Heather Mitchell
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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!
| Publication | Date of Publication | Type |
|---|---|---|
| GARCH model selection criteria Quantitative Finance | 2019-01-14 | Paper |
| A comparison of alternative techniques for selecting an optimum ARCH model Journal of Statistical Computation and Simulation | 2008-04-10 | Paper |
| scientific article; zbMATH DE number 2043410 (Why is no real title available?) | 2004-02-16 | Paper |
| ESTIMATION OF THE COEFFICIENTS OF A MULTIVARIATE LINEAR FILTER USING THE INNOVATIONS ALGORITHM Journal of Time Series Analysis | 1999-03-07 | Paper |
| Linear prediction for a class of multivariate stable processes Communications in Statistics. Stochastic Models | 1998-09-14 | Paper |
| Testing for linearity versus convexity in regression using a contrast-type test Biometrika | 1994-03-07 | Paper |
| Estimating convex and strictly convex functions Communications in Statistics. Simulation and Computation | 1994-01-19 | Paper |
Research outcomes over time
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