| 1 |
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A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY
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Anil K. Bera ; Antonio F. Galvao ; Liang Wang ; Zhijie Xiao
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Cambridge University Press
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2016
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| 2 |
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ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS
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Jihyun Kim ; Joon Y. Park ; Bin Wang
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Cambridge University Press
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2021
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| 3 |
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MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION
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Brian D.O. Anderson ; Manfred Deistler ; Elisabeth Felsenstein ; Bernd Funovits ; Lukas Koelbl ; Mohsen Zamani
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Cambridge University Press
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2016
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| 4 |
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THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS
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Søren Johansen ; Morten Ørregaard Nielsen
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Cambridge University Press
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2016
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| 5 |
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A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS
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Giuseppe Cavaliere ; Anders Rahbek
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Cambridge University Press
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2020
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| 6 |
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ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
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Li, D.; Ling, S.; Li, W.K.
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Cambridge University Press
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2013
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| 7 |
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ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES
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Potscher, B.M.
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Cambridge University Press
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2013
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| 8 |
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LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
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Li, D.; Lu, Z.; Linton, O.
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Cambridge University Press
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2012
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| 9 |
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FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS
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Bao, Y.
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Cambridge University Press
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2013
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| 10 |
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RANK-BASED ESTIMATION FOR GARCH PROCESSES
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Andrews, B.
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Cambridge University Press
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2012
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