Proceedings of COMPSTAT'2010
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63

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Published By Physica-Verlag HD

9783790826036, 9783790826043

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method

Proceedings of COMPSTAT'2010 ◽

10.1007/978-3-7908-2604-3_28 ◽

2010 ◽

pp. 305-314 ◽

Cited By ~ 3

Author(s):

Jiazhu Pan ◽

Wolfgang Polonik ◽

Qiwei Yao

Keyword(s):

Expansion Method ◽

Factor Models

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Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model

Proceedings of COMPSTAT'2010 ◽

10.1007/978-3-7908-2604-3_44 ◽

2010 ◽

pp. 453-460

Author(s):

G. Damiana Costanzo ◽

S. De Bartolo ◽

F. Dell’Accio ◽

G. Trombetta

Keyword(s):

Stochastic Process ◽

Functional Data ◽

Cascade Model ◽

Multiplicative Cascade

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List of Supplementary Contributed and Invited Papers Only Available on springerlink.com

Proceedings of COMPSTAT'2010 ◽

10.1007/978-3-7908-2604-3_63 ◽

2010 ◽

pp. 605-616

Author(s):

Yves Lechevallier ◽

Gilbert Saporta

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Complexity Questions in Non-Uniform Random Variate Generation

Proceedings of COMPSTAT'2010 ◽

10.1007/978-3-7908-2604-3_1 ◽

2010 ◽

pp. 3-18 ◽

Cited By ~ 1

Author(s):

Luc Devroye

Keyword(s):

Random Variate Generation

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A Numerical Approach to Ruin Models with Excess of Loss Reinsurance and Reinstatements *

Proceedings of COMPSTAT'2010 ◽

10.1007/978-3-7908-2604-3_12 ◽

2010 ◽

pp. 135-144

Author(s):

Hansjörg Albrecher ◽

Sandra Haas

Keyword(s):

Numerical Approach

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Bootstrap Calibration in Functional Linear Regression Models with Applications

Proceedings of COMPSTAT'2010 ◽

10.1007/978-3-7908-2604-3_18 ◽

2010 ◽

pp. 199-207

Author(s):

Wenceslao González-Manteiga ◽

Adela Martínez-Calvo

Keyword(s):

Linear Regression ◽

Regression Models ◽

Linear Regression Models ◽

Bootstrap Calibration ◽

Functional Linear Regression

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Evaluation of DNA Mixtures Accounting for Sampling Variability

Proceedings of COMPSTAT'2010 ◽

10.1007/978-3-7908-2604-3_42 ◽

2010 ◽

pp. 437-444

Author(s):

Yuk-Ka Chung ◽

Yue-Qing Hu ◽

De-Gang Zhu ◽

Wing K. Fung

Keyword(s):

Dna Mixtures ◽

Sampling Variability

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Exact Posterior Distributions over the Segmentation Space and Model Selection for Multiple Change-Point Detection Problems

Proceedings of COMPSTAT'2010 ◽

10.1007/978-3-7908-2604-3_57 ◽

2010 ◽

pp. 557-564

Author(s):

G. Rigaill ◽

E. Lebarbier ◽

S. Robin

Keyword(s):

Model Selection ◽

Change Point ◽

Change Point Detection ◽

Posterior Distributions ◽

Selection For ◽

Point Detection

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Mixtures of Weighted Distance-Based Models for Ranking Data

Proceedings of COMPSTAT'2010 ◽

10.1007/978-3-7908-2604-3_52 ◽

2010 ◽

pp. 517-524 ◽

Cited By ~ 2

Author(s):

Paul H. Lee ◽

Philip L. H. Yu

Keyword(s):

Ranking Data ◽

Weighted Distance

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Semiparametric Seasonal Cointegrating Rank Selection

Proceedings of COMPSTAT'2010 ◽

10.1007/978-3-7908-2604-3_27 ◽

2010 ◽

pp. 297-304

Author(s):

Byeongchan Seong ◽

Sung K. Ahn ◽

Sinsup Cho

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