| Publication | Date of Publication | Type |
|---|
R-estimators in GARCH models: asymptotics and applications
Econometrics Journal | 2022-06-22 | Paper |
| R-estimators in GARCH models; asymptotics, applications and bootstrapping | 2019-12-13 | Paper |
A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models
Journal of Forecasting | 2018-10-11 | Paper |
Generalized R-estimators under conditional heteroscedasticity
Journal of Econometrics | 2016-05-27 | Paper |
On the Computation of R-Estimators
Contemporary Developments in Statistical Theory | 2014-07-02 | Paper |
Bootstrapping a weighted linear estimator of the ARCH parameters
Journal of Time Series Analysis | 2011-02-22 | Paper |
M-ESTIMATION IN GARCH MODELS
Econometric Theory | 2010-04-08 | Paper |
Pseudo‐likelihood estimation in ARCH models
The Canadian Journal of Statistics | 2008-02-22 | Paper |
On the design-consistency property of hierarchical Bayes estimators in finite population sam\-pling
The Annals of Statistics | 2007-09-03 | Paper |
ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
Journal of Time Series Analysis | 2007-05-29 | Paper |
Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs
Annals of the Institute of Statistical Mathematics | 2005-03-14 | Paper |
R-estimation in autoregression with square-integrable score function
Journal of Multivariate Analysis | 2002-07-08 | Paper |
Central limit theorems revisited
Statistics & Probability Letters | 2001-06-13 | Paper |
LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES
Econometric Theory | 2001-03-29 | Paper |
The asymptotic behaviour of a class ofL-estimators under long-range dependence
The Canadian Journal of Statistics | 2000-08-13 | Paper |
Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models
Statistics & Probability Letters | 2000-07-03 | Paper |
Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series
Journal of Time Series Analysis | 2000-05-24 | Paper |
On preliminary test and shrinkage estimation in linear models with long-memory errors
Journal of Statistical Planning and Inference | 2000-05-08 | Paper |
| Empirical Bayes Estimation of Finite Population Means from Complex Surveys | 1999-05-30 | Paper |
| scientific article; zbMATH DE number 1143942 (Why is no real title available?) | 1998-11-15 | Paper |
Regression quantiles and related processes under long range dependent errors
Journal of Multivariate Analysis | 1995-03-16 | Paper |
Minimum distance estimation in linear models with long-range dependent errors
Statistics & Probability Letters | 1995-01-09 | Paper |
Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-08-15 | Paper |
