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Found 187 Documents (Results 1–100)

On the ability of the power threshold GARCH model to capture the Taylor effect. (English) Zbl 1349.62411

Gonçalves, Esmeralda (ed.) et al., Contributions in statistics and inference. Celebrating Nazaré Mendes Lopes’ 60th birthday. Extended papers of talks presented at the workshop on statistics and inference, Coimbra, Portugal, February 18, 2015. Coimbra: Universidade de Coimbra, Departamento de Matemática (ISBN 978-972-8564-51-3/pbk). Textos de Matemática 47, 37-48 (2015).
MSC:  62M10 62P20 91B84
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The Taylor property in non-negative autoregressive and bilinear stochastic processes. (English) Zbl 1349.62402

Gonçalves, Esmeralda (ed.) et al., Contributions in statistics and inference. Celebrating Nazaré Mendes Lopes’ 60th birthday. Extended papers of talks presented at the workshop on statistics and inference, Coimbra, Portugal, February 18, 2015. Coimbra: Universidade de Coimbra, Departamento de Matemática (ISBN 978-972-8564-51-3/pbk). Textos de Matemática 47, 25-36 (2015).
MSC:  62M10
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Large sample statistical inference for skew-symmetric families on the real line. (English) Zbl 1271.62032

Rojo, Javier (ed.), Optimality. The third Erich L. Lehmann symposium. Selected papers based on the presentations at the symposium, Rice University, Houston, TX, USA, May 16–19, 2007. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-77-5/pbk). Institute of Mathematical Statistics Lecture Notes - Monograph Series 57, 276-303 (2009).
MSC:  62F10 62F12 62E20
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Pseudosolution of linear functional equations. Parameters estimation of linear functional relationships. (English) Zbl 1077.62052

Mathematics and its Applications (Springer) 576. New York, NY: Springer (ISBN 0-387-24505-7/hbk). ix, 238 p. (2005).
MSC:  62J05 62-02 65Q05 65R20 65-02 39B05 45A05 65C60
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Multivariate minimal moments. (English) Zbl 0840.62059

Mammitzsch, Volker (ed.) et al., Proceedings of the 2nd Gauss symposium. Conference B: Statistical sciences, Munich, Germany, August 2-7, 1993. Berlin: Walter de Gruyter. Symposia Gaussiana. 15-23 (1995).
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