Simon A. Broda

According to our database, Simon A. Broda authored at least 5 papers between 2007 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

ARCHModels.jl: Estimating ARCH Models in <i>Julia</i>.

Simon A. Broda, Marc S. Paolella

J. Stat. Softw., 2023

2017

Multivariate elliptical truncated moments.

Juan Carlos Arismendi, Simon A. Broda

J. Multivar. Anal., 2017

2009

Evaluating the density of ratios of noncentral quadratic forms in normal variables.

Simon A. Broda, Marc S. Paolella

Comput. Stat. Data Anal., 2009

2007

Saddlepoint approximations for the doubly noncentral t.

Simon A. Broda, Marc S. Paolella

Comput. Stat. Data Anal., 2007

Bias-adjusted estimation in the ARX(1) model.

Simon A. Broda, Kai Carstensen, Marc S. Paolella

Comput. Stat. Data Anal., 2007