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  • Search: subject:"Prediction test"
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Year of publication
Subject
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Asymmetric stable process 1 Causality analysis 1 China Metropolitan area around Beijing 1 Earthquake prediction test site 1 Extreme value distribution 1 Forecasting model 1 Kausalanalyse 1 Maximum-subsampling test 1 Multidisciplinary data 1 Out-of-sample 1 Prediction test 1 Prognoseverfahren 1 Statistical distribution 1 Statistical test 1 Statistische Verteilung 1 Statistischer Test 1 Synthetic information 1 Theorie 1 Theory 1 characteristic exponent 1 covariance stationarity 1 cusum of squares test 1 maximal moment exponent 1 sample split prediction test 1 scaled range 1 stable Levy bridge 1 stock returns 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 1
Author
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Feng, Long 1 Gao, Fuwang 1 Lan, Wei 1 Lei, Bo 1 Loretan, Mico 1 Phillips, Peter C.B. 1 Ping, Jianjun 1 Tsai, Chih-Ling 1 Zhang, Xiaotao 1 Zhang, Yongxian 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 1
Published in...
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Cowles Foundation Discussion Papers 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Natural Hazards 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Maximum-subsampling test of equal predictive ability
Lan, Wei; Lei, Bo; Feng, Long; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 4, pp. 1344-1355
Persistent link: https://www.econbiz.de/10015533791
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A synthetic method for earthquake prediction by multidisciplinary data
Zhang, Yongxian; Gao, Fuwang; Ping, Jianjun; Zhang, Xiaotao - In: Natural Hazards 69 (2013) 2, pp. 1199-1209
China Metropolitan area around Beijing is one of the earthquake test sites in Continental China. Through more than 20 years of hard work, abundant seismic, geological, geophysical and geochemical data have been obtained, and the variation of seismic, geophysical and geochemical parameters was...
Persistent link: https://www.econbiz.de/10010995958
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Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns
Phillips, Peter C.B.; Loretan, Mico - Cowles Foundation for Research in Economics, Yale University - 1990
This paper studies tests for covariance stationarity under conditions which permit failure in the existence of fourth order moments. The problem is important because many econometric diagnostics such as tests for parameter constancy, constant variance and ARCH and GARCH effects routinely rely on...
Persistent link: https://www.econbiz.de/10005464057
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