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~person:"Sapra, S.K."
~person:"Tanaka, Katsuto"
~person:"Wang, Qiying"
~subject:"Statistische Verteilung"
~subject:"Stochastischer Prozess"
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Sapra, S.K.
Tanaka, Katsuto
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Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests
Tanaka, Katsuto
- In:
Econometric theory
35
(
2019
)
5
,
pp. 978-1011
Persistent link: https://www.econbiz.de/10012146190
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2
Weak convergence to stochastic integrals under primitive conditions in nonlinear econometric models
Peng, Jiangyan
;
Wang, Qiying
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1132-1157
Persistent link: https://www.econbiz.de/10011951465
Saved in:
3
Weak convergence to stochastic integrals for econometric applications
Liang, Hanying
;
Phillips, Peter C. B.
;
Wang, Hanchao
; …
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1349-1375
Persistent link: https://www.econbiz.de/10011661978
Saved in:
4
Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation
Tanaka, Katsuto
- In:
Econometric theory
30
(
2014
)
5
,
pp. 1078-1109
Persistent link: https://www.econbiz.de/10010502130
Saved in:
5
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
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