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Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests
Paresh Kumar Narayan
, and
Russell Smyth
.
Journal of International Financial Markets, Institutions and Money
17(2):152--166
(
April 2007
)
Paresh Kumar Narayan
, and
Russell Smyth
.
Journal of International Financial Markets, Institutions and Money
17(2):152--166
(
April 2007
)
5 years and a month ago
by
smicha
1
Random
walk
Random
walk
(0)
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DOI
TeX
A model of random matching and price formation
Klaus Kultti
.
European Economic Review
44(10):1841--1856
(
December 2000
)
Klaus Kultti
.
European Economic Review
44(10):1841--1856
(
December 2000
)
5 years and a month ago
by
smicha
1
Random
matching
Random
matching
(0)
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DOI
TeX
A note on a Kolmogorov inequality
Dean M. Young
,
John W. Seaman
, and
Virgil R. Marco
.
Statistics \& Probability Letters
5(3):217--218
(
April 1987
)
Dean M. Young
,
John W. Seaman
, and
Virgil R. Marco
.
Statistics \& Probability Letters
5(3):217--218
(
April 1987
)
5 years and a month ago
by
smicha
1
binomial
random
variable
binomial
random
variable
(0)
URL
DOI
TeX
Bayesian variable sampling plans for the exponential distribution with uniformly distributed random censoring
Lam Yeh
, and
S. T. B. Choy
.
Journal of Statistical Planning and Inference
47(3):277--293
(
Oct 15, 1995
)
Lam Yeh
, and
S. T. B. Choy
.
Journal of Statistical Planning and Inference
47(3):277--293
(
Oct 15, 1995
)
5 years and a month ago
by
smicha
1
Random
censoring
Random
censoring
(0)
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DOI
TeX
The inverse and determinant of a 2 × 2 uniformly distributed random matrix
R. C. Williamson
, and
T. Downs
.
Statistics \& Probability Letters
7(2):167--170
(
September 1988
)
R. C. Williamson
, and
T. Downs
.
Statistics \& Probability Letters
7(2):167--170
(
September 1988
)
5 years and a month ago
by
smicha
1
determinant
random
determinant
random
(0)
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DOI
TeX
On empirical Bayes estimation of variance components in random effects model
Laisheng Wei
, and
Xiao Ding
.
Journal of Statistical Planning and Inference
123(2):347--364
(
Jul 1, 2004
)
Laisheng Wei
, and
Xiao Ding
.
Journal of Statistical Planning and Inference
123(2):347--364
(
Jul 1, 2004
)
5 years and a month ago
by
smicha
1
Random
effects
model
Random
effects
model
(0)
URL
DOI
TeX
On randomness, determinism and computability
Edward J. Wegman
.
Journal of Statistical Planning and Inference
20(3):279--294
(
1988
)
Edward J. Wegman
.
Journal of Statistical Planning and Inference
20(3):279--294
(
1988
)
5 years and a month ago
by
smicha
1
Random
Random
(0)
URL
DOI
TeX
Derivations of the compound Poisson distribution and process
Y. H. Wang
, and
Shuixin Ji
.
Statistics \& Probability Letters
18(1):1--7
(
Aug 30, 1993
)
Y. H. Wang
, and
Shuixin Ji
.
Statistics \& Probability Letters
18(1):1--7
(
Aug 30, 1993
)
5 years and a month ago
by
smicha
1
Sum
of
random
variables
Sum
of
random
variables
(0)
URL
DOI
TeX
On compound Poisson approximation for sums of random variables
P. Vellaisamy
, and
B. Chaudhuri
.
Statistics \& Probability Letters
41(2):179--189
(
Jan 15, 1999
)
P. Vellaisamy
, and
B. Chaudhuri
.
Statistics \& Probability Letters
41(2):179--189
(
Jan 15, 1999
)
5 years and a month ago
by
smicha
1
Sums
dependent
of
random
variables
Sums
dependent
of
random
variables
(0)
URL
DOI
TeX
On the lower bound of the number of real roots of a random algebraic equation
Takashi Uno
.
Statistics \& Probability Letters
30(2):157--163
(
Oct 15, 1996
)
Takashi Uno
.
Statistics \& Probability Letters
30(2):157--163
(
Oct 15, 1996
)
5 years and a month ago
by
smicha
1
Random
algebraic
equations
Random
algebraic
equations
(0)
URL
DOI
TeX
A generalized law of the iterated logarithm
R. J. Tomkins
.
