海量图书期刊资源,随时随地畅享阅读乐趣
Linear Trend with Fractionally Integrated ErrorsRohit S. Deo; Clifford M. Hurvich · 1998
Estimating Long Memory in VolatilityClifford M. Hurvich; Eric Moulines; Philippe Soulier · 2005
Testing for Long Memory in VolatilityClifford M. Hurvich and Philippe Soulier · Econometric Theory · 2002
Estimating Long Memory in VolatilityClifford M. Hurvich, Eric Moulines and Philippe Soulier · Econometrica · 2005
Semiparametric estimation of fractional cointegrating subspacesChen, Willa W.; Hurvich, Clifford M. · The Annals of Statistics · 2006
Semiparametric Estimation of Fractional Cointegrating SubspacesWilla W. Chen and Clifford M. Hurvich · The Annals of Statistics · 2006
Semiparametric Estimation of Multivariate Fractional CointegrationWilla W. Chen and Clifford M. Hurvich · Journal of the American Statistical Association · 2003
Multiple-Predictor Regressions: Hypothesis TestingYakov Amihud, Clifford M. Hurvich and Yi Wang · The Review of Financial Studies · 2009
Vector CorrelationM. A. Stephens · Biometrika · 1979
Residuals for Relative Risk RegressionWilliam E. Barlow and Ross L. Prentice · Biometrika · 1988
Note--The Definition of the Alveolar PointKarl Pearson · Biometrika · 1925
On the Moments of the Hypergeometrical SeriesKarl Pearson · Biometrika · 1924
The Multivariate Skew-Normal DistributionA. Azzalini and A. Dalla Valle · Biometrika · 1996
Organic Correlation and AllometryK. A. Kermack and J. B. S. Haldane · Biometrika · 1950
Model Selection for Multiperiod ForecastsShu-Ing Liu · Biometrika · 1996
Expected Values of Normal Order StatisticsH. Leon Harter · Biometrika · 1961