Stelios Arvanitis

Available identifiers

zbMath Open arvanitis.steliosMaRDI QIDQ334013

List of research outcomes

Publication	Date of Publication	Type
Stochastic Spanning	2024-11-08	Paper
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

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