„Multiplicative Error Models“

Suchergebnisse

19 Treffer

• Structural adaptive models in financial econometrics
  Mihoci, Andrija ; Härdle, Wolfgang ; Hautsch, Nikolaus 2012 Humboldt Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
• Transfer learning with high-dimensional multiplicative models: least product relative error estimation approach
  Yang, Rui ; Song, Yunquan
• Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model
  Hautsch, Nikolaus 2007 Univ.-Bibliothek Frankfurt am Main
• Local Adaptive Multiplicative Error Models for High-Frequency Forecasts
  Härdle, Wolfgang ; Hautsch, Nikolaus ; Mihoci, Andrija 2012 Humboldt-Universität zu Berlin
• Testing Multiplicative Error Models Using Conditional Moment Tests
  Hautsch, Nikolaus 2008 Humboldt-Universität zu Berlin
• Adaptive Order FlowForecasting withMultiplicativeError Models
  Härdle, Wolfgang ; Mihoci, Andrija ; Ting, Christopher 2014 Humboldt-Universität zu Berlin
• Capturing Common Components in High-Frequency Financial Time Series
  Hautsch, Nikolaus 2007 Humboldt-Universität zu Berlin
• Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
  Hautsch, Nikolaus ; Jeleskovic, Vahidin 2008 Humboldt-Universität zu Berlin
• Omnibus diagnostic procedures for vector multiplicative errors models
  Meintanis, Simos G. ; Ngatchou-Wandji, Joseph ; Hudecová, Šárka
• Error analysis of finite element and finite volume methods for some viscoelastic fluids
  Lukáčová-Medvid’ová, Mária ; Mizerová, Hana ; She, Bangwei ; Stebel, Jan
• Adaptive order flow forecasting with multiplicative error models
  Mihoci, Andrija ; Ting, Christopher ; Lu, Meng-Jou ; Khowaja, Kainat
• Structural adaptive models in financial econometrics
  Mihoci, Andrija
• A method for mixed additive and multiplicative random error models with inequality constraints in geodesy
  Wang, Leyang ; Chen, Tao
• A class of Minimum Distance Estimators in Markovian Multiplicative Error Models
  Koul, Hira L. ; Perera, Indeewara ; Balakrishna, Narayana
• Penalized relative error estimation of functional multiplicative regression models with locally sparse properties
  Fan, Ruiya ; Zhang, Shuguang ; Wu, Yaohua
• Evaluating Vector Multiplicative Error Models with the Hosking–Ljung–Box Portmanteau Test and Kernel-Based Test Statistics
  Sango, Joël ; Duchesne, Pierre
• Multiplicative regression models with distortion measurement errors
  Zhang, Jun ; Zhu, Junpeng ; Zhou, Yan ; Cui, Xia ; Lu, Tao
• Testing for a constant coefficient of variation in nonparametric regression
  Dette, Holger ; Wieczorek, Gabriele 2007 Universitätsbibliothek Dortmund
• Goodness-of-fit tests for multiplicative models with dependent data
  Dette, Holger ; Juan Carlos, Pardo-Fernandez 2007 Universitätsbibliothek Dortmund