References in zbMATH (referenced in 33 articles , 1 standard article )

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  1. Kuschnig, N., Vashold, L.: BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R (2021) not zbMATH
  2. Alexander Lange, Bernhard Dalheimer, Helmut Herwartz, Simone Maxand: svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis (2020) not zbMATH
  3. Basellini, Ugofilippo; Kjærgaard, Søren; Camarda, Carlo Giovanni: An age-at-death distribution approach to forecast cohort mortality (2020)
  4. Esam Mahdi: portes: An R Package for Portmanteau Tests in Time Series Models (2020) arXiv
  5. Jonas M. B. Haslbeck, Lourens J. Waldorp: mgm: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data (2020) not zbMATH
  6. Maleki, Mohsen; Wraith, Darren; Mahmoudi, Mohammad R.; Contreras-Reyes, Javier E.: Asymmetric heavy-tailed vector auto-regressive processes with application to financial data (2020)
  7. Marina Knight, Kathryn Leeming, Guy Nason, Matthew Nunes: Generalized Network Autoregressive Processes and the GNAR Package (2020) not zbMATH
  8. Boonen, Tim J.; Guillen, Montserrat; Santolino, Miguel: Forecasting compositional risk allocations (2019)
  9. Kovacevic, Raimund M.: Valuation and pricing of electricity delivery contracts: the producer’s view (2019)
  10. SimonBehrendt; ThomasDimpfl; Franziska J.Peter; David J.Zimmermann: RTransferEntropy - Quantifying information flow between different time series using effective transfer entropy (2019) not zbMATH
  11. Hajria, Raja Ben; Khardani, Salah; Raïssi, Hamdi: A power comparison between autocorrelation based tests (2018)
  12. Mair, Patrick: Modern psychometrics with R (2018)
  13. Auda, Hend; Attia, Hend: Comparative ARIMA models for age-specific fertility rates (2017)
  14. Fan, Jianqing; Yao, Qiwei: The elements of financial econometrics (2017)
  15. McLeod, A. I.: Book review of: G. T. Wilson et al., Models for dependent time series. (2017)
  16. Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2016)
  17. Ranković, Vladimir; Drenovak, Mikica; Urosevic, Branko; Jelic, Ranko: Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (2016)
  18. Vijverberg, Chu-Ping C.; Vijverberg, Wim P. M.; Taşpınar, Süleyman: Linking Tukey’s legacy to financial risk measurement (2016)
  19. Çetinkaya, Elçin; Thiele, Aurélie: Data-driven portfolio management with quantile constraints (2015)
  20. Guy J. Abel: fanplot: An R Package for Visualising Sequential Distributions (2015) not zbMATH

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