Statistics \& Probability Letters
10(1):9--15
(
June 1990
)
R. J. Tomkins
.
Statistics \& Probability Letters
10(1):9--15
(
June 1990
)
5 years and a month ago
by
smicha
1
Sums
independent
of
random
variables
Sums
independent
of
random
variables
(0)
URL
DOI
TeX
Refinements of Kolmogorov's law of the iterated logarithm
R. J. Tomkins
.
Statistics \& Probability Letters
14(4):321--325
(
Jul 17, 1992
)
R. J. Tomkins
.
Statistics \& Probability Letters
14(4):321--325
(
Jul 17, 1992
)
5 years and a month ago
by
smicha
1
Sums
independent
of
random
variables
Sums
independent
of
random
variables
(0)
URL
DOI
TeX
Rates of convergence for tail series
R. J. Tomkins
.
Journal of Statistical Planning and Inference
43(1-2):77--85
(
January 1995
)
R. J. Tomkins
.
Journal of Statistical Planning and Inference
43(1-2):77--85
(
January 1995
)
5 years and a month ago
by
smicha
1
Independent
random
variables
Independent
random
variables
(0)
URL
DOI
TeX
One-sided confidence intervals on nonnegative sums of variance components
Naitee Ting
,
Richard K. Burdick
,
Franklin A. Graybill
, and
Rongde Gui
.
Statistics \& Probability Letters
8(2):129--135
(
June 1989
)
Naitee Ting
,
Richard K. Burdick
,
Franklin A. Graybill
, and
Rongde Gui
.
Statistics \& Probability Letters
8(2):129--135
(
June 1989
)
5 years and a month ago
by
smicha
1
model
random
model
random
(0)
URL
DOI
TeX
An eigenstructure approach for the retrieval of cylindrical harmonics
Ahmed H. Tewfik
,
Bernard C. Levy
, and
Alan S. Willsky
.
Signal Processing
13(2):121--139
(
September 1987
)
Ahmed H. Tewfik
,
Bernard C. Levy
, and
Alan S. Willsky
.
Signal Processing
13(2):121--139
(
September 1987
)
5 years and a month ago
by
smicha
1
Isotropic
field
random
Isotropic
field
random
(0)
URL
DOI
TeX
Limit theorems for Markov random walks
Loon Ching Tang
.
Statistics \& Probability Letters
18(4):265--270
(
Nov 9, 1993
)
Loon Ching Tang
.
Statistics \& Probability Letters
18(4):265--270
(
Nov 9, 1993
)
5 years and a month ago
by
smicha
1
Markov
random
walks
Markov
random
walks
(0)
URL
DOI
TeX
Some asymptotic formulas for lattice paths
Lajos Takács
.
Journal of Statistical Planning and Inference
14(1):123--142
(
May 1986
)
Lajos Takács
.
Journal of Statistical Planning and Inference
14(1):123--142
(
May 1986
)
5 years and a month ago
by
smicha
1
Random
walk
Random
walk
(0)
URL
DOI
TeX
Minimum distance estimation for random coefficient autoregressive models
V. Swaminathan
, and
U. V. Naik-Nimbalkar
.
Statistics \& Probability Letters
34(4):313--322
(
Jun 16, 1997
)
V. Swaminathan
, and
U. V. Naik-Nimbalkar
.
Statistics \& Probability Letters
34(4):313--322
(
Jun 16, 1997
)
5 years and a month ago
by
smicha
1
Random
autoregressive
coefficient
models
Random
autoregressive
coefficient
models
(0)
URL
DOI
TeX
Estimation in two sample randomly truncated scale model
Rajeshwari Sundaram
.
Journal of Statistical Planning and Inference
136(9):2983--3006
(
Sep 1, 2006
)
Rajeshwari Sundaram
.
Journal of Statistical Planning and Inference
136(9):2983--3006
(
Sep 1, 2006
)
5 years and a month ago
by
smicha
1
Random
truncation
Random
truncation
(0)
URL
DOI
TeX
Convergence of the Kaplan-Meier estimator in weighted sup-norms
Winfried Stute
.
Statistics \& Probability Letters
20(3):219--223
(
Jun 22, 1994
)
Winfried Stute
.
Statistics \& Probability Letters
20(3):219--223
(
Jun 22, 1994
)
5 years and a month ago
by
smicha
1
Random
censoring
Random
censoring
(0)
URL
DOI
TeX
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