Search Results - "Burman, Prabir"

On the asymptotic risk of ridge regression with many predictors.

Authors: Balasubramanian, Krishnakumar Burman, Prabir Paul, Debashis

Source: Indian Journal of Pure & Applied Mathematics. Sep2024, Vol. 55 Issue 3, p1040-1054. 15p.

A HILBERT-TYPE INEQUALITY FOR FOURIER COEFFICIENTS.

Authors: BURMAN, PRABIR¹ pburman@ucdavis.edu

Source: Mathematical Inequalities & Applications. Jul2024, Vol. 27 Issue 3, p519-528. 10p.

Estimation of prediction error in time series.

Authors: Aue, Alexander Burman, Prabir

Source: Biometrika. Jun2024, Vol. 111 Issue 2, p643-660. 18p.

Exploratory Analysis and Modeling of Stock Returns.

Authors: Noguchi, Kimihiro Aue, Alexander Burman, Prabir

Source: Journal of Computational & Graphical Statistics; Apr-Jun2016, Vol. 25 Issue 2, p363-381, 19p

Trading Signals in VIX Futures.

Authors: Avellaneda, Marco Li, Thomas Nanfeng Papanicolaou, Andrew et al.

Source: Applied Mathematical Finance. Jul2021, Vol. 28 Issue 3, p275-298. 24p.

The diet of coyotes and red foxes in Southern New York.

Authors: Peterson, Michaela Baglieri, Maria Mahon, Kristen et al.

Source: Urban Ecosystems. 2021, Vol. 24 Issue 1, p1-10. 10p.

An Investigation of the Predictability of Uncertainty Indices on Bitcoin Returns.

Authors: Wang, Jinghua Ngene, Geoffrey M. Shi, Yan et al.

Source: Journal of Risk & Financial Management. Oct2023, Vol. 16 Issue 10, p461. 12p.

Comment.

Authors: Burman, Prabir¹ burman@wald.ucdavis.edu

Source: Journal of the American Statistical Association. Sep2004, Vol. 99 Issue 467, p632-633. 2p. 1 Chart.

Building News Measures from Textual Data and an Application to Volatility Forecasting.

Authors: Caporin, Massimiliano Poli, Francesco

Source: Econometrics (2225-1146). 2017, Vol. 5 Issue 3, p35. 46p.

Finite Population Model-Assisted Estimation Using Combined Parametric and Nonparametric Regression Smoothers.

Authors: Mostafa, Sayed A. Shan, Qingsong

Source: Journal of Statistical Theory & Practice. Dec2019, Vol. 13 Issue 4, pN.PAG-N.PAG. 1p.

Conditional Variance Forecasts for Long-Term Stock Returns.

Authors: Mammen, Enno Nielsen, Jens Perch Scholz, Michael et al.

Source: Risks. Dec2019, Vol. 7 Issue 4, p113. 1p.