共查询到20条相似文献，搜索用时 15 毫秒
1.
This article uses a Bayesian unit-root test in stochastic volatility models. The time series of interest is the volatility that is unobservable. The unit-root testing is based on the posterior odds ratio, which is approximated by Markov-chain Monte Carlo methods. Simulations show that the testing procedure is efficient for moderate sample size. The unit-root hypothesis is rejected in seven market indexes, and some evidence of nonstationarity is observed in the TWSI of Taiwan. 相似文献
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《Australian & New Zealand Journal of Statistics》2003,45(1):125-126
Books reviewed:
A.W. Kerr, H.K. Hall & S.A. Kozub, Doing Statistics with SPSS
P.I. Good, Resampling Methods: A Practical Guide to Data Analysis 相似文献
A.W. Kerr, H.K. Hall & S.A. Kozub, Doing Statistics with SPSS
P.I. Good, Resampling Methods: A Practical Guide to Data Analysis 相似文献
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《Australian & New Zealand Journal of Statistics》1999,41(2):247-253
Books reviewed:
J.K. Lindsey, Introductory Statistics: A Modelling Approach
D.R. Brillinger, L.T. Fernholz & S. Morgenthaler (eds), The Practice of Data Analysis: Essays in Honor of John W. Tukey
Thomas P. Ryan, Modern Regression Methods
Samuel Kotz & Cynthia R. Lovelace, Process Capability Indices in Theory and Practice
David A. Harville, Matrix Algebra from a Statistician's Perspective
Steven G. Krantz, A Primer of Mathematical Writing
Nicholas J. Higham, Handbook of Writing for the Mathematical Sciences 相似文献
J.K. Lindsey, Introductory Statistics: A Modelling Approach
D.R. Brillinger, L.T. Fernholz & S. Morgenthaler (eds), The Practice of Data Analysis: Essays in Honor of John W. Tukey
Thomas P. Ryan, Modern Regression Methods
Samuel Kotz & Cynthia R. Lovelace, Process Capability Indices in Theory and Practice
David A. Harville, Matrix Algebra from a Statistician's Perspective
Steven G. Krantz, A Primer of Mathematical Writing
Nicholas J. Higham, Handbook of Writing for the Mathematical Sciences 相似文献
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Stephanie M. Downes 《Australian & New Zealand Journal of Statistics》2019,61(2):269-270
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《Australian & New Zealand Journal of Statistics》2000,42(1):119-126
Books reviewed:
R.R. Peck, L.D. Haugh and A. Goodman; Statistical Case Studies. A Collaboration between Academe and Industry
Christian Gouriéroux;ARCH Models and Financial Applications
E.L. Lehmann;Elements of Large-Sample Theory
R.B. Schinazi; Classical and Spatial Stochastic Processes 相似文献
R.R. Peck, L.D. Haugh and A. Goodman; Statistical Case Studies. A Collaboration between Academe and Industry
Christian Gouriéroux;ARCH Models and Financial Applications
E.L. Lehmann;Elements of Large-Sample Theory
R.B. Schinazi; Classical and Spatial Stochastic Processes 相似文献
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《Australian & New Zealand Journal of Statistics》2003,45(3):379-381
Books reviewed in this article:
W. Douglas Stirling, CAST (Computer Assisted Statistics Teaching)
David de Vaus, Analyzing Social Science Data: 50 Key Problems in Data Analysis 相似文献
W. Douglas Stirling, CAST (Computer Assisted Statistics Teaching)
David de Vaus, Analyzing Social Science Data: 50 Key Problems in Data Analysis 相似文献
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《Australian & New Zealand Journal of Statistics》2003,45(2):253-256
Books reviewed in this article:
Sheldon M. Ross, An Introduction to Mathematical Finance: Options and Other Topics
James Franklin, The Science of Conjecture: Evidence and Probability before Pascal 相似文献
Sheldon M. Ross, An Introduction to Mathematical Finance: Options and Other Topics
James Franklin, The Science of Conjecture: Evidence and Probability before Pascal 相似文献
