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There are 11664 results for: content related to: Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH

  1. Continuous-time modelling of irregularly spaced panel data using a cubic spline model

    Statistica Neerlandica

    Volume 62, Issue 1, February 2008, Pages: 131–154, Sy-Miin Chow and Guangjian Zhang

    Article first published online : 6 DEC 2007, DOI: 10.1111/j.1467-9574.2007.00379.x

  2. Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators

    Statistica Neerlandica

    Volume 65, Issue 4, November 2011, Pages: 462–488, Frederico Caeiro and M. Ivette Gomes

    Article first published online : 3 JUL 2011, DOI: 10.1111/j.1467-9574.2011.00495.x

  3. Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters

    Statistica Neerlandica

    Volume 63, Issue 2, May 2009, Pages: 183–212, Eugen Ursu and Pierre Duchesne

    Article first published online : 8 FEB 2009, DOI: 10.1111/j.1467-9574.2009.00417.x

  4. Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression

    Statistica Neerlandica

    Volume 65, Issue 4, November 2011, Pages: 387–406, Sévérien Nkurunziza and S. Ejaz Ahmed

    Article first published online : 26 MAY 2011, DOI: 10.1111/j.1467-9574.2011.00491.x

  5. Semiparametric regression models and sensitivity analysis of longitudinal data with non-random dropouts

    Statistica Neerlandica

    Volume 64, Issue 2, May 2010, Pages: 133–156, David Todem, KyungMann Kim, Jason Fine and Limin Peng

    Article first published online : 18 NOV 2009, DOI: 10.1111/j.1467-9574.2009.00435.x

  6. The estimation of a state space model by estimating functions with an application

    Statistica Neerlandica

    Volume 58, Issue 4, November 2004, Pages: 407–427, Demetrios Papanastassiou and Demetrios Ioannides

    Article first published online : 6 DEC 2004, DOI: 10.1111/j.1467-9574.2004.00268.x

  7. Gas system failure rate

    Statistica Neerlandica

    Volume 59, Issue 3, August 2005, Pages: 339–364, T. Van Der Hoeven and A. G. M. Steerneman

    Article first published online : 6 JUL 2005, DOI: 10.1111/j.1467-9574.2005.00294.x

  8. Estimation of a linear regression under microaggregation with the response variable as a sorting variable

    Statistica Neerlandica

    Volume 61, Issue 4, November 2007, Pages: 407–431, Matthias Schmid, Hans Schneeweiss and Helmut Küchenhoff

    Article first published online : 17 OCT 2007, DOI: 10.1111/j.1467-9574.2007.00366.x

  9. Evaluation of P(Xt>Yt ) when both Xt and Yt are residual lifetimes of two systems

    Statistica Neerlandica

    Volume 64, Issue 4, November 2010, Pages: 460–481, V. Zardasht and M. Asadi

    Article first published online : 7 JUN 2010, DOI: 10.1111/j.1467-9574.2010.00464.x

  10. On the p-coverage problem on the real line

    Statistica Neerlandica

    Volume 61, Issue 1, February 2007, Pages: 16–34, Stan P. M. Van Hoesel and Albert P. M. Wagelmans

    Article first published online : 7 FEB 2007, DOI: 10.1111/j.1467-9574.2007.00347.x

  11. Aspects of second-order analysis of structured inhomogeneous spatio-temporal point processes

    Statistica Neerlandica

    Volume 66, Issue 4, November 2012, Pages: 472–491, Jesper Møller and Mohammad Ghorbani

    Article first published online : 18 JUN 2012, DOI: 10.1111/j.1467-9574.2012.00526.x

  12. Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity

    Statistica Neerlandica

    Volume 63, Issue 3, August 2009, Pages: 294–323, Christian M. Hafner and Helmut Herwartz

    Article first published online : 28 APR 2009, DOI: 10.1111/j.1467-9574.2009.00424.x

  13. Determination of Discrete Spectrum in a Random Field

    Statistica Neerlandica

    Volume 57, Issue 2, May 2003, Pages: 258–284, Debasis Kundu and Swagata Nandi

    Article first published online : 28 MAY 2003, DOI: 10.1111/1467-9574.00230

  14. Conditionally heteroscedastic intensity-dependent marking of log Gaussian Cox processes

    Statistica Neerlandica

    Volume 63, Issue 4, November 2009, Pages: 450–473, Mari Myllymäki and Antti Penttinen

    Article first published online : 8 SEP 2009, DOI: 10.1111/j.1467-9574.2009.00433.x

  15. The Candy model: properties and inference

    Statistica Neerlandica

    Volume 57, Issue 2, May 2003, Pages: 177–206, M. N. M. Van Lieshout and R. S. Stoica

    Article first published online : 28 MAY 2003, DOI: 10.1111/1467-9574.00227

  16. Reduced-bias tail index estimation and the jackknife methodology

    Statistica Neerlandica

    Volume 61, Issue 2, May 2007, Pages: 243–270, M. Ivette Gomes, Cristina Miranda and Clara Viseu

    Article first published online : 4 MAY 2007, DOI: 10.1111/j.1467-9574.2007.00346.x

  17. Processes with volatility-induced stationarity: an application for interest rates

    Statistica Neerlandica

    Volume 59, Issue 4, November 2005, Pages: 376–396, João Nicolau

    Article first published online : 13 OCT 2005, DOI: 10.1111/j.1467-9574.2005.00292.x

  18. Class-specific tests of spatial segregation based on nearest neighbor contingency tables

    Statistica Neerlandica

    Volume 63, Issue 2, May 2009, Pages: 149–182, Elvan Ceyhan

    Article first published online : 29 JAN 2009, DOI: 10.1111/j.1467-9574.2009.00414.x

  19. Minimax optimality of CUSUM for an autoregressive model

    Statistica Neerlandica

    Volume 66, Issue 4, November 2012, Pages: 357–379, Sven Knoth and Marianne Frisén

    Article first published online : 7 MAY 2012, DOI: 10.1111/j.1467-9574.2012.00512.x

  20. Testing homogeneity in a random intercept model using asymptotic, posterior predictive and plug-in p-values

    Statistica Neerlandica

    Volume 58, Issue 2, May 2004, Pages: 179–196, Bernet Sekasanvu Kato and Herbert Hoijtink

    Article first published online : 5 MAR 2004, DOI: 10.1046/j.0039-0402.2003.00255.x