Found 11 Documents (Results 1–11)
On the predictive content of autoregression residuals: a semiparametric, copula-based approach to time series prediction. (English) Zbl 1397.62309
Limit theorems for the maximal residuals in linear and nonlinear regression models. (English. Ukrainian original) Zbl 1312.60069
Theory Probab. Math. Stat. 86, 79-91 (2013); translation from Teor. Jmovirn. Mat. Stat. 86, 69-80 (2012).
Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. (English) Zbl 1284.91238
Insur. Math. Econ. 52, No. 2, 320-337 (2013); corrigendum ibid. 53, No. 3, 919 (2013).
The statistical properties of the innovations in multivariate ARCH processes in high dimensions. (English) Zbl 1280.62110
The partial sums of the least squares residuals of spatial observations sampled according to a probability measure. (English) Zbl 1358.62077
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