Testing and locating variance changepoints with applications to stock prices (vol 92, pg 738)

被引：0

作者：

Jandhyala, VK ^{[1
]}

Hawkins, DM

Fotopoulos, SB

机构：

[1] Washington State Univ, Dept Pure & Appl Math, Pullman, WA 99164 USA

[2] Washington State Univ, Program Stat, Pullman, WA 99164 USA

[3] Univ Minnesota, Dept Stat, Minneapolis, MN 55455 USA

[4] Washington State Univ, Dept Management, Pullman, WA 99164 USA

[5] Washington State Univ, Program Stat, Pullman, WA 99164 USA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 2002年 / 97卷 / 458期

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：661 / 661

页数：1

共 50 条

[21] Specification and testing of the behavior of network management agents using SDL-92 (vol 4, pg 951, 1996)
Henniger, O
Barbeau, M
Sarikaya, B
IEEE-ACM TRANSACTIONS ON NETWORKING, 1997, 5 (02) : 328 - 328
[22] Testing reminder and motivational telephone calls to increase screening mammography: a randomized study (vol 92, pg 233, 2000)
Taplin
MacLehose
JNCI-JOURNAL OF THE NATIONAL CANCER INSTITUTE, 2000, 92 (08): : 660 - 660
[23] Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach (vol 72, pg 14, 2019)
Mokni, Khaled
Youssef, Manel
QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 2021, 81 : 510 - 510
[24] Interactions between stock prices and exchange rates: An application of multivariate VAR-GARCH model (vol 7, pg 1, 2020)
Charles, O. M.
Ndubuisi, O. C.
Felicia, C. A.
Jonathan, E. O.
Adedoyin, I. L.
Felix, C. A.
COGENT ECONOMICS & FINANCE, 2020, 8 (01):
[25] Perturbed differential inclusion problems with nonadditive L1-perturbations and applications (vol 92, pg 189, 1997)
Ye, JJ
Zhu, QJ
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1999, 103 (01) : 245 - 246
[26] Highly Doped Upconversion Nanoparticles for In Vivo Applications Under Mild Excitation Power (vol 92, pg 10913, 2020)
Li, Du
Wen, Shihui
Kong, Mengya
Liu, Yongtao
Hu, Wei
Shi, Bingyang
Shi, Xiangyang
Jin, Dayong
ANALYTICAL CHEMISTRY, 2021, 93 (32) : 11346 - 11346
[27] Testing for the generalized normal-Laplace distribution with applications (vol 54, pg 3174, 2010)
Meintanis, Simos G.
Tsionas, Efthimios
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2012, 56 (02) : 449 - 449
[28] Testing nonparametric statistical functionals with applications to rank tests (vol 81, pg 71, 1999)
Janssen, A
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2001, 92 (1-2) : 297 - 297
[29] Technology for testing nondeterministic client/server database applications (vol 30, pg 69, 2004)
Hwang, GH
Chang, SJ
Chu, HD
IEEE TRANSACTIONS ON SOFTWARE ENGINEERING, 2004, 30 (04) : 278 - 278
[30] Oxytocin testing and reproductive health: Status and clinical applications (vol 62, pg 55, 2018)
Gruson, Damien
CLINICAL BIOCHEMISTRY, 2019, 66 : 107 - 107

← 1 2 3 4 5 →