physica-Verlag. 137-142 (1998).
MSC:  62J05 62M10
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A dynamic model for asset liability management for defined benefit pension funds. (English) Zbl 0927.91008

Ziemba, William T. (ed.) et al., Worldwide asset and liability modeling. Research seminar, Cambridge Univ., GB, May 15–20, 1995. Cambridge: Cambridge Univ. Press. 501-536 (1998).
MSC:  91B28 90C90 91B62 91B84
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Nonlinear processes and models. (English) Zbl 0946.62079

Mendes Lopes, Nazaré (ed.) et al., On nonparametric and semiparametric statistics. Workshop, November 3-6, 1997, Univ. of Coimbra, Portugal. Coimbra: Cin, Centro International de Matemática, Cin Publicações. 10, 1-48 (1998).
MSC:  62M10 62M07 62M09
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A regression residual process. (English) Zbl 0945.62086

Szyszkowicz, Barbara (ed.), Asymptotic methods in probability and statistics. A volume in honour of Miklós Csörgő. ICAMPS ’97, an international conference at Carleton Univ., Ottawa, Ontario, Canada, July 1997. Amsterdam: North-Holland/ Elsevier. 741-757 (1998).
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