-
1
-
-
0034437579
-
On a perturbation approach for the analysis of stochastic tracking algorithms
-
Aguech, R., Moulines, E. and Priouret, P. (2000). On a perturbation approach for the analysis of stochastic tracking algorithms. SIAM J. Control Optim. 39 872-899.
-
(2000)
SIAM J. Control Optim
, vol.39
, pp. 872-899
-
-
Aguech, R.1
Moulines, E.2
Priouret, P.3
-
2
-
-
0011807465
-
Nonparametric learning with feedback
-
Chen, X. and White, H. (1998). Nonparametric learning with feedback. J. Economic Theory 82 190-222.
-
(1998)
J. Economic Theory
, vol.82
, pp. 190-222
-
-
Chen, X.1
White, H.2
-
3
-
-
47249110057
-
A recursive online algorithm for the estimation of time-varying ARCH parameters
-
Technical report
-
Dahlhaus, R. and Subba Rao, S. (2006). A recursive online algorithm for the estimation of time-varying ARCH parameters. Technical report.
-
(2006)
-
-
Dahlhaus, R.1
Subba Rao, S.2
-
4
-
-
33747154976
-
Statistical inference for time-varying ARCH processes
-
Dahlhaus, R. and Subba Rao, S. (2006). Statistical inference for time-varying ARCH processes. Ann. Statist. 34 1075-1114.
-
(2006)
Ann. Statist
, vol.34
, pp. 1075-1114
-
-
Dahlhaus, R.1
Subba Rao, S.2
-
5
-
-
0028500612
-
Stability of recursive stochastic tracking algorithms
-
Guo, L. (1994). Stability of recursive stochastic tracking algorithms. SIAM J. Control Optim. 32 1195-1225.
-
(1994)
SIAM J. Control Optim
, vol.32
, pp. 1195-1225
-
-
Guo, L.1
-
9
-
-
0011392709
-
Is it really long memory we see in financial returns?
-
P. Embrechts ed, London: Risk Books
-
Mikosch, T. and Stǎricǎ, C. (2000). Is it really long memory we see in financial returns? In P. Embrechts (ed.), Extremes and Integrated Risk Management, pp. 439-459. London: Risk Books.
-
(2000)
Extremes and Integrated Risk Management
, pp. 439-459
-
-
Mikosch, T.1
Stǎricǎ, C.2
-
10
-
-
12144287086
-
Non-stationarities in financial time series, the long-range dependence and the IGARCH effects
-
Mikosch, T. and Stiricǎ, C. (2004). Non-stationarities in financial time series, the long-range dependence and the IGARCH effects. Rev. Econometrics Statist. 86 378-390.
-
(2004)
Rev. Econometrics Statist
, vol.86
, pp. 378-390
-
-
Mikosch, T.1
Stiricǎ, C.2
-
11
-
-
33644917699
-
On recursive estimation for locally stationary time varying autoregressive rocesses
-
Moulines, E., Priouret, P. and Roueff, F. (2005). On recursive estimation for locally stationary time varying autoregressive rocesses. Ann. Statist. 33 2610-2654.
-
(2005)
Ann. Statist
, vol.33
, pp. 2610-2654
-
-
Moulines, E.1
Priouret, P.2
Roueff, F.3
-
12
-
-
33751178608
-
T second order properties of a time series recursion
-
Solo, V. (1981). T second order properties of a time series recursion. Ann. Statist. 9 307-317.
-
(1981)
Ann. Statist
, vol.9
, pp. 307-317
-
-
Solo, V.1
-
14
-
-
33846963859
-
On some nonstationary, nonlinear random processes and their stationary approximations
-
Subba Rao, S. (2004). On some nonstationary, nonlinear random processes and their stationary approximations. Adv. in Appl. Probab. 38 1155-1172.
-
(2004)
Adv. in Appl. Probab
, vol.38
, pp. 1155-1172
-
-
Subba Rao, S.1
-
15
-
-
0039222618
-
Parametric statistical estimation using artifical neural networks
-
P. Smolensky, M. Mozer and D. Rumelhart eds, Hillsdale, NJ: Lawrence Erlbaum Associates
-
White, H. (1996). Parametric statistical estimation using artifical neural networks. In P. Smolensky, M. Mozer and D. Rumelhart (eds), Mathematical Perspectives on Neural Networks, pp. 719-775. Hillsdale, NJ: Lawrence Erlbaum Associates.
-
(1996)
Mathematical Perspectives on Neural Networks
, pp. 719-775
-
-
White, H.1
|