Detecting fuzzy periodic patterns in futures spreads

Author： Reschenhofer Erhard   Ploberger Werner   Lehecka Georg  

Publisher： Springer Publishing Company

ISSN： 0932-5026

Source： Statistical Papers, Vol.55, Iss.2, 2014-05, pp. : 487-496

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Detecting and removing outlier(s) in electromyographic gait-related patterns

By Vera Miler Jerkovic  

Journal of Applied Statistics, Vol. 40, Iss. 6, 2013-06 ,pp. : 1319-1332

Taylor & Francis Ltd

Access to resources Recommend Favorite

New robust estimators for detecting non-random patterns in multivariate control charts: a simulation approach

By Pan Jeh-Nan   Chen Sheau-Chiann  

Journal of Statistical Computation and Simulation, Vol. 81, Iss. 3, 2011-03 ,pp. : 289-300

Taylor & Francis Ltd

Access to resources Recommend Favorite

Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model

By Chang Jung Hsien  

Journal of Applied Statistics, Vol. 37, Iss. 3, 2010-03 ,pp. : 359-374

Taylor & Francis Ltd

Access to resources Recommend Favorite

Survey design for detecting patches

By Barry Mike Nicholson   Jon  

Journal of Applied Statistics, Vol. 23, Iss. 2-3, 1996-06 ,pp. : 361-368

Taylor & Francis Ltd

Access to resources Recommend Favorite

Detecting Outliers in Gamma Distribution

By Nooghabi M. Jabbari  

Communications in Statistics: Theory and Methods, Vol. 39, Iss. 4, 2010-01 ,pp. : 698-706

Taylor & Francis Ltd

Access to resources Recommend Favorite