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RISSelf weighted quasi maximum exponential likelihood estimator for ARFIMA GARCH models
Publisher: Elsevier Science
Year: 2013
Functional partially linear quantile regression model
Publisher: Springer
Year: 2014
Local consistency of Markov chain Monte Carlo methods
Publisher: Springer
Year: 2014
Calibration of the empirical likelihood for high dimensional data
Publisher: Springer
Year: 2013
Quantum local asymptotic normality based on a new quantum likelihood ratio
Publisher: The Institute of Mathematical Statistics
Year: 2013
Asymptotic normality of Huber–Dutter estimators in a linear model with AR(1) processes
Publisher: Elsevier Science
Year: 2013
Adaptive penalized quantile regression for high dimensional data
Publisher: Elsevier Science
Year: 2013
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
Publisher: Elsevier Science
Year: 2013
A test for abrupt change in hazard regression models with Weibull baselines
Publisher: Elsevier Science
Year: 2013
A family of tests for exponentiality against IFR alternatives
Publisher: Elsevier Science
Year: 2013