The following pages link to (Q3909877):
Displaying 4 items.
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
- Analysis and simulation of strong earthquake ground motions using ARMA models (Q921745) (← links)
- Asymptotic bootstrap corrections of AIC for linear regression models (Q1048800) (← links)
- A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
