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  • Search: subject:"Gaussian approximations"
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Year of publication
Subject
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Gaussian approximations 2 Cointegration 1 Estimation theory 1 Gaussian Approximations 1 Gini index 1 Granger Representation Theorem 1 Iterated Time-Varying Functions 1 Kointegration 1 Law of the iterated logarithm 1 Left truncation 1 Left truncatrion 1 Lorenz process 1 Product-limit 1 Quantile process 1 Right censorship 1 Schätztheorie 1 Strong Gaussian approximations 1 Term Structure of Interest Rates 1 Time series analysis 1 Yield curve 1 Zeitreihenanalyse 1 Zinsstruktur 1 benchmark 1 compound Poisson approximations 1 exact 1 large deviations 1 product-limit 1 quantile process 1 right censorship 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Undetermined 3 English 1
Author
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Gao, Jiti 1 Nuel, Gregory 1 Peng, Bin 1 Tse, Sze-Man 1 Tse, Szeman 1 Yan, Yayi 1
Published in...
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Annals of the Institute of Statistical Mathematics 2 Statistical Applications in Genetics and Molecular Biology 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
Source
All
RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Time-varying vector error-correction models : estimation and inference
Gao, Jiti; Peng, Bin; Yan, Yayi - 2023
Persistent link: https://www.econbiz.de/10014452499
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Numerical Solutions for Patterns Statistics on Markov Chains
Nuel, Gregory - In: Statistical Applications in Genetics and Molecular Biology 5 (2007) 1, pp. 26-26
We propose here a review of the methods available to compute pattern statistics on text generated by a Markov source. Theoretical, but also numerical aspects are detailed for a wide range of techniques (exact, Gaussian, large deviations, binomial and compound Poisson). The SPatt package...
Persistent link: https://www.econbiz.de/10005585072
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Lorenz Curve for Truncated and Censored Data
Tse, Sze-Man - In: Annals of the Institute of Statistical Mathematics 58 (2006) 4, pp. 675-686
Persistent link: https://www.econbiz.de/10005760338
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Quantile process for left truncated and right censored data
Tse, Szeman - In: Annals of the Institute of Statistical Mathematics 57 (2005) 1, pp. 61-69
Persistent link: https://www.econbiz.de/10005169310
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