E-LIB Suche - Ergebnisse für: Psaradakis, Zacharias

1

Markov-Switching Models with State-Dependent Time-Varying T..:

Psaradakis, Zacharias ; Sola, Martin
Econometrics and Statistics. 29 (2024) - p. 49-63 , 2024

2

Bayesian Estimation of the Stress-Strength Reliability Base..:

Ezmareh, Zahra Karimi ; Yari, Gholamhossein ; Psaradakis, Zacharias
Journal of Probability and Statistics. 2023 (2023) - p. 1-14 , 2023

Link: https://doi.org/10.1155/..

3

Hybrid Model for Stock Market Volatility:

Agyarko, Kofi ; Frempong, Nana Kena ; Wiah, Eric Neebo.
Journal of Probability and Statistics. 2023 (2023) - p. 1-10 , 2023

Link: https://doi.org/10.1155/..

4

On testing for bubbles during hyperinflations:

Morita, Rubens ; Psaradakis, Zacharias ; Sola, Martin.
Studies in Nonlinear Dynamics & Econometrics. 28 (2023) 1 - p. 25-37 , 2023

Link: https://doi.org/10.1515/..

5

Rational bubbles: Too many to be true?:

Caravello, Tomas E. ; Psaradakis, Zacharias ; Sola, Martin
Journal of Economic Dynamics and Control. 151 (2023) - p. 104666 , 2023

Link: https://doi.org/10.1016/..

6

Flexible Lévy-Based Models for Time Series of Count Data wi..:

Kollie, Confort ; Ngare, Philip ; Malenje, Bonface.
Journal of Probability and Statistics. 2023 (2023) - p. 1-18 , 2023

Link: https://doi.org/10.1155/..

7

Exponentially Generated Modified Chen Distribution with App..:

Kabiru Abidemi, Awopeju ; Abiodun, Alfred A. ; Psaradakis, Zacharias
Journal of Probability and Statistics. 2023 (2023) - p. 1-25 , 2023

Link: https://doi.org/10.1155/..

8

Nonstationary Generalised Autoregressive Conditional Hetero..:

Clerk, Luke De ; Savel'ev, Sergey ; Psaradakis, Zacharias
Journal of Probability and Statistics. 2022 (2022) - p. 1-19 , 2022

Link: https://doi.org/10.1155/..

9

Maximum Likelihood Estimation in Markov Regime‐Switching Mo..:

Pouzo, Demian ; Psaradakis, Zacharias ; Sola, Martin
Econometrica. 90 (2022) 4 - p. 1681-1710 , 2022

Link: https://doi.org/10.3982/..

10

Using Triples to Assess Symmetry Under Weak Dependence:

Psaradakis, Zacharias ; Vávra, Marián
Journal of Business & Economic Statistics. 40 (2021) 4 - p. 1538-1551 , 2021

Link: https://doi.org/10.1080/..

11

An Empirical Likelihood Ratio-Based Omnibus Test for Normal..:

Marange, Chioneso Show ; Qin, Yongsong ; Psaradakis, Zacharias
Journal of Probability and Statistics. 2021 (2021) - p. 1-18 , 2021

Link: https://doi.org/10.1155/..

12

Bootstrap-assisted tests of symmetry for dependent data:

Psaradakis, Zacharias ; Vávra, Marián
Journal of Statistical Computation and Simulation. 89 (2019) 7 - p. 1203-1226 , 2019

Link: https://doi.org/10.1080/..

13

Normality tests for dependent data: large-sample and bootst..:

Psaradakis, Zacharias ; Vávra, Marián
Communications in Statistics - Simulation and Computation. 49 (2018) 2 - p. 283-304 , 2018

Link: https://doi.org/10.1080/..

14

A distance test of normality for a wide class of stationary..:

Psaradakis, Zacharias ; Vávra, Marián
Econometrics and Statistics. 2 (2017) - p. 50-60 , 2017

Link: https://doi.org/10.1016/..

15

Portmanteau tests for linearity of stationary time series:

Psaradakis, Zacharias ; Vávra, Marián
Econometric Reviews. 38 (2017) 2 - p. 248-262 , 2017

Link: https://doi.org/10.1080/..