1

Identifying Cointegration by Eigenanalysis

Year:
2018
Language:
english
File:
PDF, 743 KB
english, 2018
3

Tests for covariance matrix with fixed or divergent dimension

Year:
2013
Language:
english
File:
PDF, 232 KB
english, 2013
4

Marked empirical processes for non-stationary time series

Year:
2013
Language:
english
File:
PDF, 238 KB
english, 2013
6

The self-intersections of a Gaussian random field

Year:
2006
Language:
english
File:
PDF, 374 KB
english, 2006
7

Chung LIL for integrated stable process

Year:
2007
Language:
english
File:
PDF, 151 KB
english, 2007
9

A Functional LIL form-Fold Integrated Brownian Motion*

Year:
2006
Language:
english
File:
PDF, 235 KB
english, 2006
10

Some path properties of generalized Lévy sheet

Year:
2006
Language:
english
File:
PDF, 222 KB
english, 2006
11

Asymptotic distributions of non-central studentized statistics

Year:
2009
Language:
english
File:
PDF, 359 KB
english, 2009
12

Comments on: A review on empirical likelihood methods for regression

Year:
2009
Language:
english
File:
PDF, 171 KB
english, 2009
13

Some properties for two-parameter fractional Levy-Wiener process

Year:
2003
Language:
english
File:
PDF, 336 KB
english, 2003
14

Jackknife–blockwise empirical likelihood methods under dependence

Year:
2012
Language:
english
File:
PDF, 305 KB
english, 2012
15

Non-stationary autoregressive processes with infinite variance

Year:
2012
Language:
english
File:
PDF, 1.04 MB
english, 2012
16

Interval estimation of the tail index of a GARCH(1,1) model

Year:
2012
Language:
english
File:
PDF, 610 KB
english, 2012
18

ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES

Year:
2015
Language:
english
File:
PDF, 110 KB
english, 2015
22

On a threshold double autoregressive model

Year:
2015
Language:
english
File:
PDF, 503 KB
english, 2015
24

Exact Hausdorff measure of the lever sets of a multi-parameter stable process*

Year:
2004
Language:
english
File:
PDF, 374 KB
english, 2004
26

TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS

Year:
2013
Language:
english
File:
PDF, 207 KB
english, 2013
34

Portmanteau-type tests for unit-root and cointegration

Year:
2018
Language:
english
File:
PDF, 507 KB
english, 2018