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A new method based on range to detect mean reversion

Shaik, Muneer; Maheswaran, S. - In: IIMB management review 32 (2020) 2, pp. 208-216

Persistent link: https://www.econbiz.de/10012489711

Statistical inference in dynamic economic models

Koopmans, Tjalling C. (contributor); … - 1950

Persistent link: https://www.econbiz.de/10013327864

Modern Series Methods in Econometrics and Statistics

Dong, Chaohua; Gao, Jiti - 2025

balanced mix of theory and practical insights, this book is ideal for researchers, practitioners, and students looking to …

Persistent link: https://www.econbiz.de/10015394206

Drift burst test statistic in a pure jump semimartingale model

Mancini, Cecilia - 2021

Persistent link: https://www.econbiz.de/10013347728

Drift burst test statistic in a pure jump semimartingale model

Mancini, Cecilia - 2022

We complete the investigation on the asymptotic behavior of the drift burst test statistic devised in Christensen, Oomen and Ren\`o (2020). They analysed it for an Ito semimartingale containing a Brownian component and finite variation jumps. We also account for infinite variation jumps.We show...

Persistent link: https://www.econbiz.de/10013309476

Asymptotic properties of stationary solutions of coupled nonconvex nonsmooth empirical risk minimization

Qi, Zhengling; Cui, Ying; Liu, Yufeng; Pang, Jong-Shi - In: Mathematics of operations research 47 (2022) 3, pp. 2034-2064

Persistent link: https://www.econbiz.de/10013374983

A score statistic for testing the presence of a stochastic trend in conditional variances

Hong, Yongmiao; Linton, Oliver; McCabe, Brendan Peter Martin - In: Economics letters 213 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013442141

Poisson area-biased Ailamujia Distribution and its applications in environmental and medical sciences

Aijaz, Ahmad; Ul Ain, S. Qurat; Afaq, Ahmad; Tripathi, … - In: Statistics in transition : an international journal of … 23 (2022) 3, pp. 167-184

In this paper, a new Poisson area-biased Ailamujia distribution has been formulated to analyse count data. It was created by combining two distributions: the Poisson and area-biased Ailamujia distributions, using the compounding technique. Several distributional properties of the formulated...

Persistent link: https://www.econbiz.de/10013428864

Statistical decision theory respecting stochastic dominance

Manski, Charles F.; Tetenov, Aleksey - In: The Japanese economic review : the journal of the … 74 (2023) 4, pp. 447-469

Persistent link: https://www.econbiz.de/10014515904

A sequential test for a unit root in monitoring a p-th order autoregressive process

Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 115-153). 2023

Persistent link: https://www.econbiz.de/10014313472