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 1 1 1 2 1 2 7 18
Total Working Papers 1 1 1 2 1 2 7 18


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 1 4 8 48
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 1 12 1 6 25 82
Fractal dimension of time series as a measure of investment risk 0 0 0 72 1 4 6 214
How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors 0 0 0 2 0 0 4 48
Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient 0 0 0 25 1 8 18 125
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices 0 0 0 27 1 5 15 146
Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji 0 0 1 5 1 3 14 30
Properties of STUR Processes in the Framework of Chaos Theory 0 0 0 3 1 4 9 47
The new method of measuring the effects of noise reduction in chaotic data 0 0 0 3 0 1 7 14
Total Journal Articles 0 0 2 164 7 35 106 754


Statistics updated 2026-06-04