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C
Clifford M. Hurvich
new york university
31
H指数
143
论文数
1.2W
被引数
0
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17
发表时间
发表时间
IF
被引数
Seasonal demand forecasting and incentivizing information sharing
季节性需求预测与激励信息共享
Journal of the Operational Research Society
IF
2.7
2026-04-29
0
PRE
AI
Vladimir Kovtun; Avi Giloni; Clifford Hurvich
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A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation
一种统一频域交叉验证方法用于HAC标准误差估计
Econometrics and Statistics
IF
2.5
2025-12-01
0
PRE
AI
Xu, Zhihao; Hurvich, Clifford M.
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The value of sharing disaggregated information in supply chains
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF
6
2019-09-01
12
PRE
AI
Kovtun, Vladimir; Giloni, Avi; Hurvich, Clifford
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On the correlation matrix of the discrete Fourier transform and the fast solution of large Toeplitz systems for long-memory time series
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF
3
2012-01-01
29
OA
AI
Chen, Willa W.; Hurvich, Clifford M.; Lu, Yi
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Predictive regressions: A reduced-bias estimation method
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF
2.8
2009-04-06
188
OA
AI
Amihud, Y; Hurvich, CM
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Multiple-Predictor Regressions: Hypothesis Testing
REVIEW OF FINANCIAL STUDIES
IF
5.4
2008-06-13
94
PRE
AI
Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi
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Estimating long memory in volatility (vol 73, pg 1283, 2005)
ECONOMETRICA
IF
7.1
2008-05-01
2
OA
AI
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
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Asymptotics for duration-driven long range dependent processes
JOURNAL OF ECONOMETRICS
IF
4
2007-12-01
3
OA
AI
Hsieh, Meng-Chen; Hurvich, Clifford M.; Soulier, Philippe
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Semiparametric estimation of fractional cointegrating subspaces
ANNALS OF STATISTICS
IF
3.7
2006-12-01
41
OA
AI
Chen, Willa W.; Hurvich, Clifford M.
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Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
JOURNAL OF ECONOMETRICS
IF
4
2006-03-01
110
PRE
AI
Deo, R; Hurvich, C; Lu, Y
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Estimation of long memory in the presence of a smooth nonparametric trend
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF
3
2005-09-01
14
OA
AI
Hurvich, C; Lang, G; Soulier, P
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Estimating long memory in volatility
ECONOMETRICA
IF
7.1
2005-07-01
82
OA
AI
Hurvich, CM; Moulines, E; Soulier, P
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Estimating fractional cointegration in the presence of polynomial trends
在存在多项式趋势的情况下估计分数协整
JOURNAL OF ECONOMETRICS
IF
4
2003-11-01
28
OA
AI
Chen, WW; Hurvich, CM
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Semiparametric estimation of multivariate fractional cointegration
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF
3
2003-09-01
34
PRE
AI
Chen, WW; Hurvich, CM
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Multistep forecasting of long memory series using fractional exponential models
INTERNATIONAL JOURNAL OF FORECASTING
IF
7.1
2002-04-01
17
OA
AI
Hurvich, CM
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Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
IF
3.6
2002-01-06
996
OA
AI
Hurvich, CM; Simonoff, JS; Tsai, CL
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Multi-step forecasting for long-memory processes
JOURNAL OF FORECASTING
IF
2.7
1999-01-01
29
PRE
AI
Brodsky, J; Hurvich, CM
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研究方向
暂无研究方向
合作学者
合作期刊
É
Éric Moulines
H 指数: 59 · 论文数: 593
Y
Yakov Amihud
H 指数: 58 · 论文数: 188
C
Chih‐Ling Tsai
H 指数: 39 · 论文数: 206
卢
卢艺
(Yi Lü)
H 指数: 38 · 论文数: 324
J
Jeffrey S. Simonoff
H 指数: 36 · 论文数: 216
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