UB Paderborn / Katalog / Suche / in CDI

Generalisation and Application of Some Results of Ibragimov on Convergence to Normality

The Annals of probability, 1975-10, Vol.3 (5), p.897-902

Leslie, Julian

1975

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Long-Term Risk: An Operator Approach

Econometrica, 2009-01, Vol.77 (1), p.177-234

2009

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André Dabrowski's work on limit theorems and weak dependence

Canadian journal of statistics, 2009-09, Vol.37 (3), p.307-326

Dehling, Herold

2009

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INTERSECTION BOUNDS: ESTIMATION AND INFERENCE

Econometrica, 2013-03, Vol.81 (2), p.667-737

2013

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Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

Scandinavian journal of statistics, 2011-03, Vol.38 (1), p.1-22

2011

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Semiparametric estimation in copula models

Canadian journal of statistics, 2005-09, Vol.33 (3), p.357-375

Tsukahara, Hideatsu

2005

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Simulation of Tempered Stable Lévy Bridges and Its Applications

Operations research, 2016-03, Vol.64 (2), p.495-509

2016

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POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES

Econometric theory, 2014-06, Vol.30 (3), p.606-646

2014

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Models of Bus Queueing at Curbside Stops

Transportation science, 2015-05, Vol.49 (2), p.204-212

2015

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Projection estimators of Pickands dependence functions

Canadian journal of statistics, 2008-09, Vol.36 (3), p.369-382

2008

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Accuracy of Simulations for Stochastic Dynamic Models

Econometrica, 2005-11, Vol.73 (6), p.1939-1976

2005

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VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES

Econometric theory, 2005-12, Vol.21 (6), p.1087-1111

2005

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Bootstrap Unit Root Tests

Econometrica, 2003-11, Vol.71 (6), p.1845-1895

Park, Joon Y.

2003

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OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION

Econometric theory, 2015-10, Vol.31 (5), p.1054-1077

Wilhelm, Daniel

2015

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ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES

Econometric theory, 2014-02, Vol.30 (1), p.252-284

2014

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CONFIDENCE BANDS IN QUANTILE REGRESSION

Econometric theory, 2010-08, Vol.26 (4), p.1180-1200

2010

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Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes

Scandinavian journal of statistics, 2014-12, Vol.41 (4), p.950-969

2014

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ANTI-COMPLEX SETS AND REDUCIBILITIES WITH TINY USE

The Journal of symbolic logic, 2013-12, Vol.78 (4), p.1307-1327

2013

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Bootstrap Methods for Markov Processes

Econometrica, 2003-07, Vol.71 (4), p.1049-1082

Horowitz, Joel L.

2003

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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS

Econometric theory, 2007-12, Vol.23 (6), p.1136-1161

2007

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Testing multivariate uniformity: The distance-to-boundary method

Canadian journal of statistics, 2006-12, Vol.34 (4), p.693-707

2006

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Modeling Term Structure Dynamics in the Nordic Electricity Swap Market

The Energy journal (Cambridge, Mass.), 2010-04, Vol.31 (2), p.53-86

2010

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Empirical likelihood for the varying-coefficient single-index model

Canadian journal of statistics, 2010-09, Vol.38 (3), p.434-452

2010

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Kendall's tau for serial dependence

Canadian journal of statistics, 2000-09, Vol.28 (3), p.587-604

2000

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Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1984-07, Vol.46 (3), p.353-376

Davis, M. H. A.

1984

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Generalisation and Application of Some Results of Ibragimov on Convergence to Normality

Long-Term Risk: An Operator Approach

André Dabrowski's work on limit theorems and weak dependence

INTERSECTION BOUNDS: ESTIMATION AND INFERENCE

Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

Semiparametric estimation in copula models

Simulation of Tempered Stable Lévy Bridges and Its Applications

POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES

Models of Bus Queueing at Curbside Stops

Projection estimators of Pickands dependence functions

Accuracy of Simulations for Stochastic Dynamic Models

VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES

Bootstrap Unit Root Tests

OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION

ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES

CONFIDENCE BANDS IN QUANTILE REGRESSION

Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes

ANTI-COMPLEX SETS AND REDUCIBILITIES WITH TINY USE

Bootstrap Methods for Markov Processes

HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS

Testing multivariate uniformity: The distance-to-boundary method

Modeling Term Structure Dynamics in the Nordic Electricity Swap Market

Empirical likelihood for the varying-coefficient single-index model

Kendall's tau for serial dependence

Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models

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