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Results: 105
Number of items: 105
  • Diks, C. G. H. (2003). Detecting Serial Dependence in Tail Events. Economics Letters, 97(3), 319-324. https://doi.org/10.1016/S0165-1765(03)00023-5
  • Diks, C. G. H., & van de Velden, M. (2002). Solution Problem 1/SP01: Conditional Variance of an MA(1 ) process, Problem Section. Statistical Papers, 43, 453-454.
  • Diks, C. G. H., & van de Velden, M. (2002). Tests for Serial Independence and Linearity Based on Correlation Integrals. Studies in Nonlinear Dynamics and Econometrics, 6(2), 1-20. http://www.degruyter.com/view/j/snde
  • Hoekstra, B. P. T., Diks, C. G. H., Allessie, M. A., & DeGoede, J. (2001). Nonlinear time series analysis: methods and applications to atrial fibrillation. In V. Barbaro (Ed.), Analysis and processing of cardiac electrograms in atrial fibrilation (pp. 325-334). (37; No. 3). Annali dell'Istituto Superiore di Sanità. http://www.iss.it/binary/publ/publi/373325.1108981822.pdf
  • Diks, C. G. H., & Manzan, S. (2001). Tests for serial independence and linearity based on correlation integrals. (Tinbergen Institute Discussion Paper; No. TI 2001-085/1). Tinbergen Institute. http://papers.tinbergen.nl/01085.pdf
  • Diks, C. G. H., & Manzan, S. (2001). Testing for serial independence and linearity using correlation integrals. CeNDEF Working Paper Series.
  • Diks, C. G. H., & van de Velden, M. (2001). Conditional variance of an MA(1) process. Problem 1/SPO1. Problems and Solutions section. Statistical Papers, 42(3), 412-412.
  • Diks, C. G. H., & DeGoede, J. (2001). A general nonparametric bootstrap test for Granger causality. In H. Broer, B. Krauskopf, & G. Vegter (Eds.), Global Analysis of Dynamical Systems (pp. 391-403). Institute of Physics. http://rullf2.xs4all.nl/nsag/broerch16.pdf
  • Open Access
    Diks, C. G. H., & Mudelsee, M. (2000). Redundancies in the earth's climatological time series. Unknown Publisher.
  • Open Access
    Diks, C. G. H. (2000). Dimension estimations, stock returns and volatility clustering. Unknown Publisher.
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