المؤلفون: Alfelt, Gustav, 1985, Bodnar, Taras, Javed, Farrukh, Tyrcha, Joanna, 1956

المصدر: Journal of business & economic statistics. 41(3):833-845

مصطلحات موضوعية: Covariance targeting, High-dimensional data, Realized covariance matrix, Stock co-volatility, Time series matrix-variate model

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-207419
https://doi.org/10.1080/07350015.2022.2075370

المؤلفون: Alfelt, Gustav, Mazur, Stepan, 1988

المصدر: Modern Stochastics: Theory and Applications. 9(4):453-482

مصطلحات موضوعية: Tangency portfolio, singular inverse Wishart, Moore–Penrose inverse, reflexive generalized inverse, estimator moments

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-86280
https://doi.org/10.15559/22-VMSTA212

المؤلفون: Alfelt, Gustav, Bodnar, Taras, Tyrcha, Joanna

المصدر: Communications in Statistics - Theory and Methods. 49(20):5060-5090

مصطلحات موضوعية: Wishart autoregressive process, goodness-of-fit test, Bartlett decomposition, Wishart distribution, parameter uncertainty

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-170027
https://doi.org/10.1080/03610926.2019.1612917

المؤلفون: Lövdahl, Susanna, Alfelt, Gustav

مصطلحات موضوعية: Mathematical statistics, Matematisk statistik

وصف الملف: application/pdf

الاتاحة: http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-2597

المؤلفون: Alfelt, Gustav, Lövdahl, Susanna

مصطلحات موضوعية: psykisk ohälsa, elever, gymnasieelever, alkoholkonsumtion, SPSS, dikotomisering, logistisk regression, Wald, faktorinteraktion, kategorisering, Mathematical statistics, Matematisk statistik

وصف الملف: application/pdf

Relation: Rapporter från MSI, 1650-2647 ; ISRN VXU/MSI/MA/E/--08049/--SE

الاتاحة: http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-2479

المؤلفون: Alfelt, Gustav, 1985

المساهمون: Tyrcha, Joanna, Professor, Bodnar, Taras, Professor, Golosnoy, Vasyl, Professor

مصطلحات موضوعية: Realized covariance, Autoregressive time-series, Goodness-of-fit test, Matrix singularity, Portfolio theory, Wishart distribution, Matrix-variate gamma distribution, Parameter estimation, High-dimensional data, Moore-Penrose inverse, matematisk statistik, Mathematical Statistics

وصف الملف: electronic

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-191175
https://su.diva-portal.org/smash/get/diva2:1539010/FULLTEXT01.pdf
https://su.diva-portal.org/smash/get/diva2:1539010/PREVIEW01.jpg

المؤلفون: Alfelt, Gustav, Bodnar, Taras, Javed, Farrukh, Tyrcha, Joanna

مصطلحات موضوعية: ddc:330, C32, C55, C58, G17, Covariance targeting, High-dimensional data, Realized covariance matrix, Stock co-volatility, Time series matrix-variate model

Relation: Series: Working Paper; No. 1/2021; gbv-ppn:1767332149; http://hdl.handle.net/10419/244576; RePEc:hhs:oruesi:2021_001

الاتاحة: http://hdl.handle.net/10419/244576

المؤلفون: Alfelt, Gustav, Mazur, Stepan

مصطلحات موضوعية: ddc:330, C13, C58, Tangency portfolio, Singular inverse Wishart, Moore-Penrose inverse, Reexive generalized inverse, Estimator moments

Relation: Series: Working Paper; No. 8/2020; http://hdl.handle.net/10419/244566; RePEc:hhs:oruesi:2020_008

الاتاحة: http://hdl.handle.net/10419/244566

المؤلفون: Alfelt, Gustav, 1985

المصدر: Theory of Probability and Mathematical Statistics. 103:137-154

مصطلحات موضوعية: Near-singular matrices, Estimation error, Maximum likelihood method, Asymptotic distribution, matematisk statistik, Mathematical Statistics

