The following pages link to Bent Nielsen (Q265296):
Displayed 25 items.
- Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
- Identification and forecasting in mortality models (Q904608) (← links)
- Corrigendum to: ``Analysis of the forward search using some new results for martingales and empirical processes'' (Q2325328) (← links)
- Cointegration analysis in the presence of structural breaks in the deterministic trend (Q2707872) (← links)
- Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815576) (← links)
- Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815584) (← links)
- Over-Dispersed Age-Period-Cohort Models (Q3121564) (← links)
- The empirical process of autoregressive residuals (Q3161682) (← links)
- Correlograms for Non-Stationary Autoregressions (Q3408556) (← links)
- (Q3433854) (← links)
- (Q3498090) (← links)
- ANALYSIS OF COEXPLOSIVE PROCESSES (Q3577705) (← links)
- Expected Survival in the Cox Model (Q4352098) (← links)
- On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (Q4451549) (← links)
- The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes (Q4531003) (← links)
- (Q4593677) (← links)
- Testing for rational bubbles in a coexplosive vector autoregression (Q5093185) (← links)
- ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS (Q5199502) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs (Q5283079) (← links)
- (Q5326961) (← links)
- BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (Q5384847) (← links)
- Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression (Q5423181) (← links)
- STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (Q5697614) (← links)
- Discussion: The forward search: theory and data analysis (Q5971302) (← links)