Search Results - subject:"Sub-sampling"

Fast and accurate variational inference for models with many latent variables

Loiza-Maya, Ruben; Smith, Michael S.; Nott, David J.; … - In: Journal of econometrics 230 (2022) 2, pp. 339-362

Persistent link: https://www.econbiz.de/10013463884

Efficient big data model selection with applications to fraud detection

Vaughan, Gregory - In: International journal of forecasting 36 (2020) 3, pp. 1116-1127

Persistent link: https://www.econbiz.de/10012498361

Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution

Wang, Chao; Chen, Qian; Gerlach, Richard - In: Quantitative finance 19 (2019) 6, pp. 1017-1042

Persistent link: https://www.econbiz.de/10012194739

Competition, efficiency and stability : an empirical study of East Asian commercial banks

Phan, Hien Thu; Anwar, Sajid; Alexander, W. Robert J.; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10012201347

Performance of private higher education institutions in Vietnam : evidence using DEA-based bootstrap directional distance approach with quasi-fixed inputs

Villano, Renato Andrin; Tran, Carolyn-Dung T. T. - In: Applied economics 50 (2018) 55, pp. 5966-5978

Persistent link: https://www.econbiz.de/10012062959

Tests for an end-of-sample bubble in financial time series

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric reviews 36 (2017) 6/9, pp. 651-666

Persistent link: https://www.econbiz.de/10011795312

Optimal diversification, stochastic dominance, and sampling error

Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: American journal of business : applying research to … 32 (2017) 1, pp. 48-79

Persistent link: https://www.econbiz.de/10011799619

Optimal diversification, stochastic dominance, and sampling error

Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: American Journal of Business 32 (2017) 1, pp. 58-79

strategy choice using the nonparametric SD test by Linton et al. (2005) based on sub-sampling simulated p values. The authors …

Persistent link: https://www.econbiz.de/10014668359

The Spatial Analysis of Time Series

Park, Joon Y. - Econometric Society - 2004

In this paper, we propose a method of analyzing time series in the spatial domain. The analysis is based on the inference on the local time and its expectation. Both for the stationary and nonstationary time series, the spatial distributions are provided by the local time, and some of their...

Persistent link: https://www.econbiz.de/10005329026