2

Robust tests of the random walk hypothesis

Year:
2004
Language:
english
File:
PDF, 153 KB
english, 2004
4

Generalization of the Kolmogorov-Smirnov test

Year:
1997
Language:
english
File:
PDF, 431 KB
english, 1997
5

A remark on the recursive estimation of ARMA order

Year:
1985
Language:
english
File:
PDF, 98 KB
english, 1985
7

Heteroscedasticity-robust estimation of autocorrelation

Year:
2018
Language:
english
File:
PDF, 995 KB
english, 2018
8

Macroeconomic imbalances and structural change in the EMU

Year:
2018
Language:
english
File:
PDF, 1.85 MB
english, 2018
11

Use of Phase for the Detection of Hidden Periodicites

Year:
1995
Language:
english
File:
PDF, 338 KB
english, 1995
12

On the asymptotic behavior of Akaike's BIC

Year:
1996
Language:
english
File:
PDF, 233 KB
english, 1996
13

Approximating the Bayes factor

Year:
1996
Language:
english
File:
PDF, 248 KB
english, 1996
15

Analysis of Austrian stocks: Testing for stability and randomness

Year:
1991
Language:
english
File:
PDF, 750 KB
english, 1991
18

TESTING FOR WHITE NOISE AGAINST MULTIMODAL SPECTRAL ALTERNATIVES

Year:
1992
Language:
english
File:
PDF, 266 KB
english, 1992
19

Testing for cycles in multiple time series

Year:
2010
Language:
english
File:
PDF, 624 KB
english, 2010
20

Is the GNP fractionally integrated?

Year:
1994
Language:
english
File:
PDF, 523 KB
english, 1994
24

Detecting fuzzy periodic patterns in futures spreads

Year:
2014
Language:
english
File:
PDF, 368 KB
english, 2014
25

Detecting synchronous cycles in financial time series of unequal length

Year:
2013
Language:
english
File:
PDF, 8.70 MB
english, 2013
26

Adaptive Test for White Noise

Year:
1989
Language:
english
File:
PDF, 547 KB
english, 1989
27

Robust testing for stationarity of global surface temperature

Year:
2013
Language:
english
File:
PDF, 220 KB
english, 2013
33

Prediction with vague prior knowledge

Year:
1996
Language:
english
File:
PDF, 270 KB
english, 1996
34

Amendments and Corrections

Year:
1992
File:
PDF, 22 KB
1992
35

Length tests for goodness of fit

Year:
1991
Language:
english
File:
PDF, 417 KB
english, 1991
36

Adaptive test for white noise

Year:
1989
Language:
english
File:
PDF, 266 KB
english, 1989
39

IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION

Year:
1999
Language:
english
File:
PDF, 294 KB
english, 1999
40

Length Tests for Goodness of Fit

Year:
1991
Language:
english
File:
PDF, 984 KB
english, 1991
41

Amendments and Corrections: Length Tests for Goodness of Fit

Year:
1992
Language:
english
File:
PDF, 165 KB
english, 1992
42

Improved Estimation of the Expected Kullback-Leibler Discrepancy in Case of Misspecification

Year:
1999
Language:
english
File:
PDF, 1.04 MB
english, 1999
46

The Bimodality Principle

Year:
2001
Language:
english
File:
PDF, 883 KB
english, 2001