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~isPartOf:"ECARES working paper"
~person:"La Vecchia, Davide"
~subject:"Forecasting"
~subject:"Local asymptotic normality"
~subject:"local asymptotic normality"
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Forecasting
Local asymptotic normality
local asymptotic normality
Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätztheorie
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Distribution-freeness
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Multivariate ranks
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Ranking method
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Conditional heteroskedasticity
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VAR model
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efficiency
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irregularly spaced data
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La Vecchia, Davide
Hallin, Marc
6
Liu, Hang
2
Babić, Slađana
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Cassart, Delphine
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Gelbgras, Laetitia
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Ley, Christophe
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Paindaveine, Davy
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ECARES working paper
Journal of econometrics
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ECONIS (ZBW)
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Rank-based testing for semiparametric VAR model: a measure transportation approach
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2020
Persistent link: https://www.econbiz.de/10012317217
Saved in:
2
Center-outward R-estimation for semiparametric VARMA models
Hallin, Marc
;
La Vecchia, Davide
;
Liu, Hang
-
2019
Persistent link: https://www.econbiz.de/10012179421
Saved in:
3
A simple R-estimation method for semiparametric duration models
Hallin, Marc
;
La Vecchia, Davide
-
2017
Persistent link: https://www.econbiz.de/10011673050
Saved in:
4
Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
-
2014
Persistent link: https://www.econbiz.de/10010418928
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