12 citations to https://www.mathnet.ru/rus/tvp3477
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Jaya P. N. Bishwal, Parameter Estimation in Stochastic Volatility Models, 2022, 273
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Bishwal J.P.N., “Sequential Maximum Likelihood Estimation in Nonlinear Nonmarkov Diffusion Type Processes”, Dyn. Syst. Appl., 27:1 (2018), 107–124
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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
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Marc Hallin, Ramon van den Akker, Bas J. M. Werker, Mathematical Statistics and Limit Theorems, 2015, 147
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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
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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
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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
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Marc Hallin, Ramon van den Akker, Bas J. M. Werker, “A Class of Simple Distribution-Free Rank-Based Unit Root Tests”, SSRN Journal, 2011
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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
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Marc Hallin, Ramon van den Akker, Bas J. M. Werker, “A Class of Simple Distribution-Free Rank-Based Unit Root Tests”, SSRN Journal, 2010