Search Results

There are 23334 results for: content related to: Autoregressive trending risk function and exhaustion in random asset price movement

  1. You have free access to this content
    Towards more accessible conceptions of statistical inference

    Journal of the Royal Statistical Society: Series A (Statistics in Society)

    Volume 174, Issue 2, April 2011, Pages: 247–295, C. J. Wild, M. Pfannkuch, M. Regan and N. J. Horton

    Version of Record online : 14 MAR 2011, DOI: 10.1111/j.1467-985X.2010.00678.x

  2. A Bayesian regime-switching time-series model

    Journal of Time Series Analysis

    Volume 31, Issue 5, September 2010, Pages: 365–378, Jaehee Kim and Sooyoung Cheon

    Version of Record online : 23 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00670.x

  3. Exchange Rate Passthrough Effects and Inflation Targeting in Emerging Economies: What is the Relationship?

    Review of International Economics

    Volume 15, Issue 3, August 2007, Pages: 538–559, Javier Reyes

    Version of Record online : 27 JUL 2007, DOI: 10.1111/j.1467-9396.2007.00678.x

  4. Banded and tapered estimates for autocovariance matrices and the linear process bootstrap

    Journal of Time Series Analysis

    Volume 31, Issue 6, November 2010, Pages: 471–482, Timothy L. McMurry and Dimitris N. Politis

    Version of Record online : 22 AUG 2010, DOI: 10.1111/j.1467-9892.2010.00679.x

  5. Test of Marginal Compatibility and Smoothing Methods for Exchangeable Binary Data with Unequal Cluster Sizes

    Biometrics

    Volume 63, Issue 1, March 2007, Pages: 218–227, Zhen Pang and Anthony Y. C. Kuk

    Version of Record online : 3 JAN 2007, DOI: 10.1111/j.1541-0420.2006.00678.x

  6. A smoothing algorithm for estimating stochastic, continuous time model parameters and its application to a simple climate model

    Journal of the Royal Statistical Society: Series C (Applied Statistics)

    Volume 58, Issue 5, November 2009, Pages: 679–704, Lorenzo Tomassini, Peter Reichert, Hans R. Künsch, Christoph Buser, Reto Knutti and Mark E. Borsuk

    Version of Record online : 3 SEP 2009, DOI: 10.1111/j.1467-9876.2009.00678.x

  7. Testing for cycles in multiple time series

    Journal of Time Series Analysis

    Volume 31, Issue 6, November 2010, Pages: 427–434, Werner Ploberger and Erhard Reschenhofer

    Version of Record online : 12 JUL 2010, DOI: 10.1111/j.1467-9892.2010.00675.x

  8. IDENTIFYING OPTIMAL SECTOR GROUPINGS WITH THE HYPOTHETICAL EXTRACTION METHOD

    Journal of Regional Science

    Volume 50, Issue 4, October 2010, Pages: 872–890, Umed Temurshoev

    Version of Record online : 9 JUN 2010, DOI: 10.1111/j.1467-9787.2010.00678.x

  9. Reducing the size distortion of the KPSS test

    Journal of Time Series Analysis

    Volume 31, Issue 6, November 2010, Pages: 415–426, Eiji Kurozumi and Shinya Tanaka

    Version of Record online : 8 JUL 2010, DOI: 10.1111/j.1467-9892.2010.00674.x

  10. Disagreement Loop and Path Creation/Annihilation Algorithms for Binary Planar Markov Fields with Applications to Image Segmentation

    Scandinavian Journal of Statistics

    Volume 37, Issue 2, June 2010, Pages: 264–285, TOMASZ SCHREIBER and MARIE-COLETTE VAN LIESHOUT

    Version of Record online : 22 JAN 2010, DOI: 10.1111/j.1467-9469.2009.00678.x

  11. IS INBREEDING DEPRESSION LOWER IN MALADAPTED POPULATIONS? A QUANTITATIVE GENETICS MODEL

    Evolution

    Volume 63, Issue 7, July 2009, Pages: 1807–1819, Ophélie Ronce, Frank H. Shaw, François Rousset and Ruth G. Shaw

    Version of Record online : 10 MAR 2009, DOI: 10.1111/j.1558-5646.2009.00678.x

  12. Second-order properties of locally stationary processes

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 145–166, Kenichiro Tamaki

    Version of Record online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00605.x

  13. Central limit theorems for nonparametric estimators with real-time random variables

    Journal of Time Series Analysis

    Volume 31, Issue 5, September 2010, Pages: 337–347, Tae Yoon Kim and Zhi-Ming Luo

    Version of Record online : 23 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00668.x

  14. You have free access to this content
    Brittleness of fracture in flowing magma

    Journal of Geophysical Research: Solid Earth (1978–2012)

    Volume 115, Issue B12, December 2010, M. Ichihara and M. B. Rubin

    Version of Record online : 10 DEC 2010, DOI: 10.1029/2010JB007820

  15. Evaluating MT3DMS for Heat Transport Simulation of Closed Geothermal Systems

    Groundwater

    Volume 48, Issue 5, September/October 2010, Pages: 741–756, Jozsef Hecht-Méndez, Nelson Molina-Giraldo, Philipp Blum and Peter Bayer

    Version of Record online : 19 AUG 2010, DOI: 10.1111/j.1745-6584.2010.00678.x

  16. Autoregressive processes with data-driven regime switching

    Journal of Time Series Analysis

    Volume 30, Issue 5, September 2009, Pages: 505–533, Joseph Tadjuidje Kamgaing, Hernando Ombao and Richard A. Davis

    Version of Record online : 21 AUG 2009, DOI: 10.1111/j.1467-9892.2009.00622.x

  17. Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models

    Journal of Time Series Analysis

    Volume 31, Issue 2, March 2010, Pages: 65–75, Yun Gong, Zhouping Li and Liang Peng

    Version of Record online : 28 DEC 2009, DOI: 10.1111/j.1467-9892.2009.00644.x

  18. Bayesian model selection using test statistics

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 71, Issue 1, January 2009, Pages: 143–158, Jianhua Hu and Valen E. Johnson

    Version of Record online : 14 OCT 2008, DOI: 10.1111/j.1467-9868.2008.00678.x

  19. Hyper-spherical and elliptical stochastic cycles

    Journal of Time Series Analysis

    Volume 31, Issue 3, May 2010, Pages: 169–181, Alessandra Luati and Tommaso Proietti

    Version of Record online : 17 MAR 2010, DOI: 10.1111/j.1467-9892.2010.00655.x

  20. Revision and phylogeny of the bee genus Paratetrapedia Moure, with description of a new genus from the Andean Cordillera (Hymenoptera, Apidae, Tapinotaspidini)

    Zoological Journal of the Linnean Society

    Volume 162, Issue 2, June 2011, Pages: 351–442, ANTONIO J. C. AGUIAR and GABRIEL A. R. MELO

    Version of Record online : 27 MAY 2011, DOI: 10.1111/j.1096-3642.2010.00678.x