Dedi Rosadi

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
Robust time series clustering of GARCH (1,1) models with outliers Statistics	2025-01-20	Paper
An improved agricultural household margin insurance scheme with insured–insurer risk protection: a time-varying copula approach Journal of Applied Statistics	2024-11-26	Paper
Minimum Message Length Autoregressive Moving Average Model Order Selection	2021-10-07	Paper
scientific article; zbMATH DE number 7174162 (Why is no real title available?)	2020-02-26	Paper
Robust second-order least-squares estimation for regression models with autoregressive errors Statistical Papers	2019-05-08	Paper
\(N\)-soft sets and their decision making algorithms Soft Computing	2018-10-23	Paper
The optimal portfolio weights using the proportional type estimators Far East Journal of Mathematical Sciences (FJMS)	2017-06-27	Paper
Valuation of one period coupon bond based on default time and empirical study in Indonesian bond data Far East Journal of Mathematical Sciences	2016-03-24	Paper
scientific article; zbMATH DE number 6515399 (Why is no real title available?)	2015-12-02	Paper
Second-order least-squares estimation for regression models with autocorrelated errors Computational Statistics	2015-03-05	Paper
Estimating the codifference function of linear time series models with infinite variance Metrika	2011-05-20	Paper
The covariation function for symmetric \(\alpha\)-stable random variables with finite first moments	2011-03-30	Paper
scientific article; zbMATH DE number 5864906 (Why is no real title available?)	2011-03-10	Paper
scientific article; zbMATH DE number 5864907 (Why is no real title available?)	2011-03-10	Paper
Testing for independence in heavy-tailed time series using the codifference function Computational Statistics and Data Analysis	2010-04-01	Paper
Identification of moving average process with infinite variance Statistics \& Probability Letters	2008-01-21	Paper
Order identification for Gaussian moving averages using the codifference function Journal of Statistical Computation and Simulation	2006-05-03	Paper
scientific article; zbMATH DE number 2170891 (Why is no real title available?)	2005-05-23	Paper

Research outcomes over time

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