Journal: South African Statistical Journal

Found 8 papers in total
Selection criteria for regression models and their application to abnormal event studies in finance
Selection criteria for regression models and their application to abnormal event studies in finance
1996,
This paper, which is concerned with the development of model selection criteria in the...
Bayesian estimation of ground-water levels
Bayesian estimation of ground-water levels
1995,
A Bayesian estimation procedure is suggested as an alternative to the well-known...
A bulk input queue with a stand-by
A bulk input queue with a stand-by
1995,
This paper studies the time-dependent and the steady state behaviour of a queueing...
An experimental design for evaluating sonar detection performance
An experimental design for evaluating sonar detection performance
1995,
Recently the authors planned and carried out an experiment for evaluating the...
A multi-process state space model for modelling the rate of return on ordinary stock
A multi-process state space model for modelling the rate of return on ordinary stock
1992,
A multi-process state space model that models the rate of return on stocks is...
The convolution of the normal and lognormal distributions
The convolution of the normal and lognormal distributions
1991,
Let Z be a three-parameter lognormal variate, U a normal with zero mean and define...
Multivariate tests of the Capital Asset Pricing Model: The South African evidence
Multivariate tests of the Capital Asset Pricing Model: The South African evidence
1991,
A recent development in financial research has been the emergence of a multivariate...
A dynamic linear model for pricing fixed interest rate stocks on the South African market
A dynamic linear model for pricing fixed interest rate stocks on the South African market
1992,
A study of the South African financial markets is undertaken with a view to modelling...
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