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Found 94 Documents (Results 1–94)

Multivariate dynamic probit models: an application to financial crises mutation. (English) Zbl 1443.62145

Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 395-427 (2013).
MSC:  62H12 62M10 62P05
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The relationship between DSGE and VAR models. (English) Zbl 1443.62259

Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 1-25 (2013).
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On the finite dimensional laws of threshold GARCH processes. (English) Zbl 1407.62314

Oliveira, Paulo Eduardo (ed.) et al., Recent developments in modeling and applications in statistics. Selected papers based on the presentations at the 18th annual congress of the Portuguese Statistical Society, S. Pedro do Sul, Portugal, September 29 – October 2, 2010. Studies in Theoretical and Applied Statistics. Selected Papers of the Statistical Societies. Berlin: Springer. 237-247 (2013).
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Uniform in bandwidth limit laws for kernel distribution function estimators. (English) Zbl 1327.62154

Banerjee, M. (ed.) et al., From probability to statistics and back: high-dimensional models and processes. A Festschrift in honor of Jon A. Wellner. Including papers from the conference, Seattle, WA, USA, July 28–31, 2010. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-83-6). Institute of Mathematical Statistics Collections 9, 241-253 (2013).
MSC:  62F15 62G07 62G08
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An overview of the goodness-of-fit test problem for copulas. (English) Zbl 1273.62101

Jaworski, Piotr (ed.) et al., Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Berlin: Springer (ISBN 978-3-642-35406-9/pbk; 978-3-642-35407-6/ebook). Lecture Notes in Statistics 213, 61-89 (2013).
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On the integral square measure of deviation of a nonparametric estimator of the Bernoulli regression. (English. Russian original) Zbl 1426.62126

Theory Probab. Appl. 57, No. 2, 265-278 (2013); translation from Teor. Veroyatn. Primen. 57, No. 2, 322-336 (2012).
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Applied logistic regression. 3rd ed. (English) Zbl 1276.62050

Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-58247-3/hbk; 978-1-118-54835-6/ebook). xvi, 500 p. (2013).
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