The following pages link to T. V. Ramanathan (Q257561):
Displaying 18 items.
- Test for randomness of the technology parameter in a stochastic frontier regression model (Q257563) (← links)
- Geometric ergodicity of asymmetric volatility models with stochastic parameters (Q388985) (← links)
- On the distribution of shrinkage parameters of Liu-type estimators (Q462980) (← links)
- Rank tests for testing randomness of a regression coefficient in a linear regression model (Q1185340) (← links)
- Optimal estimation in random coefficient regression models (Q1206649) (← links)
- Rank tests for testing the randomness of autoregressive coefficients (Q1336895) (← links)
- On optimal prediction for stochastic processes (Q1372341) (← links)
- A test for randomness of the environments in a branching process (Q1381193) (← links)
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
- The focused information criterion for logistic time series regression models under locally biased estimating functions (Q2241530) (← links)
- Nonstationary autoregressive conditional duration models (Q2691715) (← links)
- ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION (Q2892460) (← links)
- Rank Test for Testing Randomness of the Technology Parameters in a Stochastic Frontier Regression Model (Q3085297) (← links)
- (Q3140357) (← links)
- Asymmetric Volatility Models with Structural Breaks (Q3168366) (← links)
- (Q3185316) (← links)
- The focussed information criterion for generalised linear regression models for time series (Q6081853) (← links)
- Modified expected shortfall: a coherent risk measure for elliptical family of distributions (Q6108890) (← links)
