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Comprehensive definitions of breakdown-points for independent and dependent observations
Genton, Marc G.; Lucas, André - 2000
-series, spatial statistics) where currenty breakdown definitions typically fail. We illustrate our points using examples from linear … and non-linear regression as well as time-series and spatial statistics. …
Persistent link: https://www.econbiz.de/10011303297
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Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122477
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Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A. - 1993
Persistent link: https://www.econbiz.de/10000874754
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Tests of independence in parametric models : with applications and illustrations
Cameron, Adrian Colin; Trivedi, Pravin K. - 1992
Persistent link: https://www.econbiz.de/10000845135
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Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
Guégan, Dominique; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000984196
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Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997
Persistent link: https://www.econbiz.de/10000966951
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A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994244
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The multivariate threshold model : an alternative to detect breaks and hidden cycles on real data
Guégan, Dominique; Nguyen, Jean-Marc - 1998
Persistent link: https://www.econbiz.de/10000996740
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A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
Koop, Gary; Steel, Mark F. J. - 1991
Persistent link: https://www.econbiz.de/10000823522
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Bayesian unit root inference in the Hamilton model
Hoek, Henk; Paap, Richard - 1994
Persistent link: https://www.econbiz.de/10000560205