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Visual software analytics for the build optimization of large-scale software systems


  • Alexandru Telea


  • Lucian Voinea



No abstract is available for this item.

Suggested Citation

  • Alexandru Telea & Lucian Voinea, 2011. "Visual software analytics for the build optimization of large-scale software systems," Computational Statistics, Springer, vol. 26(4), pages 635-654, December.
  • Handle: RePEc:spr:compst:v:26:y:2011:i:4:p:635-654
    DOI: 10.1007/s00180-011-0248-2

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    References listed on IDEAS

    1. Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
    2. Bisaglia, Luisa & Guegan, Dominique, 1998. "A comparison of techniques of estimation in long-memory processes," Computational Statistics & Data Analysis, Elsevier, vol. 27(1), pages 61-81, March.
    3. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    4. Lieberman, Offer & Phillips, Peter C.B., 2008. "A complete asymptotic series for the autocovariance function of a long memory process," Journal of Econometrics, Elsevier, vol. 147(1), pages 99-103, November.
    5. Hyndman, Rob J. & Khandakar, Yeasmin, 2008. "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i03).
    6. T. Lumley & P. Heagerty, 1999. "Weighted empirical adaptive variance estimators for correlated data regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(2), pages 459-477.
    7. Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
    8. Andrews, Donald W K, 1991. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Econometrica, Econometric Society, vol. 59(3), pages 817-858, May.
    9. Hassler, Uwe & Kokoszka, Piotr, 2010. "Impulse Responses Of Fractionally Integrated Processes With Long Memory," Econometric Theory, Cambridge University Press, vol. 26(06), pages 1855-1861, December.
    10. Andrews, Donald W K & Monahan, J Christopher, 1992. "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Econometrica, Econometric Society, vol. 60(4), pages 953-966, July.
    11. Kokoszka, Piotr S. & Taqqu, Murad S., 1995. "Fractional ARIMA with stable innovations," Stochastic Processes and their Applications, Elsevier, vol. 60(1), pages 19-47, November.
    12. Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 33(1), pages 125-132.
    13. Zeileis, Achim, 2006. "Object-oriented Computation of Sandwich Estimators," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 16(i09).
    14. Wilfredo Palma & Ricardo Olea & Guillermo Ferreira, 2013. "Estimation and Forecasting of Locally Stationary Processes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 86-96, January.
    15. Javier Contreras-Reyes & Byron Idrovo, 2011. "En busca de un modelo Benchmark univariado para predecir la tasa de desempleo," REVISTA CUADERNOS DE ECONOM√ćA, UN - RCE - CID, December.
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    Cited by:

    1. Adalbert Wilhelm & Lars Linsen, 2011. "Data Viz VI," Computational Statistics, Springer, vol. 26(4), pages 561-565, December.


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