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A closed-form estimator for the multivariate GARCH(1,1) model
Multivariate GARCH(1,1) VARMA Temporal Aggregation Es-timation
2013/4/27
We provide a closed-form estimator based on the VARMA representation for the unrestricted multivariate GARCH(1,1). We show that all parameters can be derived using basic linear algebra tools. We show ...
Handling Covariates in the Design of Clinical Trials
Balance covariate-adaptive randomization covariate-adjusted response-adaptive randomization effi ciency ethics
2011/3/23
There has been a split in the statistics community about the need for taking covariates into account in the design phase of a clinical trial. There are many advocates of using stratification and covar...