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51

A Crossvalidatory AIC for Hard Wavelet Thresholding in Spatially Adaptive Function Estimation

Clifford M. Hurvich and Chih-Ling Tsai

Journal:

Year:

1998

Language:

english

File:

PDF, 875 KB

english, 1998

52

Bias of the Corrected |mathromAIC Criterion for Underfitted Regression and time Series Models

Clifford M. Hurvich and Chih-Ling Tsai

Journal:

Year:

1991

Language:

english

File:

PDF, 1.05 MB

english, 1991

53

Improved Estimators of Kullback-Leibler Information for Autoregressive Model Selection in Small Samples

Clifford M. Hurvich, Robert Shumway and Chih-Ling Tsai

Journal:

Year:

1990

Language:

english

File:

PDF, 1.14 MB

english, 1990

54

Relative Rates of Convergence for Efficient Model Selection Criteria in Linear Regression

Clifford M. Hurvich and Chih-Ling Tsai

Journal:

Year:

1995

Language:

english

File:

PDF, 703 KB

english, 1995

55

A Frequency-Domain Median Time Series

Scott L. Zeger and Clifford M. Hurvich

Journal:

Journal of the American Statistical Association

Year:

1987

Language:

english

File:

PDF, 635 KB

english, 1987

56

A Frequency Domain Selection Criterion for Regression With Autocorrelated Errors

Clifford M. Hurvich and Scott L. Zeger

Journal:

Journal of the American Statistical Association

Year:

1990

Language:

english

File:

PDF, 1.21 MB

english, 1990

57

Semiparametric Estimation of Multivariate Fractional Cointegration

Willa W. Chen and Clifford M. Hurvich

Journal:

Journal of the American Statistical Association

Year:

2003

Language:

english

File:

PDF, 1.88 MB

english, 2003

58

Model Selection for Extended Quasi-Likelihood Models in Small Samples

Clifford M. Hurvich and Chih-Ling Tsai

Journal:

Year:

1995

Language:

english

File:

PDF, 708 KB

english, 1995

59

Forecasting and information sharing in supply chains under ARMA demand

Giloni, Avi, Hurvich, Clifford, Seshadri, Sridhar

Journal:

IIE Transactions

Year:

2014

Language:

english

File:

PDF, 641 KB

english, 2014

60

Improved estimators of Kullback–Leibler information for autoregressive model selection in small samples

HURVICH, CLIFFORD M., SHUMWAY, ROBERT, TSAI, CHIH-LING

Journal:

Year:

1990

Language:

english

File:

PDF, 1.33 MB

english, 1990

61

On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series

Chen, Willa W, Hurvich, Clifford M, Lu, Yi

Journal:

Journal of the American Statistical Association

Year:

2006

Language:

english

File:

PDF, 286 KB

english, 2006

62

Assessing the value of demand sharing in supply chains

Kovtun, Vladimir, Giloni, Avi, Hurvich, Clifford

Journal:

Naval Research Logistics (NRL)

Year:

2014

Language:

english

File:

PDF, 254 KB

english, 2014

63

Semiparametric Estimation of Fractional Cointegrating Subspaces

Willa W. Chen and Clifford M. Hurvich

Journal:

The Annals of Statistics

Year:

2006

Language:

english

File:

PDF, 3.04 MB

english, 2006

64

Multiple-Predictor Regressions: Hypothesis Testing

Amihud, Yakov, Hurvich, Clifford M., Wang, Yi

Journal:

Review of Financial Studies

Year:

2009

Language:

english

File:

PDF, 178 KB

english, 2009

65

A Frequency-Domain Median Time Series

Zeger, Scott L., Hurvich, Clifford M.

Journal:

Journal of the American Statistical Association

Year:

1987

Language:

english

File:

PDF, 409 KB

english, 1987

66

Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods

Hurvich, Clifford M.

Journal:

Journal of the American Statistical Association

Year:

1985

Language:

english

File:

PDF, 722 KB

english, 1985

67

A Frequency Domain Selection Criterion for Regression with Autocorrelated Errors

Hurvich, Clifford M., Zeger, Scott L.

Journal:

Journal of the American Statistical Association

Year:

1990

Language:

english

File:

PDF, 872 KB

english, 1990

68

Data-Dependent Spectral Windows: Generalizing the Classical Framework to Include Maximum Entropy Estimates

Hurvich, Clifford M.

Journal:

Year:

1986

Language:

english

File:

PDF, 679 KB

english, 1986

69

LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS

Aue, Alexander, Horváth, Lajos, Hurvich, Clifford, Soulier, Philippe

Journal:

Econometric Theory

Year:

2014

Language:

english

File:

PDF, 266 KB

english, 2014

70

A mean squared error criterion for time series data windows

HURVICH, CLIFFORD M.

