The following pages link to Data Tilting for Time Series (Q4665865):
Displaying 7 items.
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- Nonparametric estimation of operational value-at-risk (OpVaR) (Q343993) (← links)
- Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
- Tilting Methods for Assessing the Influence of Components in a Classifier (Q2920282) (← links)
- Reduce computation in profile empirical likelihood method (Q3087599) (← links)
- Regenerative block empirical likelihood for Markov chains (Q3106423) (← links)
- Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012) (← links)
