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Results: 84
Number of items: 84
  • Open Access
    de Bruin, P. T. (2002). Essays on modeling nonlinear time series. [Thesis, fully internal, Universiteit van Amsterdam - FEE]. Thela Thesis.
  • Open Access
    Zerom Godefay, D. (2002). Nonparametric Prediction: Some Selected Topics. [Thesis, fully internal, UvA FEE].
  • de Gooijer, J. G., & Laan, N. M. (2001). Change point analysis: Elision in Euripides' Orestes. Computer and the Humanities, 35(2), 167-191. https://doi.org/10.1023/A:1002485208039
  • de Gooijer, J. G. (2001). Cross-validation criteria for SETAR model selection. Journal of Time Series Analysis, 22, 267-281. https://doi.org/10.1111/1467-9892.00223
  • de Gooijer, J. G., Gannoun, A., & Zerom Godefay, D. (2001). Multi-stage kernel-based conditional quantile prediction in time series. Communications in Statistics: Theory and Methods, 30, 2499-2515. https://doi.org/10.1081/STA-100108445
  • de Gooijer, J. G., Gannoun, A., & Zerom Godefay, D. (2001). Multi-stage conditional quantile prediction. In Proceedings of the Statistical Computing Section and the Section on Statistical Graphics of the American Statistical Association 2000 meeting (pp. 32-37)
  • Brännäs, K., & de Gooijer, J. G. (2000). Asymmetries in conditional mean and variance: Modelling stock returns by asMA-asQGARCH. (Tinbergen Institute Discussion Paper; No. TI 2000-049/4). Tinbergen Institute. http://papers.tinbergen.nl/00049.pdf
  • de Gooijer, J. G., & Vidiella-i-Anguera, A. (2000). Modelling seasonalities in nonlinear inflation rates using SEASETERs. (Tinbergen Institute Discussion Paper; No. TI 2000-098/4). Discussion paper - Tinbergen Institute. http://papers.tinbergen.nl/00098.pdf
  • de Gooijer, J. G., & Zerom Godefay, D. (2000). Nonparametric conditional predictive regions for time series. Computational Statistics and Data Analysis, (33), 259-275. https://doi.org/10.1016/S0167-9473(99)00056-0
  • de Gooijer, J. G., & Zerom Godefay, D. (2000). Kernel-based multistep-ahead predictions of the US short-term interest rate. Journal of Forecasting, (19), 335-353. http://onlinelibrary.wiley.com/doi/10.1002/1099-131X%28200007%2919:4%3C335::AID-FOR777%3E3.0.CO;2-3/pdf
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