A new stochastically flexible event methodology with application to proposition 103 (Q1962830): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / author | |||
Property / author: Patrick L. Brockett / rank | |||
Property / author | |||
Property / author: Patrick L. Brockett / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: Publication / 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 | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 10:24, 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
6 September 2000
0 references
dynamic market model
0 references
GARCH
0 references
proposition 103
0 references
ARCH
0 references
cumulative sums
0 references