1

Local stationarity and time-inhomogeneous Markov chains

Year:
2019
Language:
english
File:
PDF, 344 KB
english, 2019
5

A p-Order signed integer-valued autoregressive (SINAR(p)) model

Year:
2011
Language:
english
File:
PDF, 693 KB
english, 2011
7

Weak dependence, models and some applications

Year:
2009
Language:
english
File:
PDF, 322 KB
english, 2009
24

Efficient semiparametric estimation in time-varying regression models

Year:
2018
Language:
english
File:
PDF, 2.22 MB
english, 2018
27

On categorical time series models with covariates

Year:
2018
Language:
english
File:
PDF, 396 KB
english, 2018
31

Nonparametric tests for Cox processes

Year:
2017
Language:
english
File:
PDF, 316 KB
english, 2017
41

ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS

Year:
2014
Language:
english
File:
PDF, 402 KB
english, 2014
42

Root-$n$ consistent estimation of the marginal density in semiparametric autoregressive time series models

Year:
2019
Language:
english
File:
PDF, 303 KB
english, 2019
44

On the quasi-likelihood estimation for random coefficient autoregressions

Year:
2011
Language:
english
File:
PDF, 214 KB
english, 2011
45

On a nonparametric resampling scheme for Markov random fields

Year:
2011
Language:
english
File:
PDF, 759 KB
english, 2011