The following pages link to Iliyan Georgiev (Q309713):
Displaying 19 items.
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Testing for episodic predictability in stock returns (Q2116325) (← links)
- Testing for unit roots in autoregressions with multiple level shifts (Q2886980) (← links)
- (Q3565379) (← links)
- ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS (Q3632392) (← links)
- REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS (Q3632413) (← links)
- ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
- Unifying points, beams, and paths in volumetric light transport simulation (Q4635720) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
- Inference Under Random Limit Bootstrap Measures (Q4992194) (← links)
- Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
- Unit Root Tests and Heavy‐Tailed Innovations (Q5357988) (← links)
- A mixture‐distribution factor model for multivariate outliers (Q5433626) (← links)
- Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
- A Bootstrap Stationarity Test for Predictive Regression Invalidity (Q6634886) (← links)
