Victoria Zinde-Walsh

Available identifiers

zbMath Open zinde-walsh.victoriaMaRDI QIDQ301965

List of research outcomes

Publication	Date of Publication	Type
Kernel-weighted specification testing under general distributions	2024-07-02	Paper
GARCH Model Estimation Using Estimated Quadratic Variation	2022-06-03	Paper
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects	2021-02-09	Paper
Limit Theory and Inference About Conditional Distributions	2020-11-10	Paper
A technical note on divergence of the Wald statistic	2019-06-13	Paper
The consequences of misspecification in time series processes	2017-11-09	Paper
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM	2017-09-15	Paper
Properties and estimation of asymmetric exponential power distribution	2016-07-04	Paper
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation	2016-01-01	Paper
MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS	2015-01-07	Paper
On existence of moment of mean reversion estimator in linear diffusion models	2014-04-03	Paper
Wald tests when restrictions are locally singular	2013-12-02	Paper
Estimation and testing in a regression model with spherically symmetric errors	2013-10-24	Paper
Nonparametric functionals as generalized functions	2013-03-06	Paper
Non- and semi-parametric estimation in models with unknown smoothness	2013-01-08	Paper
Smoothness adaptive average derivative estimation	2010-06-01	Paper
Robust Estimation in Binary Choice Models	2010-03-18	Paper
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST	2009-06-11	Paper
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es	2009-02-09	Paper
Properties and estimation of asymmetric exponential power distribution	2009-01-01	Paper
Robust kernel estimator for densities of unknown smoothness	2008-01-09	Paper
On the estimation of residual variance in nonparametric regression	2007-04-16	Paper
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION	2004-03-22	Paper
https://portal.mardi4nfdi.de/entity/Q4453313	2004-03-07	Paper
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL	2003-05-18	Paper
ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS	2003-05-18	Paper
On the distributions of augmented Dickey-Fuller statistics in processes with moving average components	2000-08-13	Paper
Transforming the error-components model for estimation with general ARMA disturbances	1999-11-08	Paper
On some simple, autoregression-based estimation and identification techniques for ARMA models	1997-01-01	Paper
A simple noniterative estimator for moving average models	1994-07-04	Paper
INFLATION AND THE TIMING OF PRICE CHANGES (*)	1992-09-27	Paper
Estimation of a linear regression model with stationary ARMA (p,q) errors	1991-01-01	Paper
On the Robustness of LM, LR, and W Tests in Regression Models	1984-01-01	Paper

Research outcomes over time

This page was built for person: Victoria Zinde-Walsh