Pages that link to "Item:Q5388548"
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The following pages link to Financial Statistics and Mathematical Finance (Q5388548):
Displaying 6 items.
- Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application (Q393538) (← links)
- An analysis of the convergence of the direct simulation Monte Carlo method (Q729198) (← links)
- Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance (Q1757253) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements (Q4620184) (← links)