| Publication | Date of Publication | Type |
|---|
Weighted nonlinear regression with nonstationary time series
STATISTICA SINICA | 2024-08-26 | Paper |
OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION
Econometric Theory | 2024-01-09 | Paper |
Nonparametric inference for quantile cointegrations with stationary covariates
Journal of Econometrics | 2022-09-14 | Paper |
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Econometric Reviews | 2022-03-04 | Paper |
Least squares estimation for nonlinear regression models with heteroscedasticity
Econometric Theory | 2022-01-26 | Paper |
Nonlinear cointegrating power function regression with endogeneity
Econometric Theory | 2022-01-26 | Paper |
Consistency of global LSE for MA(1) models
Statistics & Probability Letters | 2022-01-24 | Paper |
LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
Econometric Theory | 2021-04-16 | Paper |
Asymptotic theory for near integrated processes driven by tempered linear processes
Journal of Econometrics | 2020-03-20 | Paper |
On a measure of lack of fit in nonlinear cointegrating regression with endogeneity
STATISTICA SINICA | 2020-03-16 | Paper |
Model checks for nonlinear cointegrating regression
Journal of Econometrics | 2019-04-26 | Paper |
Weak convergence to stochastic integrals under primitive conditions in nonlinear econometric models
Econometric Theory | 2018-09-06 | Paper |
Simultaneous confidence bands in nonlinear regression models with nonstationarity
STATISTICA SINICA | 2017-07-13 | Paper |
An extended martingale limit theorem with application to specification test for nonlinear co-integrating regression model
Asymptotic Laws and Methods in Stochastics | 2017-07-05 | Paper |
Weak convergence to stochastic integrals for econometric applications
Econometric Theory | 2017-05-10 | Paper |
Nonparametric cointegrating regression with endogeneity and long memory
Econometric Theory | 2016-04-22 | Paper |
Nonparametric transformation regression with nonstationary data
Econometric Theory | 2016-02-23 | Paper |
Cramér-type moderate deviation for Studentized compound Poisson sum
Journal of Theoretical Probability | 2016-01-13 | Paper |
Limit theorems for nonlinear cointegrating regression
| 2015-10-30 | Paper |
Nonlinear regressions with nonstationary time series
Journal of Econometrics | 2015-05-06 | Paper |
Uniform convergence for nonparametric estimators with nonstationary data
Econometric Theory | 2014-11-14 | Paper |
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION
Econometric Theory | 2014-09-25 | Paper |
Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression
Bernoulli | 2014-04-10 | Paper |
Long-range dependent time series specification
Bernoulli | 2014-02-04 | Paper |
Self-normalized limit theorems: a survey
Probability Surveys | 2014-01-13 | Paper |
Self-normalized Cramér type moderate deviations for the maximum of sums
Bernoulli | 2013-08-16 | Paper |
Tail approximations for samples from a finite population with applications to permutation tests
ESAIM: Probability and Statistics | 2013-05-14 | Paper |
Nonparametric cointegrating regression with NNH errors
Econometric Theory | 2013-04-29 | Paper |
Cramér type moderate deviations for Studentized \(U\)-statistics
ESAIM: Probability and Statistics | 2013-04-25 | Paper |
Strong approximations of level exceedences related to multiple hypothesis testing
Bernoulli | 2012-09-19 | Paper |
A specification test for nonlinear nonstationary models
The Annals of Statistics | 2012-08-29 | Paper |
Refined self-normalized large deviations for independent random variables
Journal of Theoretical Probability | 2011-06-28 | Paper |
Asymptotic theory for zero energy functionals with nonparametric regression applications
Econometric Theory | 2011-04-27 | Paper |
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
Econometric Theory | 2011-04-27 | Paper |
Confidence regions for the intensity function of a cyclic Poisson process
Statistical Inference for Stochastic Processes | 2011-02-15 | Paper |
scientific article; zbMATH DE number 5711156 (Why is no real title available?)
| 2010-05-25 | Paper |
Structural nonparametric cointegrating regression
Econometrica | 2010-02-03 | Paper |
On weighted approximations in \(D[0,1\) with applications to self-normalized partial sum processes]
Acta Mathematica Hungarica | 2009-12-28 | Paper |
Asymptotics of Studentized \(U\)-type processes for changepoint problems
Acta Mathematica Hungarica | 2009-12-28 | Paper |
Cram'er type moderate deviations for the maximum of self-normalized sums
Electronic Journal of Probability | 2009-11-20 | Paper |
ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
Econometric Theory | 2009-09-30 | Paper |
scientific article; zbMATH DE number 5503197 (Why is no real title available?)
