Haifa 32000
Israel
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
SSRN RANKINGS
in Total Papers Citations
Housing, similarity, regression, case-based reasoning, rule-based reasoning
ARFIMA, Edgeworth expansion, Fourier integral expansion, fractional differencing, improved inference, long memory, pivotal statistic, realized volatility, singularity
Similarity, estimation
Edgeworth Expansions, Long Memory Process, ARFIMA Models
Arfima, Edgeworth Expansion, Fractional Differencing, Pivotal Statistic
ARAFIMA, Edgeworth Expansion, Long Memory, Whittle Estimator
Autoregression; Derivative, Diffusion, Options, Similarity, Stochastic unit root, Time-varying coefficients
Asymptotics, Confidence Intervals, Delta Method, Edgeworth Expansion, Gaussian Process, Long Memory, Maximum Likelihood Estimator, Parametric Bootstrap, t Statistic, Whittle Likelihood
ARFIMA; Bootstrap; Edgeworth expansion; Fractional differencing; Pivotal statistic
Asymptotic Expansion, Higher Cumulants, Long Memory, Singularity, Spectral Density, Toeplitz Matrix
Autocovariance, Asymptotic expansion, Critical point, Fourier integral, Long memory
Autoregression, Diffusion, Kurtosis, Stochastic unit root, Time-varying coefficients
Autoregression, Consistency, Nonlinear diffusion, Nonstationarity, Similarity, Small sigma approximation, Stochastic unit root, Time-varying coefficients
Autoregression, Nonlinear diffusion, Stochastic unit roo, Time-varying coefficient
Autoregression, Diffusion; Similarity, Stochastic unit root, Time-varying coefficients