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A multiple window scan statistic for time series models
3 references·1 citing·17 second hop
A multiple window scan statistic for time series models (2014)A multiple window scan statistic for time…Variable Window Scan Statistics for Normal Data (2014)Variable Window Scan Statisti…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Scan statistics for detecting a local change in variance for normal data with unknown population variance (2015)Scan statistics for detecting…The Use of MOSUMS for Quality Control (1978)STATISTICS FOR SPATIAL DATA (1992)Statistics for Spatial Data. (1993)Scan Statistics for Detecting a Local Change in Variance for Normal Data with Known Variance (2015)Approximations for the Boundary Crossing Probabilities of Moving Sums of Random Variables (2020)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Spatial disease clusters: Detection and inference (1995)Scan statistics for detecting a local change in variance for two-dimensional normal data (2016)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Exponential smoothing: The state of the art (1985)Using daily stock returns (1985)Generalized autoregressive conditional heteroskedasticity (1986)
this work references cited by second hop

References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 2014Variable Window Scan Statistics for Normal Data30 cited

Cited by

  • 2015Scan statistics for detecting a local change in variance for normal data with unknown population variance9 cited

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