Search results for "Heteroskedasticity"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
54	Sebastian Jaimungal, Eddie K. H. Ng	Kernel-Based Copula Processes.	ECML/PKDD (1)	2009	DBLP DOI BibTeX RDF	Heteroskedasticity, Financial Derivatives, Risk Management, Kernel Methods, Maximum Likelihood Estimation, Time-Series Analysis, Gaussian Processes, Copula
54	Balaji Krithikaivasan, Yong Zeng, Kaushik Deka, Deep Medhi	ARCH-based traffic forecasting and dynamic bandwidth provisioning for periodically measured nonstationary traffic.	IEEE/ACM Trans. Netw.	2007	DBLP DOI BibTeX RDF	autoregressive conditional heteroskedasticity, heavy-tailedness, nonstationary traffic, probability-hop forecasting, bandwidth provisioning
26	Yuanqing Zhang, Chunrong Ai, Yaqin Feng	Threshold effect in varying coefficient models with unknown heteroskedasticity.	Comput. Stat.	2024	DBLP DOI BibTeX RDF
26	Yansong Wang, Nathan Routledge, Yanzheng Zhao, Dingguo Zhang	Online Muscle Activation Onset Detection Using Likelihood of Conditional Heteroskedasticity of Electromyography Signals.	IEEE Trans. Biomed. Eng.	2024	DBLP DOI BibTeX RDF
26	Kai Y. K. Wang, Cathy W. S. Chen, Mike K. P. So	Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis.	Comput. Stat. Data Anal.	2023	DBLP DOI BibTeX RDF
26	Yuanqing Zhang, Hong Li, Yaqin Feng	Inference for partially linear additive higher-order spatial autoregressive model with spatial autoregressive error and unknown heteroskedasticity.	Commun. Stat. Simul. Comput.	2023	DBLP DOI BibTeX RDF
26	Václav Adamec, Eric P. Smith	Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances.	Commun. Stat. Simul. Comput.	2023	DBLP DOI BibTeX RDF
26	Björn Bokelmann, Stefan Lessmann	The impact of heteroskedasticity on uplift modeling.	CoRR	2023	DBLP DOI BibTeX RDF
26	Chen Liu, Chao Wang, Minh-Ngoc Tran, Robert Kohn	Realized recurrent conditional heteroskedasticity model for volatility modelling.	CoRR	2023	DBLP DOI BibTeX RDF
26	Salman Mohamadi, Donald A. Adjeroh	Heteroskedasticity as a Signature of Association for Age-Related Genes.	BIBM	2023	DBLP DOI BibTeX RDF
26	Joshua Agterberg, Zachary Lubberts, Carey E. Priebe	Entrywise Estimation of Singular Vectors of Low-Rank Matrices With Heteroskedasticity and Dependence.	IEEE Trans. Inf. Theory	2022	DBLP DOI BibTeX RDF
26	Zexuan Yin, Paolo Barucca	Neural Generalised AutoRegressive Conditional Heteroskedasticity.	CoRR	2022	DBLP BibTeX RDF
26	Anikait Singh, Aviral Kumar, Quan Vuong, Yevgen Chebotar, Sergey Levine	Offline RL With Realistic Datasets: Heteroskedasticity and Support Constraints.	CoRR	2022	DBLP DOI BibTeX RDF
26	Joshua K. Behne, Galen Reeves	Fundamental limits for rank-one matrix estimation with groupwise heteroskedasticity.	AISTATS	2022	DBLP BibTeX RDF
26	Thomas H. Johnson, John T. Haman, Heather Wojton, Laura J. Freeman	Circular prediction regions for miss distance models under heteroskedasticity.	Qual. Reliab. Eng. Int.	2021	DBLP DOI BibTeX RDF
26	Joshua K. Behne, Galen Reeves	Rank-one matrix estimation with groupwise heteroskedasticity.	CoRR	2021	DBLP BibTeX RDF
26	Nataliia Kuznietsova, Petro Bidyuk	Heteroskedasticity Models for Financial Processes Modelling and Forecasting.	DSMP	2020	DBLP DOI BibTeX RDF
26	Xinping Xiao, Meng Jiang, Jianghui Wen, Chaozhong Wu	A novel car-following model considering conditional heteroskedasticity of acceleration fluctuation and driving force.	J. Intell. Fuzzy Syst.	2018	DBLP DOI BibTeX RDF