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《Australian & New Zealand Journal of Statistics》2000,42(3):375-382
Books reviewed:
Gal, I. & Garfield, J.B. The Assessment Challenge in Statistics Education
Gentle, James E. Random Number Generation and Monte Carlo Methods
Gentle, James E. Numerical Linear Algebra for Applications in Statistics
Good, Phillip I. Resampling Methods: A Practical Guide to Data Analysis
Burnham, K.P. & Anderson, D.R. Model Selection and Inference: a Practical Information-theoretic Approach
Chow, S.C. & Liu, J.P. Design and Analysis of Clinical Trials: Concepts and Methodologies 相似文献
Gal, I. & Garfield, J.B. The Assessment Challenge in Statistics Education
Gentle, James E. Random Number Generation and Monte Carlo Methods
Gentle, James E. Numerical Linear Algebra for Applications in Statistics
Good, Phillip I. Resampling Methods: A Practical Guide to Data Analysis
Burnham, K.P. & Anderson, D.R. Model Selection and Inference: a Practical Information-theoretic Approach
Chow, S.C. & Liu, J.P. Design and Analysis of Clinical Trials: Concepts and Methodologies 相似文献
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《Australian & New Zealand Journal of Statistics》1979,21(1):84-92
Book reviewed in this article:
Heyde, C. C. and Seneta, E. I. J. Bienaymé: Statistical Theory Anticipated.
Lipster, R. S. and Shiryayev, A. N.Statistics of Random Processes I. General Theory
Shkyayev, A. N.Optimal Stopping Rules.
Gokhale, D. V. and Kullback, SolomonThe Information in Contingency Tables
Ghosal, A.Applied Cybernetics: Its Relevance to Operations Research. 相似文献
Heyde, C. C. and Seneta, E. I. J. Bienaymé: Statistical Theory Anticipated.
Lipster, R. S. and Shiryayev, A. N.Statistics of Random Processes I. General Theory
Shkyayev, A. N.Optimal Stopping Rules.
Gokhale, D. V. and Kullback, SolomonThe Information in Contingency Tables
Ghosal, A.Applied Cybernetics: Its Relevance to Operations Research. 相似文献
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《Australian & New Zealand Journal of Statistics》1971,13(3):177-187
Book reviewed in this article:
Borrie, W. D. The Growth and Control of World Population
Eilon, Samuel, Watson-Gandy, G. T. D., and Ghristofides, Nicos. Distribution Management: Mathematical Modelling and Practical Analysis
Erricker, B. C. Advanced General Statistics
Finney, D. J. Probit Analysis. Third edition
Freedman, D. A. Markov Chains
Japan: Statistical Yearbook, 1968. Bureau of Statistics, Office of Prime Minister
Japan: Statistical Yearbook, 1969. Bureau of Statistics, Office of Prime Minister
Random Counts in Physical Science, Geo Science, and Business
Sachs, Lothar. Statistische Methoden Bin Soforthelfer
Stange, Kurt. Angewandte Statistik JErster Teil: Eindimensionale Probleme
Zweiter Teil: Mehrdimensionale Probleme
Savage, L. J., and other Contributors. The Foundations of Statistical Inference. Second impression. Methuen Monographs on Applied Probability and Statistics 相似文献
Borrie, W. D. The Growth and Control of World Population
Eilon, Samuel, Watson-Gandy, G. T. D., and Ghristofides, Nicos. Distribution Management: Mathematical Modelling and Practical Analysis
Erricker, B. C. Advanced General Statistics
Finney, D. J. Probit Analysis. Third edition
Freedman, D. A. Markov Chains
Japan: Statistical Yearbook, 1968. Bureau of Statistics, Office of Prime Minister
Japan: Statistical Yearbook, 1969. Bureau of Statistics, Office of Prime Minister
Random Counts in Physical Science, Geo Science, and Business
Sachs, Lothar. Statistische Methoden Bin Soforthelfer
Stange, Kurt. Angewandte Statistik JErster Teil: Eindimensionale Probleme
Zweiter Teil: Mehrdimensionale Probleme
Savage, L. J., and other Contributors. The Foundations of Statistical Inference. Second impression. Methuen Monographs on Applied Probability and Statistics 相似文献
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