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Approximate regnerative-block bootstrap for Markov chains : some simulation studies
Bertail, Patrice; Clémençon, Stéphan - 2006
Persistent link: https://www.econbiz.de/10003422297
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Product-limit estimators of the survival function with left or right censored data
Patilea, Valentin; Rolin, Jean-Marie - 2004
Persistent link: https://www.econbiz.de/10002598032
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Regeneration-based statistics for Harris recurrent Markov chains
Bertail, Patrice; Clémençon, Stéphan - 2005
Persistent link: https://www.econbiz.de/10003189135
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Horizon confidence sets
Fosten, Jack; Gutknecht, Daniel - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
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Simulation and estimation of long memory continuous time models
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000883136
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Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A. - 1993
Persistent link: https://www.econbiz.de/10000874754
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Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.; Guégan, Dominique - 1993
Persistent link: https://www.econbiz.de/10000879083
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Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Bardet, Jean-Marc; Doukhan, Paul; León, José-Raphael - 2005
Persistent link: https://www.econbiz.de/10003333894
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A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian; Jasiak, Joann - 2006
Persistent link: https://www.econbiz.de/10003468054
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On semiparametric M-estimation in single-index regression
Delecroix, Michel; Hristache, Marian; Patilea, Valentin - 2004
Persistent link: https://www.econbiz.de/10002553921