| Publication | Date of Publication | Type |
|---|
A model where the least trimmed squares estimator is maximum likelihood
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Journal of Time Series Analysis | 2024-02-14 | Paper |
| Weak convergence to derivatives of fractional Brownian motion | 2022-08-04 | Paper |
Corrigendum to: ``Analysis of the forward search using some new results for martingales and empirical processes
Bernoulli | 2019-09-25 | Paper |
Nonstationary cointegration in the fractionally cointegrated VAR Model
Journal of Time Series Analysis | 2019-07-30 | Paper |
Boundedness of M-estimators for linear regression in time series
Econometric Theory | 2019-06-26 | Paper |
Testing the CVAR in the fractional CVAR model
Journal of Time Series Analysis | 2018-11-16 | Paper |
The cointegrated vector autoregressive model with general deterministic terms
Journal of Econometrics | 2018-07-17 | Paper |
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Econometric Theory | 2017-04-28 | Paper |
Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate
Journal of Econometrics | 2016-08-04 | Paper |
Some identification problems in the cointegrated vector autoregressive model
Journal of Econometrics | 2016-08-04 | Paper |
Likelihood inference for a nonstationary fractional autoregressive model
Journal of Econometrics | 2016-08-04 | Paper |
Asymptotic theory of outlier detection algorithms for linear time series regression models
Scandinavian Journal of Statistics | 2016-06-29 | Paper |
Rejoinder: Asymptotic theory of outlier detection algorithms for linear time series regression models
Scandinavian Journal of Statistics | 2016-06-29 | Paper |
Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model
Journal of Econometrics | 2016-06-10 | Paper |
Analysis of the forward search using some new results for martingales and empirical processes
Bernoulli | 2016-04-01 | Paper |
Analysis of the forward search using some new results for martingales and empirical processes
Bernoulli | 2016-04-01 | Paper |
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
Econometric Theory | 2015-03-09 | Paper |
An asymptotic invariance property of the common trends under linear transformations of the data
Journal of Econometrics | 2014-08-06 | Paper |
Discussion: The forward search: theory and data analysis
Journal of the Korean Statistical Society | 2014-08-05 | Paper |
Least squares estimation in a simple random coefficient autoregressive model
Journal of Econometrics | 2014-06-06 | Paper |
Likelihood inference for a fractionally cointegrated vector autoregressive model
Econometrica | 2013-11-08 | Paper |
On a Graphical Technique for Evaluating Some Rational Expectations Models
Journal of Time Series Econometrics | 2013-06-14 | Paper |
Periodic review lost-sales inventory models with compound Poisson demand and constant lead times of any length
European Journal of Operational Research | 2012-12-29 | Paper |
A necessary moment condition for the fractional functional central limit theorem
Econometric Theory | 2012-06-11 | Paper |
Likelihood inference for a fractionally cointegrated vector autoregressive model
Econometrica | 2012-01-01 | Paper |
Cointegration: Overview and Development
Handbook of Financial Time Series | 2009-11-27 | Paper |
Can-order policy for the periodic-review joint replenishment problem
The Journal of the Operational Research Society | 2009-10-15 | Paper |
A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES
Econometric Theory | 2009-06-11 | Paper |
Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes
Econometric Reviews | 2009-03-17 | Paper |
Exact rational expectations, cointegration, and reduced rank regression
Journal of Statistical Planning and Inference | 2008-06-11 | Paper |
A Small Sample Correction of the Dickey–Fuller Test
Contributions to Economic Analysis | 2007-06-19 | Paper |
A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
Econometrica | 2006-06-16 | Paper |
A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES
Econometric Theory | 2005-10-18 | Paper |
Optimal and near-optimal policies for lost sales inventory models with at most one replenishment order outstanding
European Journal of Operational Research | 2005-10-17 | Paper |
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
Econometrics Journal | 2005-07-04 | Paper |
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Journal of Time Series Analysis | 2004-11-24 | Paper |
A small sample correction for tests of hypotheses on the cointegrating vectors
Journal of Econometrics | 2003-04-02 | Paper |
| scientific article; zbMATH DE number 1865389 (Why is no real title available?) | 2003-02-06 | Paper |
Computation of a near-optimal service policy for a single-server queue with homogeneous jobs
European Journal of Operational Research | 2002-05-14 | Paper |
Some tests for parameter constancy in cointegrated VAR‐models
Econometrics Journal | 2002-04-07 | Paper |
Cointegration analysis in the presence of structural breaks in the deterministic trend
The Econometrics Journal | 2002-02-25 | Paper |
| scientific article; zbMATH DE number 1538096 (Why is no real title available?) | 2001-11-27 | Paper |
A Bartlett correction factor for tests on the cointegrating relations
Econometric Theory | 2001-05-16 | Paper |
