| Publication | Date of Publication | Type |
|---|
A coarsening of the strong mixing condition
Communications on Stochastic Analysis | 2025-09-25 | Paper |
The Granger-Johansen representation theorem for integrated time series on Banach space
Journal of Time Series Analysis | 2025-04-17 | Paper |
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
(available as arXiv preprint) | 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
(available as arXiv preprint) | N/A | Paper |
