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Clifford M. Hurvich

Clifford M. Hurvich

D-Index & Metrics

Mathematics

D-Index
36
Citations
15627
World Ranking
2566
National Ranking
1061

Research.com Recognitions

  • 2004 - Fellow of the American Statistical Association (ASA)

Overview

Clifford M. Hurvich is affiliated with New York University in the United States. Their research primarily focuses on fields related to Business, Management, and Accounting, with a concentration in areas such as Management Information Systems, Management Science and Operations Research, Finance, Marketing, and Industrial and Manufacturing Engineering.

Their main research topics cover Supply Chain and Inventory Management, Forecasting Techniques and Applications, Consumer Market Behavior and Pricing, Scheduling and Optimization Algorithms, Advanced Statistical Process Monitoring, Complex Systems and Time Series Analysis, and Statistical Methods and Inference.

Some notable recent papers include:

  • The propagation and identification of ARMA demand under simple exponential smoothing: forecasting expertise and information sharing (2020, IMA Journal of Management Mathematics)
  • Performance bound for myopic order-up-to inventory policies under stationary demand processes (2022, Operations Research Letters)
  • Partial Information Sharing in Supply Chains with ARMA Demand (2024, SSRN Electronic Journal)
  • Partial information sharing in supply chains with ARMA demand (2024, Naval Research Logistics (NRL))
  • Selection of Regression Models under Linear Restrictions for Fixed and Random Designs (2020, arXiv (Cornell University))

Hurvich's collaboration network includes frequent co-authors such as Avi Giloni, Vladimir Kovtun, René Caldentey, Sridhar Seshadri, and Meng-Chen Hsieh.

Their publications often appear in recognized venues, including:

  • SSRN Electronic Journal
  • arXiv (Cornell University)
  • Preprints.org
  • Mathematics of Operations Research
  • Econometrics and Statistics

In 2004, Hurvich was recognized as a Fellow of the American Statistical Association (ASA).

Best Publications

  • Regression and time series model selection in small samples

    Clifford M. Hurvich;Chih Ling Tsai

  • Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion

    Clifford M. Hurvich;Jeffrey S. Simonoff;Chih‐Ling Tsai

  • The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series

    Clifford M. Hurvich;Rohit Deo;Julia Brodsky

  • A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION

    Clifford M. Hurvich;Chih-Ling Tsai

  • Predictive Regressions: A Reduced-Bias Estimation Method

    Yakov Amihud;Clifford Hurvich

  • Bias of the corrected AIC criterion for underfitted regression and time series models

    Clifford M. Hurvich;Chih-Ling Tsai

  • The impact of model selection on inference in linear regression

    Clifford M. Hurvich;Chih-Ling Tsai

  • Model selection for extended quasi-likelihood models in small samples

    Clifford M. Hurvich;Chih-Ling Tsai

  • Forecasting realized volatility using a long-memory stochastic volatility model : estimation, prediction and seasonal adjustment

    Rohit Deo;Clifford Hurvich;Yi Lu

  • Multiple-Predictor Regressions: Hypothesis Testing

    Yakov Amihud;Clifford M. Hurvich;Yi Wang

  • ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS

    Rohit S. Deo;Clifford M. Hurvich

  • ASYMPTOTICS FOR THE LOW‐FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG‐MEMORY TIME SERIES

    Clifford M. Hurvich;Kaizo I. Beltrao

  • Estimating long memory in volatility

    Clifford M. Hurvich;Eric Moulines;Philippe Soulier

  • Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples

    Clifford M. Hurvich;Robert Shumway;Chih-Ling Tsai

  • PLUG-IN SELECTION OF THE NUMBER OF FREQUENCIES IN REGRESSION ESTIMATES OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES

    Clifford M. Hurvich;Rohit S. Deo

  • AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG‐MEMORY TIME SERIES

    Clifford M. Hurvich;Kaizo I. Beltrao

  • An Efficient Taper for Potentially Overdifferenced Long-memory Time Series

    Clifford M. Hurvich;Willa W. Chen

  • Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods

    Unknown

  • Semiparametric estimation of fractional cointegrating subspaces

    Willa W. Chen;Clifford M. Hurvich

  • The Local Whittle Estimator of Long-Memory Stochastic Volatility

    Clifford M. Hurvich;Bonnie K. Ray

  • Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models

    Clifford M. Hurvich;Julia Brodsky

Frequent Co-Authors

Chih-Ling Tsai
Chih-Ling Tsai University of California, Davis
Jeffrey S. Simonoff
Jeffrey S. Simonoff New York University
Yakov Amihud
Yakov Amihud New York University
Lajos Horváth
Lajos Horváth University of Utah
Eric Moulines
Eric Moulines Mohamed bin Zayed University of Artificial Intelligence

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