Brendan K. Beare

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Person:660095

Available identifiers

zbMath Open beare.brendan-kMaRDI QIDQ660095

List of research outcomes





PublicationDate of PublicationType
Improved Nonparametric Bootstrap Tests of Lorenz Dominance2024-10-11Paper
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes2024-01-23Paper
Optimal measure preserving derivatives revisited2023-09-28Paper
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION2022-11-23Paper
On the emergence of a power law in the distribution of COVID-19 cases2022-04-20Paper
RANDOMIZATION TESTS OF COPULA SYMMETRY2021-04-16Paper
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES2021-04-16Paper
Least favorability of the uniform distribution for tests of the concavity of a distribution function2020-11-22Paper
Stable Limit Theory for the Variance Targeting Estimator2020-11-10Paper
Tail behavior of stopped L\'evy processes with Markov modulation2020-09-16Paper
Cointegrated linear processes in Bayes Hilbert space2019-02-20Paper
Unit Root Testing with Unstable Volatility2018-11-16Paper
Option augmented density forecasts of market returns with monotone pricing kernel2018-11-14Paper
Cointegrated Linear Processes in Hilbert Space2017-12-01Paper
Weak convergence of the least concave majorant of estimators for a concave distribution function2017-10-23Paper
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING2015-06-22Paper
Vine Copula Specifications for Stationary Multivariate Markov Chains2015-03-09Paper
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS2014-11-14Paper
Time irreversible copula-based Markov models2014-11-14Paper
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE2014-02-24Paper
Measure preserving derivatives and the pricing kernel puzzle2012-01-25Paper
Copulas and Temporal Dependence2010-03-18Paper
A generalization of Hoeffding's lemma, and a new class of covariance inequalities2009-03-20Paper
The Granger-Johansen representation theorem for integrated time series on Banach spaceN/APaper

Research outcomes over time

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