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NONPARAMETRIC INSTRUMENTAL VARIABLE ESTIMATION UNDER MONOTONICITY

Econometrica, 2017-07, Vol.85 (4), p.1303-1320

2017

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Constrained Continuous-Time Markov Decision Processes on the Finite Horizon

Applied mathematics & optimization, 2017-04, Vol.75 (2), p.317-341

2017

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ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS

Econometric theory, 2017-04, Vol.33 (2), p.366-412

2017

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On relative stability and weighted laws of large numbers

Extremes (Boston), 2017-03, Vol.20 (1), p.1-31

2017

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Kernel regression estimation for incomplete data with applications

Statistical papers (Berlin, Germany), 2017-03, Vol.58 (1), p.185-209

2017

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First Passage Time for Brownian Motion and Piecewise Linear Boundaries

Methodology and computing in applied probability, 2017-03, Vol.19 (1), p.237-253

2017

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Generator Estimation for Transition Matrices with Applications to Credit Ratings

The ICFAI journal of applied finance, 2017-01, Vol.23 (1), p.26

2017

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LONG-TERM RISK: A MARTINGALE APPROACH

Econometrica, 2017-01, Vol.85 (1), p.299-312

2017

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A Continuous-time Markov Chain Approach for Modeling of Poverty Dynamics: Application to Mozambique

African development review, 2016-12, Vol.28 (4), p.482-495

2016

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Approximation and estimation of very small probabilities of multivariate extreme events

Extremes (Boston), 2016-12, Vol.19 (4), p.687-717

Valk, Cees de

2016

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Infinite dimensional stochastic differential equations for Dyson’s model

Probability theory and related fields, 2016-12, Vol.166 (3-4), p.801-850

Tsai, Li-Cheng

2016

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Statistical inference on restricted partial linear regression models with partial distortion measurement errors

Statistica Neerlandica, 2016-11, Vol.70 (4), p.304-331

2016

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Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test

Journal of time series analysis, 2016-11, Vol.37 (6), p.785-809

Betken, Annika

2016

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Sequential block bootstrap in a Hilbert space with application to change point analysis

Canadian journal of statistics, 2016-09, Vol.44 (3), p.300-322

2016

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Scalar conservation laws with monotone pure-jump Markov initial conditions

Probability theory and related fields, 2016-08, Vol.165 (3-4), p.867-899

2016

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A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES

Econometric theory, 2016-08, Vol.32 (4), p.988-1022

2016

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Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes

Applied mathematics & optimization, 2016-08, Vol.74 (1), p.27-51

2016

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On the strong Brillinger-mixing property of [alpha]-determinantal point processes and some applications

Applications of mathematics (Prague), 2016-08, Vol.61 (4), p.443

Heinrich, Lothar

2016

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Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach

Applied mathematics & optimization, 2016-08, Vol.74 (1), p.129-161

2016

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Multivariate subexponential distributions and their applications

Extremes (Boston), 2016-06, Vol.19 (2), p.171-196

2016

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ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE

Econometric theory, 2016-06, Vol.32 (3), p.686-713

2016

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The shorter queue polling model

Annals of operations research, 2016-06, Vol.241 (1-2), p.167-200

2016

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Asymptotic independence of servers’ activity in queueing systems with limited resource pooling

Queueing systems, 2016-06, Vol.83 (1-2), p.13-28

2016

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Single-index composite quantile regression with heteroscedasticity and general error distributions

Statistical papers (Berlin, Germany), 2016-03, Vol.57 (1), p.185-203

2016

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Rates of convergence for extremes of geometric random variables and marked point processes

Extremes (Boston), 2016-03, Vol.19 (1), p.105-138

2016

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NONPARAMETRIC INSTRUMENTAL VARIABLE ESTIMATION UNDER MONOTONICITY

Constrained Continuous-Time Markov Decision Processes on the Finite Horizon

ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS

On relative stability and weighted laws of large numbers

Kernel regression estimation for incomplete data with applications

First Passage Time for Brownian Motion and Piecewise Linear Boundaries

Generator Estimation for Transition Matrices with Applications to Credit Ratings

LONG-TERM RISK: A MARTINGALE APPROACH

A Continuous-time Markov Chain Approach for Modeling of Poverty Dynamics: Application to Mozambique

Approximation and estimation of very small probabilities of multivariate extreme events

Infinite dimensional stochastic differential equations for Dyson’s model

Statistical inference on restricted partial linear regression models with partial distortion measurement errors

Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test

Sequential block bootstrap in a Hilbert space with application to change point analysis

Scalar conservation laws with monotone pure-jump Markov initial conditions

A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES

Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes

On the strong Brillinger-mixing property of [alpha]-determinantal point processes and some applications

Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach

Multivariate subexponential distributions and their applications

ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE

The shorter queue polling model

Asymptotic independence of servers’ activity in queueing systems with limited resource pooling

Single-index composite quantile regression with heteroscedasticity and general error distributions

Rates of convergence for extremes of geometric random variables and marked point processes

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