On Stochastic Limit and Order Relationships
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(65)- Prediction of multivariate time series by autoregressive model fitting
- Theory of order statistics
- The likelihood ratio criterion and the asymptotic expansion of its distribution
- A class of factor analysis estimation procedures with common asymptotic sampling properties
- The bias of generalized double k-class estimators
- Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
- Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator
- Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations
- Relative efficiency with equivalence classes of asymptotic covariances
- Encompassing in stationary linear dynamic models
- A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters
- Symmetrizing and variance stabilizing transformations of sample coefficient of variation from inverse Gaussian distribution
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances
- The problem of near-multicollinearity revisited: erratic vs systematic volatility.
- An adjusted linear estimator
- Cointegration tests in the presence of structural breaks
- Entailment with near surety of scaled assertions of high conditional probability
- Beyond the mean: a flexible framework for studying causal effects using linear models
- Locally associated graphical models and mixed convex exponential families
- A subsampling approach for Bayesian model selection
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Sequential ensemble transform for Bayesian inverse problems
- Note on the delta method for finite population inference with applications to causal inference
- Statistical inference of semidefinite programming with multiple parameters
- Resampling DEA estimates of investment fund performance
- Disturbance variance estimation in simulataneous equations by k-class method
- Asymptotic tests for interval-valued means
- Methods of analyzing nonstationary time series with implicit changes in their properties
- Likelihood-look-ahead inference on the equilibrium distribution of Markov chains
- Approximate confidence sets for a stationary \(AR(p)\) process
- Estimation of parameters for a linear difference equation with application to EEG analysis
- Power spectrum estimation through autoregressive model fitting
- The efficiency of estimating seemingly unrelated regression equations
- Statistical predictor identification
- Testing for separability of spatial\,-\,temporal covariance functions
- The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale
- Power and sample size computation for Wald tests in latent class models
- Estimation by Periodogram
- Extremes,extreme spacings and outliers in the tukey and weibull families
- Orders of limits for stationary distributions, stochastic dominance, and stochastic stability
- Accuracy, confidence and consensus in bayesian hypothesis inference
- The use of efficient estimates in multiple tests for goodness of fit
- A polarization-cohesion perspective on cross-country convergence
- Testing for dependence in the input to a linear time series model
- Statistical inference of second-order cone programming
- On the joint distribution of pearson's X2statistics
- SPECTRAL ANALYSIS OF A STATIONARY BIVARIATE POINT PROCESS WITH APPLICATIONS TO NEUROPHYSIOLOGICAL PROBLEMS
- Accurate tests for the equality of coefficients of variation
- Doubly stochastic normalization of the Gaussian kernel is robust to heteroskedastic noise
- Visual assessment of matrix‐variate normality
- Closed form estimators for a bivariate beta distribution
- Approximations to most powerful invariant tests for multinormality against some irregular alternatives
- Functional central limit theorems for rough volatility
- Finding the optimal exploration-exploitation trade-off online through Bayesian risk estimation and minimization
- Confidence Distributions for the Autoregressive Parameter
- Multivariate representations of univariate marked Hawkes processes
- Confidence distributions for the INAR parameter
- Assumption-Lean Regression for Nonnegative Response via Variational Representation
- Spot beta estimation with asynchronous noisy prices
- A topologically enriched probability monad on the Cartesian closed category of CGWH spaces
- Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice
- Asymptotic distribution of the correlation coefficients of linear approximation
- Spectra-based estimates of certain time-domain parameters of a bivariate stationary-point process
- Likelihood ratio test for and against nonlinear inequality constraints
- A theorem on the rank of a product of matrices with illustration of its use in goodness of fit testing
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