| 2009-02-05 | Paper |
The Berry-Esséen bound for Studentized statistics
The Annals of Probability | 2008-03-16 | Paper |
Edgeworth expansions for a sample sum from a finite set of independent random variables
Electronic Journal of Probability | 2007-11-23 | Paper |
Cramér-type large deviations for samples from a finite population
The Annals of Statistics | 2007-09-03 | Paper |
Exact convergence rate and leading term in the central limit theorem for \(U\)-statistics
| 2007-04-13 | Paper |
Limit theorems for self-normalized large deviation
Electronic Journal of Probability | 2006-11-03 | Paper |
On the self-normalized Cramér-type large deviation
Journal of Theoretical Probability | 2005-12-14 | Paper |
scientific article; zbMATH DE number 2152223 (Why is no real title available?)
| 2005-04-04 | Paper |
scientific article; zbMATH DE number 2152224 (Why is no real title available?)
| 2005-04-04 | Paper |
Berry-Esseen bound for a sample sum from a finite set of independent random variables
Journal of Theoretical Probability | 2005-01-17 | Paper |
Weighted bootstrap for \(U\)-statistics
Journal of Multivariate Analysis | 2004-11-23 | Paper |
Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
The Annals of Probability | 2004-09-15 | Paper |
Edgeworth expansion for \(U\)-statistics under minimal conditions.
The Annals of Statistics | 2004-07-01 | Paper |
Self-normalized Cramér-type large deviations for independent random variables.
The Annals of Probability | 2004-07-01 | Paper |
Donsker's theorem for self-normalized partial sums processes
The Annals of Probability | 2004-06-10 | Paper |
Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence
Journal of Applied Mathematics and Decision Sciences | 2004-03-25 | Paper |
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
Econometric Theory | 2004-02-11 | Paper |
Strong approximation for long memory processes with applications
Journal of Theoretical Probability | 2003-08-06 | Paper |
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
Econometric Theory | 2003-05-18 | Paper |
scientific article; zbMATH DE number 1850473 (Why is no real title available?)
| 2003-01-08 | Paper |
Darling-Erdős theorem for self-normalized sums
The Annals of Probability | 2003-01-01 | Paper |
Asymptotics for moving average processes with dependent innovations
Statistics & Probability Letters | 2002-10-23 | Paper |
An exponential nonuniform Berry-Esseen bound for self-normalized sums
The Annals of Probability | 2001-11-13 | Paper |
scientific article; zbMATH DE number 1536256 (Why is no real title available?)
| 2000-11-28 | Paper |
On Berry-Esséen rates for \(m\)-dependent \(U\)-statistics
Statistics & Probability Letters | 1999-10-25 | Paper |
scientific article; zbMATH DE number 1216574 (Why is no real title available?)
| 1999-07-04 | Paper |
Kolmogorov and Erdős test for self-normalized sums.
Statistics & Probability Letters | 1999-01-01 | Paper |
scientific article; zbMATH DE number 1092204 (Why is no real title available?)
| 1998-09-30 | Paper |
scientific article; zbMATH DE number 1172412 (Why is no real title available?)
| 1998-07-07 | Paper |
Bernstein type inequalities for degenerate \(U\)-statistics with applications
Chinese Annals of Mathematics. Series B | 1998-06-07 | Paper |
On the maximal inequality
Statistics & Probability Letters | 1998-05-04 | Paper |
Non-uniform rates of convergence for double arrays of independent random variables with applications
Acta Mathematicae Applicatae Sinica. English Series | 1996-10-20 | Paper |
scientific article; zbMATH DE number 810426 (Why is no real title available?)
| 1996-02-11 | Paper |
The strong law of \(U\)-statistics with \(\varphi\)-mixing samples
Statistics & Probability Letters | 1995-11-22 | Paper |
scientific article; zbMATH DE number 800076 (Why is no real title available?)
| 1995-10-25 | Paper |
scientific article; zbMATH DE number 700505 (Why is no real title available?)
| 1995-04-03 | Paper |
scientific article; zbMATH DE number 238276 (Why is no real title available?)
| 1994-10-25 | Paper |
scientific article; zbMATH DE number 465333 (Why is no real title available?)
| 1994-05-26 | Paper |
On the Marcinkiewicz's theorem of \(U\)-statistics
Chinese Science Bulletin | 1994-02-07 | Paper |
scientific article; zbMATH DE number 205758 (Why is no real title available?)
| 1994-01-19 | Paper |
scientific article; zbMATH DE number 77985 (Why is no real title available?)
| 1992-12-16 | Paper |
scientific article; zbMATH DE number 27269 (Why is no real title available?)
| 1992-06-27 | Paper |
scientific article; zbMATH DE number 4143233 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4123056 (Why is no real title available?)
| 1988-01-01 | Paper |
