E-LIB Suche - Ergebnisse für: De Gooijer, Jan G.

1

Testing nonlinearity of heavy-tailed time series:

De Gooijer, Jan G.
Journal of Applied Statistics. , 2024

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

2

On portmanteau-type tests for nonlinear multivariate time s..:

De Gooijer, Jan G.
Journal of Multivariate Analysis. 195 (2023) - p. 105157 , 2023

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

3

Penalized Averaging of Quantile Forecasts from GARCH Models..:

Gooijer, Jan G. De
Computational Economics. 62 (2022) 1 - p. 407-424 , 2022

Link: https://doi.org/10.1007/..

4

The marginal distribution function of threshold-type proces..:

De Gooijer, Jan G.
Statistics. 56 (2022) 1 - p. 1-33 , 2022

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

5

Kernel-based hidden Markov conditional densities:

De Gooijer, Jan G. ; Henter, Gustav Eje ; Yuan, Ao
Computational Statistics & Data Analysis. 169 (2022) - p. 107431 , 2022

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

6

Asymmetric vector moving average models: estimation and tes..:

De Gooijer, Jan G.
Computational Statistics. 36 (2021) 2 - p. 1437-1460 , 2021

Link: https://doi.org/10.1007/..

7

A multi-step kernel–based regression estimator that adapts ..:

De Gooijer, Jan G. ; Reichardt, Hugo
Communications in Statistics - Theory and Methods. 50 (2020) 24 - p. 6211-6230 , 2020

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

8

Asymmetric Vector Moving Average Models: Estimation and Tes..:

De Gooijer, Jan G.
Computational Statistics (2021). , 2020

Link: https://ssrn.com/abstrac..

9

Penalized Averaging of Parametric and Non-Parametric Quanti..:

De Gooijer, Jan G. ; Zerom, Dawit
Journal of Time Series Econometrics. 12 (2019) 1 - p. , 2019

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

10

Semiparametric quantile averaging in the presence of high-d..:

De Gooijer, Jan G. ; Zerom, Dawit
International Journal of Forecasting. 35 (2019) 3 - p. 891-909 , 2019

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

11

Mean–variance and mean–semivariance portfolio selection: a ..:

Ben Salah, Hanen ; De Gooijer, Jan G. ; Gannoun, Ali.
Financial Markets and Portfolio Management. 32 (2018) 4 - p. 419-436 , 2018

Link: https://doi.org/10.1007/..

12

Periodic autoregressive forecasting of global solar irradia..:

Voyant, Cyril ; De Gooijer, Jan G. ; Notton, Gilles
Solar Energy. 174 (2018) - p. 121-129 , 2018

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

13

Non parametric portmanteau tests for detecting non linearit..:

Gooijer, Jan G. De ; Yuan, Ao
Communications in Statistics - Theory and Methods. 45 (2016) 2 - p. 385-399 , 2016

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

14

Asymptotically Informative Prior for Bayesian Analysis:

Yuan, Ao ; De Gooijer, Jan G.
Communications in Statistics - Theory and Methods. 43 (2014) 14 - p. 3080-3094 , 2014

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

15

Simultaneity and Asymmetry of Returns and Volatilities: The..:

Brännäs, Kurt ; De Gooijer, Jan G. ; Lönnbark, Carl.
Studies in Nonlinear Dynamics & Econometrics. 16 (2012) 1 - p. , 2012

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