The following pages link to FinTS (Q23075):
Displaying 50 items.
- (Q65068) (redirect page) (← links)
- WaveletML (Q65077) (← links)
- CEEMDANML (Q66352) (← links)
- AriGaMyANNSVR (Q77532) (← links)
- WaveletGARCH (Q140135) (← links)
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Sparse principal component analysis and iterative thresholding (Q355104) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- Bayesian dynamic financial networks with time-varying predictors (Q395955) (← links)
- Optimal sampling frequency for high frequency data using a finite mixture model (Q397209) (← links)
- Inference for functional data with applications (Q413580) (← links)
- The space-fractional Poisson process (Q434734) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Product autoregressive models for non-negative variables (Q449010) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (Q495358) (← links)
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
- Analysis of compound bullwhip effect causes (Q541696) (← links)
- Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Approaches for multi-step density forecasts with application to aggregated wind power (Q614143) (← links)
- On first and second order stationarity of random coefficient models (Q616276) (← links)
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- Nonlinear autoregressive conditional duration models for traffic congestion estimation (Q642455) (← links)
- Stochastic flow cascades (Q664572) (← links)
- Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791) (← links)
- Cholesky-GARCH models with applications to finance (Q693317) (← links)
- Maturity dispersion, stock auto-correlation, and management strategy in exploited populations (Q708756) (← links)
- A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
- Modeling and forecasting financial time series with ordered fuzzy candlesticks (Q726398) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Fractional motions (Q740796) (← links)
- A method for identifying diffusive trajectories with stochastic models (Q743435) (← links)
- Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
- Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization (Q827124) (← links)
- Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
- Robust artificial neural networks for pricing of European options (Q853592) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Conditioning exceedances on covariate processes (Q906628) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- Conditional VaR estimation using Pearson's type IV distribution (Q933511) (← links)
- A genetic estimation algorithm for parameters of stochastic ordinary differential equations (Q957005) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
