The following pages link to Bas J. M. Werker (Q169479):
Displaying 34 items.
- (Q480975) (redirect page) (← links)
- Semiparametric Gaussian copula models: geometry and efficient rank-based estimation (Q480976) (← links)
- (Q587237) (redirect page) (← links)
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- Causality effects in return volatility measures with random times (Q737283) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Note on integer-valued bilinear time series models (Q928969) (← links)
- Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
- Adaptive estimation in time-series models (Q1359426) (← links)
- A convenient way to characterize equivalent martingale measures in incomplete markets (Q1567084) (← links)
- The annuity puzzle remains a puzzle (Q1656362) (← links)
- Semi-parametric efficiency, distribution-freeness and invariance (Q1812195) (← links)
- GARCH and irregularly spaced data (Q1929030) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Cooperative investment in incomplete markets under financial fairness (Q2374132) (← links)
- The composite iteration algorithm for finding efficient and financially fair risk-sharing rules (Q2402823) (← links)
- The dynamic mixed hitting-time model for multiple transaction prices and times (Q2451776) (← links)
- Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity (Q2493554) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
- Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596) (← links)
- Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models (Q2920277) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526) (← links)
- Optimal Annuity Risk Management* (Q3096845) (← links)
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
- Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models (Q3552850) (← links)
- (Q4249459) (← links)
- (Q4356595) (← links)
- THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES (Q5213442) (← links)
- On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result (Q5258889) (← links)
- (Q5317349) (← links)
- (Q5386477) (← links)
- Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (Q5928938) (← links)
