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CSDA
2010
73views more  CSDA 2010»
15 years 20 days ago
Graphical methods for investigating the finite-sample properties of confidence regions
Christian de Peretti, Carole Siani
40
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CSDA
2010
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15 years 20 days ago
Real time detection of structural breaks in GARCH models
Zhongfang He, John M. Maheu
45
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CSDA
2010
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15 years 20 days ago
Globally robust confidence intervals for simple linear regression
Jorge Adrover, Matias Salibian-Barrera
46
Voted
CSDA
2010
60views more  CSDA 2010»
15 years 20 days ago
Efficient estimation of a semiparametric dynamic copula model
Christian M. Hafner, Olga Reznikova