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-190793

المؤلفون: Alfelt, Gustav

المصدر: Theory of Probability and Mathematical Statistics. 99:5-17

مصطلحات موضوعية: Random matrices, matrix-variate gamma distribution, decision theory, matematisk statistik, Mathematical Statistics

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-164942

المؤلفون: Alfelt, Gustav

مصطلحات الفهرس: Probability Theory and Statistics, Sannolikhetsteori och statistik, Licentiate thesis, comprehensive summary, info:eu-repo/semantics/masterThesis, text

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-167297

المؤلفون: Alfelt, Gustav, Bos, Marieke, Roszbach, Kasper

المصدر: Alfelt , G , Bos , M & Roszbach , K 2014 , ' Online Intermediation and the Terms of Consumer Credit ' , Sveriges Riksbank Economic Review , vol. 1 , pp. 1-16 .

الاتاحة: https://research.vu.nl/en/publications/b8466f92-f43f-43fd-a31c-1a5efa0b1a74
https://hdl.handle.net/1871.1/b8466f92-f43f-43fd-a31c-1a5efa0b1a74
http://archive.riksbank.se/Documents/Rapporter/POV/2014/2014_1/rap_pov_artikel_3_140306_eng.pdf

المؤلفون: Alfelt, Gustav

المساهمون: University of Gothenburg/Department of Mathematical Science, Göteborgs universitet/Institutionen för matematiska vetenskaper

وصف الملف: application/pdf

Relation: http://hdl.handle.net/2077/33058

الاتاحة: http://hdl.handle.net/2077/33058

المؤلفون: Lövdahl Susanna 1986-, Växjö universitet, Matematiska och systemtekniska institutionen, Alfelt Gustav 1985-, Växjö universitet, Matematiska och systemtekniska institutionen

المساهمون: Pettersson Roger, Nilsson Börje, Växjö universitet Fakulteten för matematik/naturvetenskap/teknik Matematiska och systemtekniska institutionen

الاتاحة: http://data.europeana.eu/aggregation/europeana/9200111/BibliographicResource_1000085976998

المؤلفون: Alfelt Gustav, Växjö universitet, Matematiska och systemtekniska institutionen, Lövdahl Susanna, Växjö universitet, Matematiska och systemtekniska institutionen

المساهمون: Pettersson Roger, Edvardsson Ingrid, Nilsson Börje, Växjö universitet Fakulteten för matematik/naturvetenskap/teknik Matematiska och systemtekniska institutionen

الاتاحة: http://data.europeana.eu/aggregation/europeana/9200111/BibliographicResource_1000085976920

المؤلفون: Alfelt, Gustav, Bodnar, Taras, Javed, Farrukh, Tyrcha, Joanna

مصطلحات الفهرس: Time series matrix-variate model, Realized covariance matrix, High-dimensional data, Covariance targeting, Stock co-volatility, Probability Theory and Statistics, Sannolikhetsteori och statistik, Manuscript (preprint), info:eu-repo/semantics/preprint, text

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-190795

المؤلفون: Alfelt, Gustav, Bodnar, Taras, Javed, Farrukh, Tyrcha, Joanna

Relation: https://www.oru.se/globalassets/oru-sv/institutioner/hh/workingpapers/workingpapers2021/wp-1-2021.pdf

الاتاحة: https://www.oru.se/globalassets/oru-sv/institutioner/hh/workingpapers/workingpapers2021/wp-1-2021.pdf

المؤلفون: Alfelt, Gustav, Mazur, Stepan

Relation: https://www.oru.se/globalassets/oru-sv/institutioner/hh/workingpapers/workingpapers2020/wp-8-2020.pdf

الاتاحة: https://www.oru.se/globalassets/oru-sv/institutioner/hh/workingpapers/workingpapers2020/wp-8-2020.pdf