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Results 1-10 of 16 (Search time: 0.002 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2017A double-copula stochastic frontier model with dependent error components and correction for sample selectionSriboonchitta S.; Liu J.; Wiboonpongse A.; Denoeux T.
1-Jan-2017Repeated-root constacyclic codes of prime power lengths over finite chain ringsDinh H.; Nguyen H.; Sriboonchitta S.; Vo T.
1-Jan-2017On structure and distances of some classes of repeated-root constacyclic codes over Galois ringsDinh H.; Liu H.; Liu X.; Sriboonchitta S.
1-Jan-2017Has the accumulation of foreign reserves protect the Thai economy from financial crisis?: An approach of Empirical likelihoodYamaka W.; Pastpipatkul P.; Sriboonchitta S.
1-Jan-2017Pair trading based on quantile forecasting of smooth transition GARCH modelsChen C.; Wang Z.; Sriboonchitta S.; Lee S.
1-Jan-2017Threshold regression for modeling symbolic interval dataPhochanachan P.; Pastpipatkul P.; Yamaka W.; Sriboonchitta S.
1-Jan-2017For multi-interval-valued fuzzy sets, centroid defuzzification is equivalent to defuzzifying its interval hull: A theoremKreinovich V.; Sriboonchitta S.
1-Jan-2017Welfare measurement on Thai rubber marketPhochanachan P.; Pastpipatkul P.; Yamaka W.; Sriboonchitta S.
1-Jan-2017Modeling extremal events is not easy: Why the extreme value theorem cannot be as general as the central limit theoremKreinovich V.; Nguyen H.; Sriboonchitta S.; Kosheleva O.
1-Jan-2017Why is linear quantile regression empirically successful: A possible explanationNguyen H.; Kreinovich V.; Kosheleva O.; Sriboonchitta S.