Publisher： John Wiley & Sons Inc
E-ISSN： 1467-9892|36|5|687-705
ISSN： 0143-9782
Source： JOURNAL OF TIME SERIES ANALYSIS, Vol.36, Iss.5, 2015-09, pp. : 687-705
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Statistical properties of the sample semi-variance
By Bond Shaun A. Satchell Stephen E.
Applied Mathematical Finance, Vol. 9, Iss. 4, 2002-12 ,pp. :
Access to resources
Recommend
Statistical tests for fuzzy data
Fuzzy Sets and Systems, Vol. 72, Iss. 1, 1995-05 ,pp. :
Ratio test to detect change in the variance of linear process
By Zhao Wenzhi
Statistics, Vol. 45, Iss. 2, 2011-04 ,pp. :
A numerical-statistical estimate for a particle flux with finite variance
By Mikhailov G.
Doklady Mathematics, Vol. 86, Iss. 3, 2012-11 ,pp. :
Generalized statistical mechanics of cosmic rays
By Beck C.
Physica A, Vol. 331, Iss. 1, 2004-01 ,pp. :