Narrow search
Showing 1 - 4 of 4
Cover Image
Efficient estimation of integrated volatility and related processes
Renault, Eric; Sarisoy, Cisil; Werker, Bas J. M. - In: Econometric theory 33 (2017) 2, pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Cover Image
Locally optimal tests against periodic autoregression : parametric and nonparametric approaches
Bentarzi, Mohamed - In: Econometric theory 12 (1996) 1, pp. 88-112
Persistent link: https://www.econbiz.de/10001201816
Cover Image
Nonuniform bounds for nonparametric t-tests
Dufour, Jean-Marie - In: Econometric theory 7 (1991) 2, pp. 253-263
Persistent link: https://www.econbiz.de/10001118075
Cover Image
Locally Optimal Tests against Periodical Autoregression: Parametric and Nonparametric Approaches
Bentarzi, Mohamed; Hallin, Marc - In: Econometric theory 12 (1996) 1, pp. 88-112
Persistent link: https://www.econbiz.de/10007001132