Brendan K. Beare

Available identifiers

zbMath Open beare.brendan-kMaRDI QIDQ660095

List of research outcomes

Publication	Date of Publication	Type
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes	2024-01-23	Paper
Optimal measure preserving derivatives revisited	2023-09-28	Paper
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION	2022-11-23	Paper
On the emergence of a power law in the distribution of COVID-19 cases	2022-04-20	Paper
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES	2021-04-16	Paper
RANDOMIZATION TESTS OF COPULA SYMMETRY	2021-04-16	Paper
Least favorability of the uniform distribution for tests of the concavity of a distribution function	2020-11-22	Paper
Stable Limit Theory for the Variance Targeting Estimator	2020-11-10	Paper
Tail behavior of stopped L\'evy processes with Markov modulation	2020-09-16	Paper
Cointegrated linear processes in Bayes Hilbert space	2019-02-20	Paper
Unit Root Testing with Unstable Volatility	2018-11-16	Paper
Option augmented density forecasts of market returns with monotone pricing kernel	2018-11-14	Paper
Cointegrated Linear Processes in Hilbert Space	2017-12-01	Paper
Weak convergence of the least concave majorant of estimators for a concave distribution function	2017-10-23	Paper
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING	2015-06-22	Paper
Vine Copula Specifications for Stationary Multivariate Markov Chains	2015-03-09	Paper
Time irreversible copula-based Markov models	2014-11-14	Paper
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE	2014-02-24	Paper
Measure preserving derivatives and the pricing kernel puzzle	2012-01-25	Paper
Copulas and Temporal Dependence	2010-03-18	Paper
A generalization of Hoeffding's lemma, and a new class of covariance inequalities	2009-03-20	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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