Brendan K. Beare

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
Improved Nonparametric Bootstrap Tests of Lorenz Dominance Journal of Business and Economic Statistics	2024-10-11	Paper
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes Econometrica	2024-01-23	Paper
Optimal measure preserving derivatives revisited Mathematical Finance	2023-09-28	Paper
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION Econometric Theory	2022-11-23	Paper
On the emergence of a power law in the distribution of COVID-19 cases Physica D	2022-04-20	Paper
Randomization tests of copula symmetry Econometric Theory	2021-04-16	Paper
Representation of I(1) and I(2) autoregressive Hilbertian processes Econometric Theory	2021-04-16	Paper
Least favorability of the uniform distribution for tests of the concavity of a distribution function	2020-11-22	Paper
Stable Limit Theory for the Variance Targeting Estimator Essays in Honor of Peter C. B. Phillips	2020-11-10	Paper
Tail behavior of stopped L\'evy processes with Markov modulation	2020-09-16	Paper
Cointegrated linear processes in Bayes Hilbert space Statistics & Probability Letters	2019-02-20	Paper
Unit root testing with unstable volatility Journal of Time Series Analysis	2018-11-16	Paper
Option augmented density forecasts of market returns with monotone pricing kernel Quantitative Finance	2018-11-14	Paper
Cointegrated Linear Processes in Hilbert Space Journal of Time Series Analysis	2017-12-01	Paper
Weak convergence of the least concave majorant of estimators for a concave distribution function Electronic Journal of Statistics	2017-10-23	Paper
Nonparametric tests of density ratio ordering Econometric Theory	2015-06-22	Paper
Vine copula specifications for stationary multivariate Markov chains Journal of Time Series Analysis	2015-03-09	Paper
Time irreversible copula-based Markov models Econometric Theory	2014-11-14	Paper
Archimedean copulas and temporal dependence Econometric Theory	2014-02-24	Paper
Measure preserving derivatives and the pricing kernel puzzle Journal of Mathematical Economics	2012-01-25	Paper
Copulas and temporal dependence Econometrica	2010-03-18	Paper
A generalization of Hoeffding's lemma, and a new class of covariance inequalities Statistics & Probability Letters	2009-03-20	Paper
The Granger-Johansen representation theorem for integrated time series on Banach space	N/A	Paper

Research outcomes over time

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