3 citations · 11 across the 11 of their papers we have counts for
4 papers · 1 filter
Stylized Facts and Simulating Long Range Financial Data
Laurie Davies, Walter Krämer
We propose a new method (implemented in an R-program) to simulate long-range daily stock-price data. The program reproduces various stylized facts much better than various parametr…
On -values
Laurie Davies
Models are consistently treated as approximations and all procedures are consistent with this. They do not treat the model as being true. In this context -values are one measure…
Stepwise Choice of Covariates in High Dimensional Regression
Laurie Davies
Given data y(n) and p(n)covariates x(n) one problem in linear regression is to decide which if any of the covariates to include. There are many articles on this problem but all are…
Functional Choice and Non-significance Regions in Regression
Laurie Davies
Given data and covariates the problem is to decide which covariates to include when approximating by a linear function of the covariates. The decision is based on r…