Jonathan R. M. Hosking

Available identifiers

zbMath Open hosking.jonathan-r-mMaRDI QIDQ1026626

List of research outcomes

Publication	Date of Publication	Type
A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments	2019-03-13	Paper
Discussion of ‘Dynamic dependence networks: financial time series forecasting and portfolio decisions’	2019-02-20	Paper
Dynamic Latent Class Model Averaging for Online Prediction	2017-06-23	Paper
Nonparametric Confidence Regions for L-Moments	2016-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q2935584	2014-12-30	Paper
Spectrum-based comparison of stationary multivariate time series	2010-11-22	Paper
Goodness of fit of probability distributions for sightings as species approach extinction	2009-06-25	Paper
Distributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statistics	2007-08-23	Paper
Some theory and practical uses of trimmed \(L\)-moments	2007-08-23	Paper
On the characterization of distributions by their \(L\)-moments	2006-01-10	Paper
https://portal.mardi4nfdi.de/entity/Q4214837	1998-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q4353270	1997-10-27	Paper
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series	1997-01-19	Paper
An algorithm for estimating parameters of state-space models	1996-07-02	Paper
Reallocation Outliers in Time Series	1995-08-17	Paper
The four-parameter kappa distribution	1995-04-19	Paper
Moments of order statistics of the Cantor distribution	1994-03-27	Paper
APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS	1993-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q3482696	1990-01-01	Paper
Parameter and Quantile Estimation for the Generalized Pareto Distribution	1987-01-01	Paper
Fractional differencing	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3925035	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3928869	1981-01-01	Paper
The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3868643	1980-01-01	Paper
The Multivariate Portmanteau Statistic	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4197931	1978-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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