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Selection of single sampling attribute plan for given AQL an d LQL involving minimum risks using weighted Poisson distribution

Subramani, Kandasamy; Haridoss, Venugopal - In: International journal of quality & reliability management 30 (2013) 1, pp. 47-58

Persistent link: https://www.econbiz.de/10010192086

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Fei, Zhe; Xia, Weixuan - In: Quantitative finance 24 (2024) 7, pp. 921-953

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Kim, Chang-jin; Kim, Jaeho - In: Macroeconomic dynamics 26 (2022) 2, pp. 394-418

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Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary order

Brien, Samuel; Jansson, Michael; Nielsen, Morten Ørregaard - 2020

We study large-sample properties of likelihood ratio tests of the unit root hypothesis in an autoregressive model of arbitrary, finite order. Earlier research on this testing problem has developed likelihood ratio tests in the autoregressive model of order one, but resorted to a plug-in approach...

Persistent link: https://www.econbiz.de/10012216176

Forecasting volatility in bitcoin market

Segnon, Mawuli; Bekiros, Stelios - In: Annals of finance 16 (2020) 3, pp. 435-462

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Likelihood ratio testing in linear state space models : an application to dynamic stochastic general equilibrium models

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Persistent link: https://www.econbiz.de/10012483171

Testing the eigenvalue structure of spot and integrated covariance

Dovonon, Prosper; Taamouti, Abderrahim; Williams, Julian - In: Journal of econometrics 229 (2022) 2, pp. 363-395

Persistent link: https://www.econbiz.de/10013441888

Hidden semi-Markov models for rainfall-related insurance claims

Shi, Yue; Punzo, Antonio; Otneim, Håkon; Maruotti, … - 2023

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Estimation of the parameters of a Markov-modulated loss process in insurance

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Hedging strategy comparisons of volatility index options using diffusion models

Lin, Jun-Biao - In: The international journal of business and finance … 9 (2015) 3, pp. 59-69

Persistent link: https://www.econbiz.de/10011285427