Feike C. Drost

Available identifiers

zbMath Open drost.feike-cMaRDI QIDQ605859

List of research outcomes

Publication	Date of Publication	Type
Asymptotic Inference for Jump Diffusions with State-Dependent Intensity	2016-06-29	Paper
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones	2015-11-19	Paper
ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES	2015-06-22	Paper
Unit root tests for cross-sectionally dependent panels: the influence of observed factors	2015-05-15	Paper
Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models	2012-10-16	Paper
The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models	2010-11-15	Paper
Local asymptotic normality and efficient estimation for INAR(p) models	2010-04-22	Paper
Note on integer-valued bilinear time series models	2008-06-11	Paper
Efficient estimation in semiparametric GARCH models	2000-09-26	Paper
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models	2000-08-13	Paper
Adaptive estimation in time-series models	2000-08-02	Paper
Closing the GARCH gap: Continuous time GARCH modeling	1996-12-08	Paper
Temporal Aggregation of Garch Processes	1994-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q4040018	1993-06-05	Paper
https://portal.mardi4nfdi.de/entity/Q3200382	1990-01-01	Paper
Generalized chi-square goodness-of-fit tests for location-scale models when the number of classes tends to infinity	1989-01-01	Paper
Power Approximations to Multinomial Tests of Fit	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3768168	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3823648	1987-01-01	Paper

Research outcomes over time

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