The following pages link to (Q2709279):
Displayed 10 items.
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)
- Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q5972233) (← links)
- Editorial (Q6050277) (← links)
- Portfolio optimization with asset preselection using data envelopment analysis (Q6100687) (← links)
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (Q6107610) (← links)
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
- Forecasting of symmetric \(\alpha\)-stable autoregressive models by time series approach supported by artificial neural networks (Q6157935) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
- Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination (Q6164836) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)