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References in zbMATH (referenced in 35 articles )

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  1. Arachchige, Chandima N. P. G.; Prendergast, Luke A.; Staudte, Robert G.: Robust analogs to the coefficient of variation (2022)
  2. Karling, M. J.; Lopes, S. R. C.; de Souza, R. M.: A Bayesian approach for estimating the parameters of an (\alpha)-stable distribution (2021)
  3. Nordhausen, Klaus; Fischer, Gregor; Filzmoser, Peter: Blind source separation for compositional time series (2021)
  4. Sun, Zequn; Fisher, Thomas J.: Testing for correlation between two time series using a parametric bootstrap (2021)
  5. Zhang, Yongli; Rolling, Craig; Yang, Yuhong: Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (2021)
  6. Zhao, Xin; Barber, Stuart; Taylor, Charles C.; Milan, Zoka: Interval forecasts based on regression trees for streaming data (2021)
  7. Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica: Fractional Erlang queues (2020)
  8. Arratia, Argimiro; Dorador, Albert: On the efficacy of stop-loss rules in the presence of overnight gaps (2019)
  9. Hušková, Marie; Neumeyer, Natalie; Niebuhr, Tobias; Selk, Leonie: Specification testing in nonparametric AR-ARCH models (2019)
  10. Nagler, T.; Bumann, C.; Czado, C.: Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (2019)
  11. Sánchez-Espigares, José A.; Grima, Pere; Marco-Almagro, Lluís: Graphical comparison of normality tests for unimodal distribution data (2019)
  12. Davis, Richard A.; Drees, Holger; Segers, Johan; Warchoł, Michał: Inference on the tail process with application to financial time series modeling (2018)
  13. Ebner, Bruno; Klar, Bernhard; Meintanis, Simos G.: Fourier inference for stochastic volatility models with heavy-tailed innovations (2018)
  14. Stübinger, Johannes; Endres, Sylvia: Pairs trading with a mean-reverting jump-diffusion model on high-frequency data (2018)
  15. Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher: Statistical arbitrage with vine copulas (2018)
  16. Machalová, J.; Hron, K.; Monti, G. S.: Preprocessing of centred logratio transformed density functions using smoothing splines (2016)
  17. Mirzaei Talarposhti, Fatemeh; Javedani Sadaei, Hossein; Enayatifar, Rasul; Gadelha Guimarães, Frederico; Mahmud, Maqsood; Eslami, Tayyebeh: Stock market forecasting by using a hybrid model of exponential fuzzy time series (2016)
  18. Schlägel, Ulrike E.; Lewis, Mark A.: A framework for analyzing the robustness of movement models to variable step discretization (2016)
  19. Chen, Yining: Semiparametric time series models with log-concave innovations: maximum likelihood estimation and its consistency (2015)
  20. Jiménez-Gamero, M. Dolores; Kim, Hyoung-Moon: Fast goodness-of-fit tests based on the characteristic function (2015)

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