Report NEP-ETS-2011-03-12This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.
The following items were announced in this report:
- Gregor Wergen & Miro Bogner & Joachim Krug, 2011. "Record statistics for biased random walks, with an application to financial data," Papers 1103.0893, arXiv.org.
- Mohamed Boutahar, 2011. "Testing for change in mean of heteroskedastic time series," Papers 1102.5431, arXiv.org.