References in zbMATH (referenced in 11 articles )

Showing results 1 to 11 of 11.
Sorted by year (citations)

  1. Hušková, Marie; Neumeyer, Natalie; Niebuhr, Tobias; Selk, Leonie: Specification testing in nonparametric AR-ARCH models (2019)
  2. Iacus, Stefano M.; Yoshida, Nakahiro: Simulation and inference for stochastic processes with YUIMA. A comprehensive R framework for SDEs and other stochastic processes (2018)
  3. Imbert, Alyssa; Vialaneix, Nathalie: Exploring, handling, imputing and evaluating missing data in statistical analyses: a review of existing approaches (2018)
  4. Stübinger, Johannes; Endres, Sylvia: Pairs trading with a mean-reverting jump-diffusion model on high-frequency data (2018)
  5. Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher: Statistical arbitrage with vine copulas (2018)
  6. Bücher, Axel; Kojadinovic, Ivan: An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures (2016)
  7. Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2016)
  8. Alessandro Cardinali; Guy Nason: Costationarity of Locally Stationary Time Series Using costat (2013) not zbMATH
  9. Adriana Perez, Saijuan Zhang, Victor Kipniss, Laurence S. Freedman, Raymond J. Carroll: Intake_epis_food(): An R Function for Fitting a Bivariate Nonlinear Measurement Error Model to Estimate Usual and Energy Intake for Episodically Consumed Foods (2012) not zbMATH
  10. Garrett Grolemund; Hadley Wickham: Dates and Times Made Easy with lubridate (2011) not zbMATH
  11. Pierre Chaussé: Computing Generalized Method of Moments and Generalized Empirical Likelihood with R (2010) not zbMATH