Clifford M. Hurvich (IOMS)

Identifiers

• name variant Clifford M. Hurvich (IOMS) 0.60 · backfill

Papers (4)

1. Limit Laws in Transaction-Level Asset Price Models math.ST · 2011 · author #3
2. Long Memory in Nonlinear Processes math.ST · 2007 · author #3
3. Asymptotics for Duration-Driven Long Range Dependent Processes math.ST · 2007 · author #2
4. Propagation of Memory Parameter from Durations to Counts math.ST · 2006 · author #2

Mentions

• 1104.0841 #3 · backfill · confidence 0.70 Clifford M. Hurvich (IOMS)
• 0706.1836 #3 · backfill · confidence 0.70 Clifford M. Hurvich (IOMS)
• 0705.2701 #2 · backfill · confidence 0.70 Clifford M. Hurvich (IOMS)

Frequent Coauthors

• Philippe Soulier (MODAL'X) 4 shared papers
• Meng-Chen Hsieh 2 shared papers
• Rohit Deo (IOMS) 2 shared papers
• Alexander Aue 1 shared papers
• Lajos Horv\'ath 1 shared papers
• Yi Wang (IOMS) 1 shared papers