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Displaying results 1 to 2 of 2.

  1. Regime switching models for directional and linear observations
    Author: Harvey, Andrew C.; Palumbo, Dario
    Published: [2021]
    Publisher:  University of Cambridge, Faculty of Economics, Cambridge

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VSP 1362
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Cambridge working paper in economics ; 2123
    Subjects: Circular data; conditional score; cylinder; hidden Markov model; von Mises distribution; wind
    Scope: 1 Online-Ressource (circa 40 Seiten), Illustrationen
  2. Testing and modelling time series with time varying tails
    Author: Palumbo, Dario
    Published: [2021]
    Publisher:  University of Cambridge, Faculty of Economics, Cambridge

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VSP 1362
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Cambridge working paper in economics ; 2111
    Subjects: Heavy Tailed Distributions; Extreme Events; Score-Driven Models; Tail Index; Lagrange Multiplier Test; Financial Markets
    Scope: 1 Online-Ressource (circa 63 Seiten), Illustrationen