Stelios Arvanitis

Available identifiers

zbMath Open arvanitis.steliosMaRDI QIDQ334013

List of research outcomes

Publication	Date of Publication	Type
Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance	2024-04-18	Paper
Concentration inequalities for kernel density estimators under uniform mixing	2023-07-25	Paper
A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction	2022-07-27	Paper
Diversification benefits in the cryptocurrency market under mild explosivity	2021-11-05	Paper
Stochastic dominance efficient sets and stochastic spanning	2021-08-10	Paper
Spanning tests for Markowitz stochastic dominance	2020-06-18	Paper
On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model	2020-05-27	Paper
On the existence of strongly consistent indirect estimators when the binding function is compact valued	2019-11-19	Paper
Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT	2019-09-10	Paper
On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators	2019-07-18	Paper
Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model	2019-02-20	Paper
Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity	2018-11-16	Paper
Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model	2018-09-25	Paper
Portfolio optimization based on stochastic dominance and empirical likelihood	2018-08-29	Paper
A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test	2018-04-27	Paper
Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations	2018-02-07	Paper
A note on the QMLE limit theory in the non-stationary ARCH(1) model	2018-02-07	Paper
A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations	2017-09-28	Paper
Testing for prospect and Markowitz stochastic dominance efficiency	2017-04-26	Paper
A CLT for martingale transforms with infinite variance	2016-10-31	Paper
Limit Theory for the QMLE of the GQARCH (1,1) Model	2015-12-08	Paper
A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model	2015-03-04	Paper
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models	2004-11-24	Paper
THE DIFFUSION LIMIT OF A TVP-GQARCH-M(1,1) MODEL	2004-09-07	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Stelios Arvanitis