output
20072026
most citedMutual Information Rate-Based Networks in Financial Markets

152 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing stat.APShow all

3 papers · 1 filter

stat.AP2014★ 4 cited

Two Procedures for Robust Monitoring of Probability Distributions of Economic Data Streams induced by Depth Functions

Daniel Kosiorowski

Data streams (streaming data) consist of transiently observed, evolving in time, multidimensional data sequences that challenge our computational and/or inferential capabilities. I…

stat.AP2012★ 27 cited

Almost Periodically Correlated Time Series in Business Fluctuations Analysis

Lukasz Lenart, Mateusz Pipien

We propose a non-standard subsampling procedure to make formal statistical inference about the business cycle, one of the most important unobserved feature characterising fluctuati…

stat.AP2007★ 1 cited

On the Empirical Importance of the Conditional Skewness Assumption in Modelling the Relationship Between Risk and Return

Mateusz Pipien

The main goal of this paper is an application of Bayesian inference in testing the relation between risk and return on the financial instruments. On the basis of the Intertemporal…