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Optimal reinsurance and stop-loss order
Denuit, Michel; Vermandele, Catherine - In: Insurance / Mathematics & economics 22 (1998) 3, pp. 229-234
Persistent link: https://www.econbiz.de/10006919100
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When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
Koijen, Ralph S. J.; Nijman, Theo E.; Werker, Bas J. M. - In: The review of financial studies 23 (2010) 2, pp. 741-741
Persistent link: https://www.econbiz.de/10008370236
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When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
Koijen, Ralph S. J.; Nijman, Theo E.; Werker, Bas J. M. - In: The review of financial studies 23 (2013) 2, pp. 741-740
Persistent link: https://www.econbiz.de/10010113702
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An Alternative Asymptotic Analysis of Residual-Based Statistics
Andreou, Elena; Werker, Bas J. M. - In: The review of economics and statistics 94 (2012) 1, pp. 88-100
Persistent link: https://www.econbiz.de/10009826303
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Theory and Methods - The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 830-840
Persistent link: https://www.econbiz.de/10006606305
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Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
Hallin, Marc; Tran, Lanh Tat - In: Annals of the Institute of Statistical Mathematics : AISM 48 (1996) 3, pp. 429-450
Persistent link: https://www.econbiz.de/10007321417
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Local asymptotic normality of multivariate ARMA processes with a linear trend
Garel, Bernard; Hallin, Marc - In: Annals of the Institute of Statistical Mathematics : AISM 47 (1995) 3, pp. 551-580
Persistent link: https://www.econbiz.de/10007336428
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Theory and Methods - Comment - Quantile Autoregression
Hallin, Marc; Werker, Bas J.M. - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 996-997
Persistent link: https://www.econbiz.de/10007292904
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A Berry-Esséen theorem for serial rank statistics
Hallin, Marc; Rifi, Khalid - In: Annals of the Institute of Statistical Mathematics : AISM 49 (1997) 4, pp. 777
Persistent link: https://www.econbiz.de/10007362461
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Theory and Methods - Rank-Based Autoregressive Order Identification
Garel, Bernard; Hallin, Marc - In: Journal of the American Statistical Association : JASA 94 (1999) 448, pp. 1357-1371
Persistent link: https://www.econbiz.de/10006625891