26	Ludmyla Malyarets, Katerina Kovaleva, Irina Lebedeva, Ievgeniia Misiura, Oleksandr Dorokhov	The Heteroskedasticity Test Implementation for Linear Regression Model Using MATLAB.	Informatica (Slovenia)	2018	DBLP DOI BibTeX RDF
26	Balázs Csanád Csáji	Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models.	CoRR	2018	DBLP BibTeX RDF
26	Chinmoy Paul, Gajendra K. Vishwakarma	Back propagation neural networks and multiple regressions in the case of heteroskedasticity.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
26	Cathy W. S. Chen, Khemmanant Khamthong, Sangyeol Lee	Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression.	Robustness in Econometrics	2017	DBLP DOI BibTeX RDF
26	Zhongyuan Wang 0001, Ruimin Hu, Junjun Jiang, Zhen Han, Zhenfeng Shao	Heteroskedasticity tuned mixed-norm sparse regularization for face hallucination.	Multim. Tools Appl.	2016	DBLP DOI BibTeX RDF
26	Balázs Csanád Csáji	Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models.	AISTATS	2016	DBLP BibTeX RDF
26	Yin Wang, Mario Sznaier, Octavia I. Camps, Felipe M. Pait	Identification of a class of generalized autoregressive conditional heteroskedasticity (GARCH) models with applications to covariance propagation.	CDC	2015	DBLP DOI BibTeX RDF
26	Jeroen V. K. Rombouts, Lars Stentoft	Bayesian option pricing using mixed normal heteroskedasticity models.	Comput. Stat. Data Anal.	2014	DBLP DOI BibTeX RDF
26	Eugene Kouassi, Mbodja Mougoué, Joel Sango, Jean Marcelin Bosson Brou, Claude M. O. Amba, Afeez Adebare Salisu	Testing for heteroskedasticity and spatial correlation in a two way random effects model.	Comput. Stat. Data Anal.	2014	DBLP DOI BibTeX RDF
26	Cathy W. S. Chen, Richard Gerlach	Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity.	Comput. Stat.	2013	DBLP DOI BibTeX RDF
26	Mika Meitz, Pentti Saikkonen	Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity.	J. Multivar. Anal.	2013	DBLP DOI BibTeX RDF
26	Marwa Hassan, Mohammed Hossny, Saeid Nahavandi, Douglas C. Creighton	Quantifying Heteroskedasticity Using Slope of Local Variances Index.	UKSim	2013	DBLP DOI BibTeX RDF
26	Marwa Hassan, Mohammed Hossny, Saeid Nahavandi, Douglas C. Creighton	Quantifying Heteroskedasticity via Binary Decomposition.	UKSim	2013	DBLP DOI BibTeX RDF
26	Marwa Hassan, Mohammed Hossny, Saeid Nahavandi, Douglas C. Creighton	Heteroskedasticity Variance Index.	UKSim	2012	DBLP DOI BibTeX RDF
26	Jean-Marie Dufour, Abderrahim Taamouti	Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form.	Comput. Stat. Data Anal.	2010	DBLP DOI BibTeX RDF
26	Verônica M. C. Lima, Tatiene C. Souza, Francisco Cribari-Neto, Gilênio B. Fernandes	Heteroskedasticity-Robust Inference in Linear Regressions.	Commun. Stat. Simul. Comput.	2010	DBLP DOI BibTeX RDF
26	José Luis Aznarte, José Manuel Benítez	Testing for Heteroskedasticity of the Residuals in Fuzzy Rule-Based Models.	IEA/AIE (2)	2010	DBLP DOI BibTeX RDF
26	Badi H. Baltagi, Seuck Heun Song, Jae Hyeok Kwon	Testing for heteroskedasticity and spatial correlation in a random effects panel data model.	Comput. Stat. Data Anal.	2009	DBLP DOI BibTeX RDF
26	Shuangzhe Liu, Heinz Neudecker	On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity.	Math. Comput. Simul.	2009	DBLP DOI BibTeX RDF
26	Jiro Hodoshima, Masakazu Ando	A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models.	Commun. Stat. Simul. Comput.	2008	DBLP DOI BibTeX RDF
