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Journal of econometrics
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Insurance / Mathematics & economics
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Econometric theory
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Statistics in transition : an international journal of the Polish Statistical Association
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Econometric reviews
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European journal of operational research : EJOR
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Astin bulletin : the journal of the International Actuarial Association
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1
Martingale
densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
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2
Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Economics letters
161
(
2017
),
pp. 135-137
Persistent link: https://www.econbiz.de/10011904539
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3
On tail distributions of supremum and quadratic variation of local martingales
Liptser, R.
;
Novikov, Alexander
-
2004
Persistent link: https://www.econbiz.de/10002251058
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4
Specification tests for the distribution of errors in nonoarametric regression : a
martingale
approach
Mora, Juan
;
Pérez-Alonso, Alicia
-
2008
Persistent link: https://www.econbiz.de/10003871481
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5
Specification tests for the distribution of errors in nonparametric regression : a
martingale
approach
Mora, Juan
;
Pérez-Alonso, Alicia
-
2007
Persistent link: https://www.econbiz.de/10003963718
Saved in:
6
New majorization theory in economics and
martingale
convergence results in econometrics
Ibragimov, Rustam
-
2005
Persistent link: https://www.econbiz.de/10003553406
Saved in:
7
On quantile estimator in volatility model with non-negative error density and Bayesian perspective
Dutta, Debajit
;
Dhar, Subhra Sankar
;
Mitra, Amit
-
2019
Persistent link: https://www.econbiz.de/10012244179
Saved in:
8
Sieve estimation of the minimal entropy
martingale
marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
9
Measuring batting consistency and comparing batting greats in tet cricket : innovative applications of statistical tools
Sarkar, Sahadeb
;
Banerjee, Anirban
- In:
Decision
43
(
2016
)
4
,
pp. 365-400
Persistent link: https://www.econbiz.de/10011645688
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10
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
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