Access Statistics for Witold Orzeszko

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Nonparametric prediction of nonlinear time series. A Monte Carlo study 0 0 0 1 2 2 3 14
Total Working Papers 0 0 0 1 2 2 3 14


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applying the Concept of Granger Causality to Detect Nonlinear Autodependencies in Time Series 0 0 0 15 0 1 1 41
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 1 1 1 12 6 11 14 70
Fractal dimension of time series as a measure of investment risk 0 0 0 72 1 1 2 210
How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors 0 0 0 2 0 0 0 44
Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient 0 0 0 25 3 7 9 116
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices 0 0 0 27 6 6 7 137
Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji 0 0 0 4 2 3 4 20
Properties of STUR Processes in the Framework of Chaos Theory 0 0 0 3 1 2 2 40
The new method of measuring the effects of noise reduction in chaotic data 0 0 0 3 1 3 5 11
Total Journal Articles 1 1 1 163 20 34 44 689


Statistics updated 2026-01-09