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IOMS: Statistics Working Papers

Collection's Items: 21 to 40 of 90

Issue DateTitleAuthor(s)
17-Nov-2011Efficiency and Consistency for Regularization Parameter Selection in Penalized Regression: Asymptotics and Finite-Sample CorrectionsFlynn, Cheryl J.; Hurvich, Clifford M.; Simonoff, Jeffrey S.
Jan-1998AN EFFICIENT TAPER FOR POTENTIALLY OVERDIFFERENCED LONG-MEMORY TIME SERIESHurvich, Clifford M.; Chen, Willa W.
Jan-2000The Emergence of Concentrated Ownership and the Rebalancing of Portfolios due to Shareholder Activism in a Financial Market EquilibriumKatz, Barbara G.; Owen, Joel
2000An Empirical Study of Factors Relating to the Success of Broadway ShowsSimonoff, Jeffrey S.; Ma, Lan
6-Feb-2003Estimating fractional cointegration in the presence of polynomial trendsChen, Willa W.; Hurvich, Clifford M.
8-Oct-2002Estimating Fractional Cointegration in the Presence of Polynomial TrendsChen, Willa W.; Hurvich, Clifford M.
Feb-2002Estimating long memory in volatilityHurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
19-Dec-2002Estimation in the continuous time mover-stayer model with an application to bond ratings migrationFrydman, Halina; Kadam, Ashay
9-Jan-2003Estimation in the Mixture of Markov ChainsFrydman, Halina
25-Jul-2002Estimation of long memory in the presence of a smooth nonparametric trendHurvich, Clifford; Lang, Gabriel; Soulier, Philippe
2000Estimation of Long Memory in VolatilityDeo, Rohit S.; Hurvich, C. M.
Nov-1998Evaluating Density Forecasts with Applications to Financial Risk ManagementDiebold, Francis X.; Gunther, Todd A.; Tay, Anthony S.
1-Jan-2003Financial Buyers in Takeovers: Focus on Cost EfficiencyFrydman, Halina; Frydman, Roman; Trimbath, Susanne
13-Jul-2009Forecasting and Information Sharing in Supply Chains Under Quasi-ARMA DemandGiloni, Avi; Hurvich, Clifford; Seshadri, Sridhar
2000A Generalized Portmanteau Goodness-of-fit Test for Time Series ModelsChen, Willa W.; Deo, Rohit S.
3-Dec-2006An Investigation of Missing Data Methods for Classiffcation TreesDing, Yufeng; Simonoff, Jeffrey S.
13-Oct-2008An Investigation of Missing Data Methods for Classification TreesDing, Yufeng; Simonoff, Jeffrey S.
2005“Last licks”: Do they really help?Simon, Gary A.; Simonoff, Jeffrey S.
27-May-2009Limit Laws in Transaction-Level Asset Price ModelsAue, Alexander; Horvath, Lajos; Hurvich, Clifford
19-Jul-2012Limit Laws in Trasnaction-Level Asset Price ModelsAue, Alexander; Horvath, Lajos; Hurvich, Clifford; Soulier, Philippe