12 citations to https://www.mathnet.ru/rus/tvp3477
  1. Jaya P. N. Bishwal, Parameter Estimation in Stochastic Volatility Models, 2022, 273  crossref
  2. Bishwal J.P.N., “Sequential Maximum Likelihood Estimation in Nonlinear Nonmarkov Diffusion Type Processes”, Dyn. Syst. Appl., 27:1 (2018), 107–124  crossref  isi
  3. Hallin M., van den Akker R., Werker B.J.M., “Semiparametric Error-Correction Models For Cointegration With Trends: Pseudo-Gaussian and Optimal Rank-Based Tests of the Cointegration Rank”, J. Econom., 190:1 (2016), 46–61  crossref  isi
  4. Marc Hallin, Ramon van den Akker, Bas J. M. Werker, Mathematical Statistics and Limit Theorems, 2015, 147  crossref
  5. Marc Hallin, Ramon Van den Akker, Bas J. M. Werker, “Optimal Pseudo-Gaussian and Rank-Based Tests of the Cointegration Rank in Semiparametric Error-Correction Models”, SSRN Journal, 2015  crossref
  6. Marc Hallin, Ramon Van den Akker, Bas J. M. Werker, “On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result”, SSRN Journal, 2013  crossref
  7. Hallin M., van den Akker R., Werker B.J.M., “A class of simple distribution-free rank-based unit root tests”, J Econometrics, 163:2 (2011), 200–214  crossref  isi
  8. Marc Hallin, Ramon van den Akker, Bas J. M. Werker, “A Class of Simple Distribution-Free Rank-Based Unit Root Tests”, SSRN Journal, 2011  crossref
  9. M. Barczy, G. Pap, “Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes”, Journal of Statistical Planning and Inference, 140:6 (2010), 1576  crossref
  10. Marc Hallin, Ramon van den Akker, Bas J. M. Werker, “A Class of Simple Distribution-Free Rank-Based Unit Root Tests”, SSRN Journal, 2010  crossref
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