References in zbMATH (referenced in 36 articles )

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  1. Ebner, Bruno: On combining the zero bias transform and the empirical characteristic function to test normality (2021)
  2. Kojadinovic, Ivan; Verdier, Ghislain: Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (2021)
  3. Arsalane Chouaib Guidoum, Kamal Boukhetala: Performing Parallel Monte Carlo and Moment Equations Methods for Ito and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc (2020) not zbMATH
  4. Esam Mahdi: portes: An R Package for Portmanteau Tests in Time Series Models (2020) arXiv
  5. Henze, Norbert; Visagie, Jaco: Testing for normality in any dimension based on a partial differential equation involving the moment generating function (2020)
  6. Izhar Asael Alonzo Matamoros, Alicia Nieto-Reyes: An R package for Normality in Stationary Processes (2020) arXiv
  7. Stephan Smeekes, Ines Wilms : bootUR: An R Package for Bootstrap Unit Root Tests (2020) arXiv
  8. Chatfield, Chris; Xing, Haipeng: The analysis of time series. An introduction with R (2019)
  9. David Ardia; Keven Bluteau; Kris Boudt; Leopoldo Catania; Denis-Alexandre Trottier: Markov-Switching GARCH Models in R: The MSGARCH Package (2019) not zbMATH
  10. Ramasubramanian, Karthik; Singh, Abhishek: Machine learning using R. With time series and industry-based use cases in R (2019)
  11. Brown, Jonathon D.: Advanced statistics for the behavioral sciences. A computational approach with R (2018)
  12. Hendrych, Radek; Cipra, Tomáš: Self-weighted recursive estimation of GARCH models (2018)
  13. Iacus, Stefano M.; Yoshida, Nakahiro: Simulation and inference for stochastic processes with YUIMA. A comprehensive R framework for SDEs and other stochastic processes (2018)
  14. Mair, Patrick: Modern psychometrics with R (2018)
  15. Stübinger, Johannes; Endres, Sylvia: Pairs trading with a mean-reverting jump-diffusion model on high-frequency data (2018)
  16. Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher: Statistical arbitrage with vine copulas (2018)
  17. Allison, James S.; Pretorius, Charl: A Monte Carlo evaluation of the performance of two new tests for symmetry (2017)
  18. Nalan Baştürk and Stefano Grassi and Lennart Hoogerheide and Anne Opschoor and Herman van Dijk: The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference (2017) not zbMATH
  19. RESSTE Network; et al.: Analyzing spatio-temporal data with R: everything you always wanted to know -- but were afraid to ask (2017)
  20. Stefano Iacus; Lorenzo Mercuri; Edit Rroji: COGARCH(p, q): Simulation and Inference with the yuima Package (2017) not zbMATH

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