Delay times of sequential procedures for multiple time series regression models
By Alexander Aue, Lajos Horv'ath, Matthew Reimherr. 2009
53 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/f735958a439f1c543f00b186ef7a6971e1954778
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Lajos Horv'ath
- Alexander Aue
- Siegfried Hormann
- Marie Husková
- Josef G. Steinebach
- Gregory Rice
- Piotr Kokoszka
- Xianyang Zhang
In Statistics and Probability
- Lajos Horv'ath
- Alexander Aue
- Marie Husková
- Siegfried Hormann
- Josef G. Steinebach
- Gregory Rice
- Claudia Kirch
- Matthew Reimherr
Citations in the corpus
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (2011, methodology): “This nontrivial task has been carried out, however, for simpler models in Aue and Horváth (2004), Aue, Horváth, Hušková, and Kokoszka (2006a), Aue, Horváth, Kokoszka, and Steinebach (2006b), Aue, Horváth, and Reimherr (2009), and Černiková, Hušková, Prásková, and Steinebach (2011).”