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The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
Reeves, Jonathan J.; Blyth, Conrad Alexander; Triggs, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001773101
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Long-term memory in stock market prices
Lo, Andrew W. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 5, pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
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Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin; Zheng, Xinghua; Chen, Jiaqi - In: Journal of econometrics 221 (2021) 2, pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
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Testing Gaussianity and linearity of Japanese stock returns
Terui, Nobuhiko - In: Financial engineering and the Japanese markets 4 (1997) 3, pp. 203-232
Persistent link: https://www.econbiz.de/10001241132
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Economic statistical design of the VP x̄ control charts for monitoring a process under non-normality
Seif, Asghar; Faraz, Alireza; Saniga, Erwin M. - In: International journal of production research 53 (2015) 14, pp. 4218-4230
Persistent link: https://www.econbiz.de/10011302782
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Comparisons of Shewhart-type rank based control charts for monitoring location parameters of univariate processes
Mukherjee, Amitava; Sen, Rudra - In: International journal of production research 53 (2015) 14, pp. 4414-4445
Persistent link: https://www.econbiz.de/10011303724
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Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness
Hanke, Michael; Penev, Spiridon; Schief, Wolfgang; … - In: European journal of operational research : EJOR 263 (2017) 2, pp. 510-523
Persistent link: https://www.econbiz.de/10011793970
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Special issue: Bayesian probability and statistics in management research
Zyphur, Michael J. (contributor) - 2015
Persistent link: https://www.econbiz.de/10010481703
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Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-student distribution
Adcock, C. J. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 392-401
Persistent link: https://www.econbiz.de/10010356747
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Some statistical properties of Hadamard products of random matrices
Neudecker, Heinz; Liu, Shuangzhe - In: Statistical papers 42 (2001) 4, pp. 475-487
Persistent link: https://www.econbiz.de/10001615632