Proceedings of COMPSTAT'2010
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Published By Physica-Verlag HD

9783790826036, 9783790826043
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method

2010 ◽  
pp. 305-314 ◽  
Author(s):  
Jiazhu Pan ◽  
Wolfgang Polonik ◽  
Qiwei Yao
Keyword(s):  
Expansion Method ◽  
Factor Models

Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model

2010 ◽  
pp. 453-460
Author(s):  
G. Damiana Costanzo ◽  
S. De Bartolo ◽  
F. Dell’Accio ◽  
G. Trombetta
Keyword(s):  
Stochastic Process ◽  
Functional Data ◽  
Cascade Model ◽  
Multiplicative Cascade

Evaluation of DNA Mixtures Accounting for Sampling Variability

2010 ◽  
pp. 437-444
Author(s):  
Yuk-Ka Chung ◽  
Yue-Qing Hu ◽  
De-Gang Zhu ◽  
Wing K. Fung
Keyword(s):  
Dna Mixtures ◽  
Sampling Variability

Mixtures of Weighted Distance-Based Models for Ranking Data

2010 ◽  
pp. 517-524 ◽  
Author(s):  
Paul H. Lee ◽  
Philip L. H. Yu
Keyword(s):  
Ranking Data ◽  
Weighted Distance

Semiparametric Seasonal Cointegrating Rank Selection

2010 ◽  
pp. 297-304
Author(s):  
Byeongchan Seong ◽  
Sung K. Ahn ◽  
Sinsup Cho
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