Iliyan Georgiev

Available identifiers

zbMath Open georgiev.iliyanMaRDI QIDQ309713

List of research outcomes

Publication	Date of Publication	Type
Extensions to IVX methods of inference for return predictability	2023-11-17	Paper
Wild Bootstrap of the Sample Mean in the Infinite Variance Case	2022-05-31	Paper
Testing for episodic predictability in stock returns	2022-03-16	Paper
Bootstrapping non-stationary stochastic volatility	2021-07-30	Paper
Inference Under Random Limit Bootstrap Measures	2021-06-07	Paper
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS	2018-04-25	Paper
Unifying points, beams, and paths in volumetric light transport simulation	2018-04-23	Paper
Testing for parameter instability in predictive regression models	2018-04-18	Paper
Unit Root Tests and Heavy‐Tailed Innovations	2017-09-18	Paper
Sieve-based inference for infinite-variance linear processes	2016-09-07	Paper
Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables	2016-08-04	Paper
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS	2014-06-23	Paper
TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS	2012-05-14	Paper
https://portal.mardi4nfdi.de/entity/Q3565379	2010-06-03	Paper
ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS	2009-12-15	Paper
ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS	2009-06-11	Paper
REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS	2009-06-11	Paper
A mixture‐distribution factor model for multivariate outliers	2008-01-09	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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