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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan, (2000)
Statistik
Bamberg, Günter, (2001)
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric, (1995)
Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity
Szroeter, Jerzy, (1994)
A class of parametric tests for heteroscedasticity in linear econometric models
Szroeter, Jerzy, (1978)
Generalized variance-ratio tests for serial correlation in multivariate regression models