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27篇 您的检索式：作者名="Hurvich C"

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	题名	作者	年代	出处	被引量
1	Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 显示文摘	Deo R Hurvich C Lu Y	2006	Journal of Econometrics2006，131，：	1
2	Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples显示文摘	Hurvich C M	1990	Biometrika1990，77，4：	1
3	Improved Estimators of Kullback-Leibler Information for Autoregressive Model Selection in Small Samples 显示文摘	HURVICH C M	1990	Biometrika1990，，77：	1
4	Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion 显示文摘	Hurvich C M Simonoff J S Tsai C L	1998	Journal of the Royal Statistical Society Series B1998，60，2：	1
5	Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples显示文摘	Hurvich C M	1990	Biometrika1990，77，：	1
6	On the log periodogram regression estimator of the memory parameter in long memory stochastic volatility models显示文摘	Deo R S Hurvich C M	2001	Econometric Theory2001，17，：	1
7	Regression and time series model selection in small samples显示文摘	HURVICH C F TSAI C L	1989	Biometrika1989，76，2：	1
8	Regression and time series model selection in small samples显示文摘	Hurvich C M Tsai C L	1989	Biometrika1989，76，13：	1
9	On the log-periodogram regression estimator of the memory parameter in the long-memory stochastic volatility models显示文摘	DEO R HURVICH C	2001	Econometric Theory2001，17，：	1
10	Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples 显示文摘	Hurvich C M Shumway R Tsai C L	1990	Biometrika1990，77，：	1
11	Forecasting realized volatility using a long-memory stochastic volatility model:Estimation,prediction and seasonal adjustment显示文摘	Deo R Hurvich C Lu Y	2006	Journal of Econometrics2006，131，12：	1
12	Assessing the value of demand sharing in supply chains 显示文摘	Kovtun V Giloni A Hurvich C	2014	Naval Research Logistics2014，61，7：	1
13	Model selection for extended quasilikelihood models in small samples显示文摘	C M Hurvich and C L Tsai	1995	Biometrics1995，，51：	1
14	The mean squared error of Geweke and Porter - Hudak's estimator of the memory parameter of a long - memory time series 显示文摘	Hurvich C Deo R Brodsky J	1998	Journal of Time Series Analysis1998，19，：	1
15	Plug - in selection of the number of frequencies in regression estimates of the memory parameter of a long - memory time series 显示文摘	Hurvich C Deo R	1999	Journal of Time Series Analysis1999，20，3：	1
16	Regression and time series model selection in small samples显示文摘	Hurvich C M Tsai C L	1989	Biometrika1989，76，：	1
17	Bias of the corrected AIC criterion for underfitted regression and time series models 显示文摘	HURVICH C M	1991	Bi- ometrika1991，78，：	1
18	Improved estimators of Kullback-Leibler information for autoregressive model selection in smallsamples显示文摘		1990	Biometrika1990，77，：	1
19	Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples显示文摘	Hurvich C M Shumway R Tsai C L	1990	Biometrika1990，，77：	1
20	Regression and time series model selection in small samples显示文摘	Hurvich C M Tsai C L	1989	Biometrika1989，76，：	1

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