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CSDA
2008
13 years 10 months ago
2008
An m-sample semiparametric model in which the ratio of m - 1 probability density functions with respect to the mth is of a known parametric form without reference to any parametri...
CSDA
2008
13 years 10 months ago
2008
In this paper we use a general procedure for fractional integration and structural breaks at unknown points in time, which allows for different orders of integration and determini...
CSDA
2008
13 years 10 months ago
2008
In this paper we discuss a class of multiplicative algorithms for computing D-optimal designs for regression models on a finite design space. We prove a monotonicity result for a ...
CSDA
2008
13 years 10 months ago
2008
A model-based clustering method is proposed for clustering individuals on the basis of measurements taken over time. Data variability is taken into account through non-linear hier...
CSDA
2006
13 years 9 months ago
2006
A nonlinear dynamic model for the quotes issued by Nasdaq dealers is considered, focussing on the top two Electronic Communication Networks (ECNs), Island and Instinet, and the th...