REVISTA

COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION

ISSN: 0361-0918 Frecuencia: 10 Formato: Impresa

Tablas de contenido

9 artículos asociados

Volumen 38 Número 5 Parte 0 Año 2009

Confidence Regions Based on Edgeworth Expansion	Solicitud
Jan Vrbik
Pág. 1004 - 1018

A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models	Solicitud
Lili Tian; Changxing Ma; Albert Vexler
Pág. 1026 - 1036

Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks	Solicitud
Olivier Darn
Pág. 1037 - 1050

A Meta Analytic Approach to Testing for Panel Cointegration	Solicitud
Christoph Hanck
Pág. 1051 - 1070

Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes	Solicitud
Olha Bodnar
Pág. 919 - 938

Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk	Solicitud
Marco Bee
Pág. 939 - 960

Simultaneous Logit-Based Confidence Intervals for Odds Ratios in 2 k Classification Tables with a Fixed Reference Level	Solicitud
Melinda H. Mccann; Joshua M. Tebbs
Pág. 961 - 975

Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions	Solicitud
B. Tarami; Z. Khodadadi
Pág. 976 - 989

A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains	Solicitud
D. G. Chen; Y. L. Lio
Pág. 990 - 1003