26	Luc Bauwens, Christian M. Hafner, Jeroen V. K. Rombouts	Multivariate mixed normal conditional heteroskedasticity.	Comput. Stat. Data Anal.	2007	DBLP DOI BibTeX RDF
26	Carole Siani, Christian de Peretti	Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models.	Comput. Stat. Data Anal.	2007	DBLP DOI BibTeX RDF
26	Miin-Jye Wen, Shun-Yi Chen, Hubert J. Chen	On testing a subset of regression parameters under heteroskedasticity.	Comput. Stat. Data Anal.	2007	DBLP DOI BibTeX RDF
26	Dennis Oberhelman, Rao Kadiyala	A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity.	Commun. Stat. Simul. Comput.	2007	DBLP DOI BibTeX RDF
26	Jiro Hodoshima, Masakazu Ando	The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors.	Commun. Stat. Simul. Comput.	2007	DBLP DOI BibTeX RDF
26	L. G. Godfrey	Tests for regression models with heteroskedasticity of unknown form.	Comput. Stat. Data Anal.	2006	DBLP DOI BibTeX RDF
26	Pierre Duchesne	Testing for multivariate autoregressive conditional heteroskedasticity using wavelets.	Comput. Stat. Data Anal.	2006	DBLP DOI BibTeX RDF
26	L. G. Godfrey, A. R. Tremayne	The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models.	Comput. Stat. Data Anal.	2005	DBLP DOI BibTeX RDF
26	Francisco Cribari-Neto	Asymptotic inference under heteroskedasticity of unknown form.	Comput. Stat. Data Anal.	2004	DBLP DOI BibTeX RDF
26	Emmanuel Flachaire	Bootstrapping heteroskedasticity consistent covariance matrix estimator.	Comput. Stat.	2002	DBLP DOI BibTeX RDF
26	James B. McDonald, James V. Hansen	An application and comparison of some flexible parametric and semiparametric qualitative-response models with heteroskedasticity.	Int. J. Syst. Sci.	2000	DBLP DOI BibTeX RDF
22	Ralf Östermark	Genetic hybrid tuning of VARMAX and state space algorithms.	Soft Comput.	2010	DBLP DOI BibTeX RDF	VARMAX processes, Artificial intelligence, Hybrid models, State space modelling, Parametric search
22	Wanyu Deng, Qinghua Zheng, Lin Chen 0005	Regularized Extreme Learning Machine.	CIDM	2009	DBLP DOI BibTeX RDF
22	Chaoba Nikkie Anand, Caterina M. Scoglio, Balasubramaniam Natarajan	GARCH - non-linear time series model for traffic modeling and prediction.	NOMS	2008	DBLP DOI BibTeX RDF
22	Jian-ping Qiu, Lichao Chen, Yingjun Zhang	A Prediction Algorithm Based on Time Series Analysis.	ISNN (2)	2008	DBLP DOI BibTeX RDF	Semantic Web of Trust, CLRM, VAR-GARCH, Time Series Analysis
22	Jian-ping Qiu, Li-Chao Chen	Trust Management for Semantec Web.	CSSE (3)	2008	DBLP DOI BibTeX RDF
22	Fulufhelo V. Nelwamondo, Tshilidzi Marwala	Handling Missing Data from Heteroskedastic and Nonstationary Data.	ISNN (1)	2007	DBLP DOI BibTeX RDF
22	André Alves Portela Santos, Leandro dos Santos Coelho	Neural Networks, Fuzzy System, and Linear Models in Forecasting Exchange Rates: Comparison and Case Studies.	IJCNN	2006	DBLP DOI BibTeX RDF
22	José Miguel Hernández-Lobato, Alberto Suárez 0001	Competitive and Collaborative Mixtures of Experts for Financial Risk Analysis.	ICANN (2)	2006	DBLP DOI BibTeX RDF
22	Paul Merlin, Bertrand Maillet	Completing Hedge Fund Missing Net Asset Values Using Kohonen Maps and Constrained Randomization.	ICANN (2)	2005	DBLP DOI BibTeX RDF
22	M. Serdar Yümlü, Fikret S. Gürgen, Nesrin Okay	Financial Time Series Prediction Using Mixture of Experts.	ISCIS	2003	DBLP DOI BibTeX RDF