a year ago by Georgi N. Boshnakov

Companion to Tsay (2005) Analysis of Financial Time Series

4 years ago by Georgi N. Boshnakov

Estimate the Four Parameters of Stable Laws using Different Methods

2 years ago by Georgi N. Boshnakov

Compute Expected Shortfall and Value at Risk for Continuous Distributions

2 years ago by Georgi N. Boshnakov

Simulation of Real and Complex Numbers and Small Programming Utilities

7 months ago by Georgi N. Boshnakov

Objects and Methods for Multi-Companion Matrices

7 months ago by Georgi N. Boshnakov

Periodically Correlated and Periodically Integrated Time Series

a day ago by Georgi N. Boshnakov

Simulation and Prediction with Seasonal ARIMA Models