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~person:"HALLIN, Marc"
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Berry-Esséen
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Chebyshev inequality
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autocorrelation
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bound
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distribution-free test
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exact test
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heterogeneity
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heteroskedasticity
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interest rates
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large deviations
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HALLIN, Marc
Alexandri, Cecilia
3
Bhatia, Aparna
3
Hallin, Marc
3
Krätschmer, Volker
3
Liang, Han-Ying
3
Luca, Lucian
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Rifi, Khalid
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Thomaz, M.T.
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Zähle, Henryk
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СЕРГЕЕВИЧ, УСКОВ ВЛАДИМИР
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Aguiar Pinto, A.C.
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Alexandrov, Eugeniu
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Amor, Francisco M. del
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Atallah, Shady S.
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Berkowitz, Daniel
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Caner, Mehmet
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Coleman, William
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Cornish, Selwyn
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DUFOUR, Jean-Marie
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Fang, Ying
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Gómez, Miguel I.
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Khurana, Meenu
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Kratz, Marie
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Millmow, Alex J.
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Pǎuna, Bianca
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Romero, Pascual
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Ahrendsen, Bruce L.
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Akerele, Dare
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Aleu, Fernando Gonzalez
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Almeida, Aléssio Tony Cavalcanti de
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Baek, Jong-Il
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Bardet, Jean-Marc
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Bertin, Jacques
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Blanco, O.
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Bobkov, Sergey G.
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Bosq, Denis
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Brand, Mark
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
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Département de Sciences Économiques, Université de Montréal
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Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
DUFOUR, Jean-Marie
;
FARHAT, Abdeljelil
;
HALLIN, Marc
-
Centre Interuniversitaire de Recherche en Économie …
-
2005
serial correlation coefficients are proposed: exponential bounds, Eaton-type bounds, Chebyshev bounds and
Berry
…
Persistent link: https://www.econbiz.de/10008671553
Saved in:
2
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
DUFOUR, Jean-Marie
;
FARHAT, Abdekjelik
;
HALLIN, Marc
-
Département de Sciences Économiques, Université de …
-
2005
serial correlation coefficients are proposed: exponential bounds, Eaton-type bounds, Chebyshev bounds and
Berry
…
Persistent link: https://www.econbiz.de/10005729725
Saved in:
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