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Goodness-of-fit tests for SPARMA models with dependent error terms

Maïnassara, Yacouba Boubacar; Amir, Abdoulkarim Ilmi - In: Journal of time series econometrics 14 (2022) 2, pp. 107-140

Persistent link: https://www.econbiz.de/10013260167

A framework for estimating risk

Kroon, Rodney Stephen - 2008

We consider the problem of model assessment by risk estimation. Variousapproaches to risk estimation are considered in a uni ed framework. This a discussion of various complexity dimensions and approaches to obtainingbounds on covering numbers is also presented.The second type of training sample...

Persistent link: https://www.econbiz.de/10009442231

Reducing and calibrating for input model bias in computer simulation

Morgan, Lucy E.; Rhodes-Leader, Luke; Barton, Russell R. - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 2368-2382

Persistent link: https://www.econbiz.de/10013362756

Simulating the Cox-Ingersoll-Ross and Heston processes : matching the first four moments

Okhrin, Ostap; Rockinger, Michael; Schmid, Manuel - In: The journal of computational finance 26 (2022) 2, pp. 1-52

Persistent link: https://www.econbiz.de/10013549657

Random walk forecasts of stationary processes have low bias

Lunsford, Kurt G.; West, Kenneth D. - 2023

Persistent link: https://www.econbiz.de/10014340065

The regression approach to the estimation and additive decomposition of the Foster-Greer-Thorbecke poverty measures

Ogwang, Tomson; Lamarche, Jean Francois - In: Applied economics letters 30 (2023) 16, pp. 2136-2140

Persistent link: https://www.econbiz.de/10014364518

Bias in Poisson Pseudo-Maximum Likelihood estimation of structural gravity models : how much of a problem for applied research?

Shepherd, Benjamin - In: Applied economics letters 32 (2025) 2, pp. 222-227

Persistent link: https://www.econbiz.de/10015195254

A shrinkage approach to improve direct bootstrap resampling under input uncertainty

Song, Eunhye; Lam, Henry; Barton, Russell R. - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 4, pp. 1023-1039

Persistent link: https://www.econbiz.de/10015163721

On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations

Feng, Yuanhua; Forstinger, Sarah; Peitz, Christian - 2013

Persistent link: https://www.econbiz.de/10010194478

I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions

Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445

Persistent link: https://www.econbiz.de/10009784069

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