The following pages link to Ox (Q21482):
Displaying 50 items.
- Generalized spatial dynamic factor models (Q901501) (← links)
- Bias and skewness in a general extreme-value regression model (Q901507) (← links)
- Dealing with monotone likelihood in a model for speckled data (Q901509) (← links)
- The \(\beta\)-Birnbaum-Saunders distribution: an improved distribution for fatigue life modeling (Q901513) (← links)
- Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples (Q901637) (← links)
- Comparison of estimation methods for the parameters of the weighted Lindley distribution (Q902530) (← links)
- Population counts along elliptical habitat contours: hierarchical modeling using Poisson-lognormal mixtures with nonstationary spatial structure (Q902912) (← links)
- A new long-term survival model with interval-censored data (Q904297) (← links)
- Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
- Computing observation weights for signal extraction and filtering (Q951360) (← links)
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Forecasting the US unemployment rate (Q951881) (← links)
- Multi-core CPUs, clusters, and grid computing: A tutorial (Q954781) (← links)
- Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models (Q956392) (← links)
- New algorithms for dating the business cycle (Q957217) (← links)
- Statistical functions and procedures in IDL 5.6 and 6.0 (Q959161) (← links)
- Estimation of seasonal fractionally integrated processes (Q959186) (← links)
- Comparing stochastic volatility models through Monte Carlo simulations (Q959262) (← links)
- An iterated parametric approach to nonstationary signal extraction (Q959309) (← links)
- A generalized modified Weibull distribution for lifetime modeling (Q961131) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427) (← links)
- Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
- Improved testing inference in mixed linear models (Q961678) (← links)
- Influence analysis with homogeneous linear restrictions (Q961859) (← links)
- Some restriction tests in a new class of regression models for proportions (Q961886) (← links)
- Birnbaum-Saunders nonlinear regression models (Q961947) (← links)
- A log-extended Weibull regression model (Q961953) (← links)
- Improved estimators for a general class of beta regression models (Q962267) (← links)
- The beta generalized half-normal distribution (Q962345) (← links)
- The log-exponentiated Weibull regression model for interval-censored data (Q962353) (← links)
- Improved likelihood inference in Birnbaum-Saunders regressions (Q962385) (← links)
- Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674) (← links)
- Asymptotic skewness in Birnbaum-Saunders nonlinear regression models (Q968479) (← links)
- On estimation and influence diagnostics for log-Birnbaum-Saunders Student-\(t\) regression models: full Bayesian analysis (Q974496) (← links)
- An experimental test of Taylor-type rules with inexperienced central bankers (Q975365) (← links)
- Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors (Q991163) (← links)
- Intervention analysis with state-space models to estimate discontinuities due to a survey redesign (Q993279) (← links)
- Model evaluation and multiple strategies in cognitive diagnosis: an analysis of fraction subtraction data (Q998832) (← links)
- On the unification of long-term survival models (Q1009709) (← links)
- Ascent EM for fast and global solutions to finite mixtures: An application to curve-clustering of online auctions (Q1010411) (← links)
- Improved point and interval estimation for a beta regression model (Q1010437) (← links)
- A Monte Carlo approach for the American put under stochastic interest rates (Q1017025) (← links)
- Hypothesis testing in the unrestricted and restricted parametric spaces of structural models (Q1019206) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution (Q1020129) (← links)
- Solving finite mixture models: Efficient computation in economics under serial and parallel execution (Q1020507) (← links)
- User-friendly parallel computations with econometric examples (Q1020520) (← links)
- Cobra: a package for co-breaking analysis (Q1020861) (← links)
