4 citations · 4 across the 1 of their papers we have counts for
4 papers
Wealth rheology
Zdzislaw Burda, Malgorzata J. Krawczyk, Krzysztof Malarz +1
We study wealth rank correlations in a simple model of macro-economy. To quantify rank correlations between wealth rankings at different times, we use Kendall's and Spearman's…
Modeling joint probability distribution of yield curve parameters
Jarek Duda, Małgorzata Snarska
US Yield curve has recently collapsed to its most flattened level since subprime crisis and is close to the inversion. This fact has gathered attention of investors around the worl…
Generalized Exponential smoothing in prediction of hierarchical time series
Daniel Kosiorowski, Dominik Mielczarek, Jerzy P. Rydlewski +1
Shang and Hyndman (2017) proposed a grouped functional time series forecasting approach as a combination of individual forecasts obtained using generalized least squares method. We…
Detecting a Structural Change in Functional Time Series Using Local Wilcoxon Statistic
Daniel Kosiorowski, Jerzy P. Rydlewski, Małgorzata Snarska
Functional data analysis (FDA) is a part of modern multivariate statistics that analyses data providing information about curves, surfaces or anything else varying over a certain c…