Feike C. Drost

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Asymptotic inference for jump diffusions with state-dependent intensity Scandinavian Journal of Statistics	2016-06-29	Paper
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones Statistics & Probability Letters	2015-11-19	Paper
Asymptotically UMP panel unit root tests -- the effect of heterogeneity in the alternatives Econometric Theory	2015-06-22	Paper
Unit root tests for cross-sectionally dependent panels: the influence of observed factors Journal of Statistical Planning and Inference	2015-05-15	Paper
Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models Journal of the Royal Statistical Society. Series B. Statistical Methodology	2012-10-16	Paper
The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models Bernoulli	2010-11-15	Paper
Local asymptotic normality and efficient estimation for INAR(p) models Journal of Time Series Analysis	2010-04-22	Paper
Note on integer-valued bilinear time series models Statistics & Probability Letters	2008-06-11	Paper
Efficient estimation in semiparametric GARCH models Journal of Econometrics	2000-09-26	Paper
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models Journal of Econometrics	2000-08-13	Paper
Adaptive estimation in time-series models The Annals of Statistics	2000-08-02	Paper
Closing the GARCH gap: Continuous time GARCH modeling Journal of Econometrics	1996-12-08	Paper
Temporal Aggregation of Garch Processes Econometrica	1994-01-06	Paper
scientific article; zbMATH DE number 193160 (Why is no real title available?)	1993-06-05	Paper
scientific article; zbMATH DE number 4176222 (Why is no real title available?)	1990-01-01	Paper
Power Approximations to Multinomial Tests of Fit	1989-01-01	Paper
Generalized chi-square goodness-of-fit tests for location-scale models when the number of classes tends to infinity The Annals of Statistics	1989-01-01	Paper
scientific article; zbMATH DE number 4098528 (Why is no real title available?)	1987-01-01	Paper
scientific article; zbMATH DE number 4026550 (Why is no real title available?)	1987-01-01	Paper

Research outcomes over time

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