Found 10 Documents (Results 1–10)
Measurement errors and censored structural latent variables models. (English) Zbl 1239.91183
MSC:
91G70
Distribution-free estimation of the Box-Cox regression model with censoring. (English) Zbl 1239.91182
A necessary moment condition for the fractional functional central limit theorem. (English) Zbl 1251.60028
Reviewer: Anne Broise-Alamichel (Orsay)
Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation. (English) Zbl 1242.91191
Testing for a change in correlation at an unknown point in time using an extended functional delta method. (English) Zbl 1239.91187
Asymptotic properties of self-normalized linear processes with long memory. (English) Zbl 1263.62113
Reviewer: Tamas Szabados (Budapest)
Unit roots in white noise. (English) Zbl 1239.62108
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