Journal:

Year:

1988

Language:

english

File:

PDF, 328 KB

english, 1988

71

Relative rates of convergence for efficient model selection criteria in linear regression

HURVICH, CLIFFORD M., TSAI, CHIN-LING

Journal:

Year:

1995

Language:

english

File:

PDF, 413 KB

english, 1995

72

Semiparametric Estimation of Multivariate Fractional Cointegration

Chen, Willa W, Hurvich, Clifford M

Journal:

Journal of the American Statistical Association

Year:

2003

Language:

english

File:

PDF, 456 KB

english, 2003

73

Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend

Hurvich, Clifford, Lang, Gabriel, Soulier, Philippe

Journal:

Journal of the American Statistical Association

Year:

2005

Language:

english

File:

PDF, 590 KB

english, 2005

74

Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized Volatility

Rohit Deo, Clifford M. Hurvich, Philippe Soulier and Yi Wang

Journal:

Econometric Theory

Year:

2009

Language:

english

File:

PDF, 2.66 MB

english, 2009

75

CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY

Deo, Rohit, Hurvich, Clifford M., Soulier, Philippe, Wang, Yi

Journal:

Econometric Theory

Year:

2009

Language:

english

File:

PDF, 203 KB

english, 2009

76

TESTING FOR LONG MEMORY IN VOLATILITY

Hurvich, Clifford M., Soulier, Philippe

Journal:

Econometric Theory

Year:

2002

Language:

english

File:

PDF, 143 KB

english, 2002

77

Corrigendum to "Estimating Long Memory in Volatility"

Clifford M. Hurvich, Eric Moulines and Philippe Soulier

Journal:

Year:

2008

Language:

english

File:

PDF, 245 KB

english, 2008

78

Score Tests for Heteroscedasticity in Wavelet Regression

Zongwu Cai, Clifford M. Hurvich and Chih-Ling Tsai

Journal:

Year:

1998

Language:

english

File:

PDF, 565 KB

english, 1998

79

Data-Dependent Spectral Windows: Generalizing the Classical Framework to Include Maximum Entropy Estimates

Clifford M. Hurvich

Journal:

Year:

1986

Language:

english

File:

PDF, 867 KB

english, 1986

80

Testing for Long Memory in Volatility

Clifford M. Hurvich and Philippe Soulier

Journal:

Econometric Theory

Year:

2002

Language:

english

File:

PDF, 1.65 MB

english, 2002

81

On the Log Periodogram Regression Estimator of the Memory Parameter in Long Memory Stochastic Volatility Models

Rohit S. Deo and Clifford M. Hurvich

Journal:

Econometric Theory

Year:

2001

Language:

english

File:

PDF, 1.74 MB

english, 2001

82

Estimating Long Memory in Volatility

Clifford M. Hurvich, Eric Moulines and Philippe Soulier

Journal:

Year:

2005

Language:

english

File:

PDF, 3.52 MB

english, 2005

83

Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion

Clifford M. Hurvich, Jeffrey S. Simonoff and Chih-Ling Tsai

Journal:

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

Year:

1998

Language:

english

File:

PDF, 1.72 MB

english, 1998

84

Semiparametric estimation of fractional cointegrating subspaces

Chen, Willa W., Hurvich, Clifford M.

Journal:

The Annals of Statistics

Year:

2006

Language:

english

File:

PDF, 400 KB

english, 2006

85

Series expansions for the all-time maximum of α-stable random walks

Hurvich, Clifford, Reed, Josh

Journal:

Advances in Applied Probability

Year:

2016

Language:

english

File:

PDF, 296 KB

english, 2016

86

Drift in Transaction-Level Asset Price Models

Cao, Wen, Hurvich, Clifford, Soulier, Philippe

Journal:

Journal of Time Series Analysis

Year:

2017

Language:

english

File:

PDF, 647 KB

english, 2017

87

Predictive Regressions: A Reduced-Bias Estimation Method

Amihud, Yakov, Hurvich, Clifford M.

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 315 KB

english, 2003

88

Inventory Policies and Information Sharing: An Efficient Frontier Approach

Caldentey, Rene, Giloni, Avi H., Hurvich, Clifford M.

Journal:

SSRN Electronic Journal

Year:

2019

File:

PDF, 1.43 MB

2019

89

Inventory Policies and Information Sharing: An Efficient Frontier Approach

Caldentey, Rene, Giloni, Avi H., Hurvich, Clifford M.

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 1.43 MB

english, 2019

90

Modeling leverage and long memory in volatility in a pure‐jump process

Hsieh, Meng‐Chen, Hurvich, Clifford, Soulier, Philippe

Journal:

Year:

2019

Language:

english

File:

PDF, 1.25 MB

english, 2019

91

High Breakdown Methods of Time Series Analysis

Tatum, Lawrence G., Hurvich, Clifford M.

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1993

File:

PDF, 848 KB

1993

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