Testing exact rational expectations in cointegrated vector autoregressive models
Journal of Econometrics | 2000-05-10 | Paper |
Can-order policies for coordinated inventory replenishment with Erlang distributed times between ordering
European Journal of Operational Research | 1999-11-08 | Paper |
Likelihood Analysis of the I(2) Model
Scandinavian Journal of Statistics | 1999-10-31 | Paper |
Likelihood analysis of seasonal cointegration
Journal of Econometrics | 1999-01-01 | Paper |
| Likelihood-Based Inference in Cointegrated Vector Autoregressive Models | 1998-11-25 | Paper |
| scientific article; zbMATH DE number 1150533 (Why is no real title available?) | 1998-05-10 | Paper |
| scientific article; zbMATH DE number 1150532 (Why is no real title available?) | 1998-05-10 | Paper |
Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
Journal of Econometrics | 1996-03-05 | Paper |
Estimating systems of trending variables
Econometric Reviews | 1996-01-24 | Paper |
The role of the constant and linear terms in cointegration analysis of nonstationary variables
Econometric Reviews | 1995-10-25 | Paper |
Identification of the long-run and the short-run structure. An application to the ISLM model
Journal of Econometrics | 1995-02-16 | Paper |
Optimal Prices of an M/G/1 Jobshop
Operations Research | 1995-01-12 | Paper |
A Stastistical Analysis of Cointegration for I(2) Variables
Econometric Theory | 1995-01-01 | Paper |
| scientific article; zbMATH DE number 96167 (Why is no real title available?) | 1993-01-17 | Paper |
Cointegration in partial systems and the efficiency of single-equation analysis
Journal of Econometrics | 1992-09-27 | Paper |
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
Journal of Econometrics | 1992-09-27 | Paper |
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Econometrica | 1992-06-28 | Paper |
A survey of product-integration with a view toward application in survival analysis
The Annals of Statistics | 1990-01-01 | Paper |
Hotelling's theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis
The Annals of Statistics | 1990-01-01 | Paper |
Statistical analysis of cointegration vectors
Journal of Economic Dynamics and Control | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4128260 (Why is no real title available?) | 1988-01-01 | Paper |
The asymptotic properties of the Cornish-Bowden-Eisenthal median estimator
Journal of Statistical Planning and Inference | 1987-01-01 | Paper |
Estimation of proportional covariances
Statistics & Probability Letters | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4042996 (Why is no real title available?) | 1986-01-01 | Paper |
Functional relations, random coefficients, and nonlinear regression with application to kinetic data
Lecture Notes in Statistics | 1984-01-01 | Paper |
An Extension of Cox's Regression Model
International Statistical Review / Revue Internationale de Statistique | 1983-01-01 | Paper |
On de Moivre's Recursion Formulae for the Duration of Play
International Statistical Review / Revue Internationale de Statistique | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3860204 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3795213 (Why is no real title available?) | 1982-01-01 | Paper |
The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression
Biometrika | 1980-01-01 | Paper |
Control of arrivals to a stochastic input–output system
Advances in Applied Probability | 1980-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4159481 A Bang-Bang representation for 3�3 embeddable stochastic matrices]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1979-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4166860 A Bang-Bang representation for 3�3 embeddable stochastic matrices]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3596112 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3599346 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3565938 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3584746 (Why is no real title available?) | 1977-01-01 | Paper |
Some Results on the Imbedding Problem for Finite Markov Chains
Journal of the London Mathematical Society | 1974-01-01 | Paper |
The Extremal Convex Functions.
MATHEMATICA SCANDINAVICA | 1974-01-01 | Paper |
A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1973-01-01 | Paper |
The Bang-Bang problem for stochastic matrices
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3433301 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3431624 (Why is no real title available?) | 1973-01-01 | Paper |
A Representation Theorem for a Convex Cone of Quasi Convex Functions.
MATHEMATICA SCANDINAVICA | 1972-01-01 | Paper |
A generalized Radon-Nikodym derivative
Pacific Journal of Mathematics | 1970-01-01 | Paper |
| Asymptotic Properties of the Restricted Bayesian Double Sampling Plan | 1970-01-01 | Paper |
The descriptive approach to the derivative of a set function with respect to a \(\sigma\)-lattic
Pacific Journal of Mathematics | 1967-01-01 | Paper |
An application of extreme point methods to the representation of infinitely divisible distributions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1966-01-01 | Paper |
On the Semimartingale Convergence Theorem
Annals of Mathematical Statistics | 1966-01-01 | Paper |
