Elena Goldman

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Regimes and long memory in realized volatility
Studies in Nonlinear Dynamics & Econometrics
2023-03-13Paper
Kolmogorov–Smirnov, Fluctuation, and Z<sub><i>g</i></sub>Tests for Convergence of Markov Chain Monte Carlo Draws
Communications in Statistics. Simulation and Computation
2008-03-18Paper
Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model
Studies in Nonlinear Dynamics & Econometrics
2006-01-27Paper
Asymptotic Distribution of a Unit Root Process Under Double Truncation
Communications in Statistics: Theory and Methods
2003-08-14Paper


Research outcomes over time


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