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In most books on time series analysis, estimators of the variance and autocovariance for a stationary process are discussed under the assumption that the process mean is known. Here we illustrate that ...

A key statistical test in research fields including biology, economics and psychology, analysis of variance (ANOVA) is very useful for analyzing datasets. It allows comparisons to be made between ...

We propose a numerical optimization approach that can be used to solve portfolio selection problems including several assets and involving objective functions from cumulative prospect theory (CPT).

Arithmetic Mean: (a.k.a. mean) the sum of a set of numbers divided by the number of numbers in the set. Average: see "Central Tendency." Box-and-Whisker Plot: see "Box Plot." Box-Plot: graphical ...

Robust inference in time series analysis is concerned with developing statistical methods that remain valid under departures from standard model assumptions, such as the presence of heteroskedasticity ...

This is a preview. Log in through your library . Abstract In this paper we investigate the consequences of misspecification on the large sample properties of change-point estimators and the validity ...