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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~person:"Arvanitis, Stelios"
~person:"Liu-Evans, Gareth D."
~person:"McElroy, Tucker"
~subject:"domain of attraction"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
domain of attraction
Estimation theory
4
Schätztheorie
4
Zeitreihenanalyse
4
ARCH model
2
ARCH-Modell
2
Analysis of variance
1
Bootstrap approach
1
Bootstrap-Verfahren
1
GARCH model
1
GMM estimators
1
MLT with mixed limit
1
Measurement
1
Messung
1
QMLE
1
Signalling
1
Varianzanalyse
1
formal Edgeworth distribution
1
inconsistency
1
indirect estimators
1
locally uniform Edgeworth expansion
1
moment approximations
1
non-stationary ARCH(1)
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non-tightness
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slow variation
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smooth transformations
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weak dependence
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Arvanitis, Stelios
Liu-Evans, Gareth D.
McElroy, Tucker
Asai, Manabu
2
Kurozumi, Eiji
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Bardet, Jean-Marc
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
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1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Game, Aaron
1
González Olivares, Daniel
1
Granger, C. W. J.
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
1
Hafner, Christian M.
1
Hassler, Uwe
1
Hendry, David F.
1
Hunt, Richard
1
Javed, Farrukh
1
Jensen, Anders Tolver
1
Lange, Theis
1
Larsson, Rolf
1
Lima, Luiz Renato
1
Liu-Evans, Gareth
1
Louka, Alexandros
1
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Journal of time series econometrics
Econometric reviews
1
Econometric theory
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
International journal of forecasting
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of forecasting
1
The econometrics journal
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ECONIS (ZBW)
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A note on the QMLE limit theory in the non-stationary ARCH(1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 21-39
Persistent link: https://www.econbiz.de/10011440450
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2
Valid locally uniform edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 183-235
Persistent link: https://www.econbiz.de/10010401116
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3
Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D.
;
Phillips, Garry D. A.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009713311
Saved in:
4
Signal extraction revision variances as a goodness-of-fit measure
McElroy, Tucker
;
Wildi, Marc
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623322
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