A new stochastically flexible event methodology with application to proposition 103 (Q1962830): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q374824
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Patrick L. Brockett / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Test for Heteroscedasticity and Random Coefficient Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4082864 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On asymptotic tests of composite hypotheses in nonstandard conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5538132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3915869 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a measure of lack of fit in time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On asymptotically optimal tests of composite hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONTINUOUS INSPECTION SCHEMES / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0167-6687(98)00046-8 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2162100342 / rank
 
Normal rank

Latest revision as of 09:24, 30 July 2024

scientific article
Language Label Description Also known as
English
A new stochastically flexible event methodology with application to proposition 103
scientific article

    Statements

    A new stochastically flexible event methodology with application to proposition 103 (English)
    0 references
    0 references
    0 references
    0 references
    6 September 2000
    0 references
    dynamic market model
    0 references
    GARCH
    0 references
    proposition 103
    0 references
    ARCH
    0 references
    cumulative sums
    0 references

    Identifiers