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Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung - In: Journal of the Royal Statistical Society 44 (1995) 3, pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
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Automated kernel smoothing of dependent data by using time series cross-validation
Hart, Jeffrey D. - In: Journal of the Royal Statistical Society 56 (1994) 3, pp. 529-542
Persistent link: https://www.econbiz.de/10001160559
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Likelihood and cost as path integrals
Whittle, Peter - In: Journal of the Royal Statistical Society 53 (1991) 3, pp. 505-529
Persistent link: https://www.econbiz.de/10001115413
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Sound confidence intervals in the heteroscedastic linear model through releveraging
Dorfman, Alan H. - In: Journal of the Royal Statistical Society 53 (1991) 2, pp. 441-452
Persistent link: https://www.econbiz.de/10001115416
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Leave-k-out diagnostics for time series
Bruce, Andrew - In: Journal of the Royal Statistical Society 51 (1989) 3, pp. 363-401
Persistent link: https://www.econbiz.de/10001070261
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Consistent order determination for processes with infinite variance
Bhansali, R. J. - In: Journal of the Royal Statistical Society 50 (1988) 1, pp. 46-60
Persistent link: https://www.econbiz.de/10001048432
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Balanced estimates of national accounts when measurement errors are autocorrelated : the UK, 1920 - 38
Solomou, Solomos - In: Journal of the Royal Statistical Society 156 (1993) 1, pp. 89-105
Persistent link: https://www.econbiz.de/10001143575
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On the use of marginal likelihood in time series model estimation
Tunnicliffe-Wilson, Granville - In: Journal of the Royal Statistical Society 51 (1989) 1, pp. 15-27
Persistent link: https://www.econbiz.de/10001094909
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On Edgeworth expansion and bootstrap confidence bands in nonparametric curve estimation
Hall, Peter - In: Journal of the Royal Statistical Society 55 (1993) 1, pp. 291-304
Persistent link: https://www.econbiz.de/10001137133
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Hierarchical statistical models and a generalized likelihood ratio test
Hosoya, Yuzo - In: Journal of the Royal Statistical Society 51 (1989) 3, pp. 435-447
Persistent link: https://www.econbiz.de/10001070257