Clifford Hurvich
Clifford Hurvich
Professor of Statistics, New York University
Dirección de correo verificada de stern.nyu.edu
TítuloCitado porAño
The value of sharing disaggregated information in supply chains
V Kovtun, A Giloni, C Hurvich
European Journal of Operational Research 277 (2), 469-478, 2019
12019
The Slow Convergence of Ordinary Least Squares Estimators of α, β and Portfolio Weights under Long‐Memory Stochastic Volatility
J Liu, R Deo, C Hurvich
Journal of Time Series Analysis 40 (4), 590-608, 2019
2019
Inventory Policies and Information Sharing: An Efficient Frontier Approach
R Caldentey, AH Giloni, CM Hurvich
Available at SSRN 3333371, 2019
2019
Modeling leverage and long memory in volatility in a pure‐jump process
MC Hsieh, C Hurvich, P Soulier
High Frequency, 2019
2019
Aggregated Information in Supply Chains
V Kovtun, A Giloni, CM Hurvich
NYU Working Paper, 2018
2018
Justification, confirmation, and the problem of mutually exclusive hypotheses
T Shogenji, H Akaike, W Alston, W Alston, W Alston, W Alston, W Alston, ...
Formal Epistemology and Cartesian Skepticism: In Defense of Belief in the …, 2018
2018
Drift in Transaction‐Level Asset Price Models
W Cao, C Hurvich, P Soulier
Journal of Time Series Analysis 38 (5), 769-790, 2017
22017
On the Sensitivity of the Lasso to the Number of Predictor Variables
CJ Flynn, CM Hurvich, JS Simonoff
Statistical Science 32 (1), 88-105, 2017
72017
Series expansions for the all-time maximum of α-stable random walks
C Hurvich, J Reed
Advances in Applied Probability 48 (3), 744-767, 2016
52016
Discussion: Deterioration of performance of the lasso with many predictors
CJ Flynn, CM Hurvich, JS Simonoff
Statistical Modelling 16 (3), 212-216, 2016
12016
Impact of Exponential Smoothing on Inventory Costs in Supply Chains
MC Hsieh, AH Giloni, CM Hurvich
NYU Working Paper, 2016
2016
Assessing the value of demand sharing in supply chains
V Kovtun, A Giloni, C Hurvich
Naval Research Logistics (NRL) 61 (7), 515-531, 2014
92014
Limit laws in transaction-level asset price models
A Aue, L Horváth, C Hurvich, P Soulier
Econometric Theory 30 (3), 536-579, 2014
22014
Forecasting and information sharing in supply chains under ARMA demand
A Giloni, C Hurvich, S Seshadri
Iie Transactions 46 (1), 35-54, 2014
252014
Efficiency for regularization parameter selection in penalized likelihood estimation of misspecified models
CJ Flynn, CM Hurvich, JS Simonoff
Journal of the American Statistical Association 108 (503), 1031-1043, 2013
292013
Possible Sharing Arrangements in ARMA Supply Chains
V Kovtun, A Giloni, CM Hurvich
NYU Working Paper, 2012
2012
Assessing the Difference between Shock Sharing and Demand Sharing Insupply Chains
V Kovtun, A Giloni, CM Hurvich
NYU Working Paper No. SOR-2012-03, 2012
2012
The averaged periodogram estimator for a power law in coherency
RJ Sela, CM Hurvich
Journal of Time Series Analysis 33 (2), 340-363, 2012
382012
Supplement to'Efficiency and Consistency for Regularization Parameter Selection in Penalized Regression: Asymptotics and Finite-Sample Corrections'
C Flynn, CM Hurvich, JS Simonoff
NYU Stern School of Business, Vol, 2011
2011
Efficiency and consistency for regularization parameter selection in penalized regression: asymptotics and finite-sample corrections
C Flynn, CM Hurvich, JS Simonoff
NYU Working Paper, 2011
22011
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Artículos 1–20