Tony S. Wirjanto

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
Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble North American Actuarial Journal	2024-02-13	Paper
Time-deformation modeling of stock returns directed by duration processes Econometric Reviews	2022-05-31	Paper
Comparison of asymmetric stochastic volatility models under different correlation structures Journal of Applied Statistics	2020-12-04	Paper
Tests for conditional heteroscedasticity of functional data Journal of Time Series Analysis	2020-11-20	Paper
Bayesian inference of asymmetric stochastic conditional duration models Journal of Statistical Computation and Simulation	2020-04-01	Paper
Demography and Inflation: An International Study North American Actuarial Journal	2018-06-20	Paper
Improved algorithms for computing worst value-at-risk Statistics & Risk Modeling	2017-05-22	Paper
Sampling-based inference of time deformation models with heavy tail distributions Communications in Statistics. Simulation and Computation	2016-10-26	Paper
Stationarity as a Path Property with Applications in Time Series Analysis	2015-05-05	Paper
Inference about clustering and parametric assumptions in covariance matrix estimation Computational Statistics and Data Analysis	2012-06-20	Paper
The Role of Risk and Risk Aversion in an Individual's Migration Decision Stochastic Models	2005-01-19	Paper
scientific article; zbMATH DE number 1215444 (Why is no real title available?)	1999-02-16	Paper
The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions Statistics & Probability Letters	1998-08-16	Paper
Nonstationary regression models with a lagged dependent variable Communications in Statistics: Theory and Methods	1997-05-19	Paper

Research outcomes over time

This page was built for person: Tony S. Wirjanto