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                             10 results found
no title author magazine year volume issue page(s) type
1 A Harris process to model stochastic volatility Anzarut, Michelle
 2019
 10 C p. 151-169
 article
2 Alternative over-identifying restriction test in the GMM estimation of panel data models Hayakawa, Kazuhiko
 2019
 10 C p. 71-95
 article
3 An improved bootstrap test of density ratio ordering Beare, Brendan K.
 2019
 10 C p. 9-26
 article
4 Closed-form results for vector moving average models with a univariate estimation approach Poloni, Federico
 2019
 10 C p. 27-52
 article
5 Editorial Board 2019
 10 C p. ii
 article
6 Improving weighted least squares inference DiCiccio, Cyrus J.
 2019
 10 C p. 96-119
 article
7 Joint estimation of multiple network Granger causal models Skripnikov, A.
 2019
 10 C p. 120-133
 article
8 On accepting the edge-effect (for the inference of ARMA-type processes in Z 2 ) Dimitriou-Fakalou, Chrysoula
 2019
 10 C p. 53-70
 article
9 On-line peak detection in medical time series with adaptive regression methods Grillenzoni, Carlo
 2019
 10 C p. 134-150
 article
10 Sign tests for dependent observations Brown, Donald
 2019
 10 C p. 1-8
 article
                             10 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands