The following pages link to Stochastic Limit Theory (Q4393441):
Displaying 24 items.
- Naive method to test the convergence of simulation and its applications in the computation of bankruptcy probability (Q5222403) (← links)
- Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
- Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models (Q5290376) (← links)
- INTEGRATED SCORE ESTIMATION (Q5371155) (← links)
- (Q5389676) (← links)
- (Q5389905) (← links)
- EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- EFFICIENT SEMIPARAMETRIC SEEMINGLY UNRELATED QUANTILE REGRESSION ESTIMATION (Q5411521) (← links)
- Interval Estimation for the Sortino Ratio and the Omega Ratio (Q5418878) (← links)
- Estimation of impulse response functions using long autoregression (Q5427679) (← links)
- Statistical properties of generalized discrepancies (Q5429507) (← links)
- Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (Q5430508) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
- Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (Q5467624) (← links)
- Unit root tests in three‐regime SETAR models (Q5488515) (← links)
- Method for simulating non-linear stochastic differential equations in ℝ<sup>1</sup> (Q5697313) (← links)
- Functional‐coefficient models under unit root behaviour (Q5703226) (← links)
- Evaluating Direct Multistep Forecasts (Q5719300) (← links)
- \(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables (Q5939960) (← links)
- Permutation‐based tests for discontinuities in event studies (Q6088790) (← links)
- Fast reaction limits via \(\Gamma\)-convergence of the flux rate functional (Q6095783) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
- Use of additional information for current status data with two competing risks and missing failure types (Q6635356) (← links)
