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Report NEP-ETS-2011-03-12
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
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, arXiv.org, number 1103.0893, Mar.
- Mohamed Boutahar, 2011, "Testing for change in mean of heteroskedastic time series," Papers, arXiv.org, number 1102.5431, Feb.