Optimal estimation under nonstandard conditions
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- An Asymtotic Theory of Bayesian Inference for Time Series
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Asymptotic Statistics
- Asymptotics in statistics: some basic concepts
- Econometric Model Determination
- Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
- Folklore theorems, implicit maps, and indirect inference
- Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
- Limit theory for moderate deviations from a unit root
- Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
- Multiple Time Series Regression with Integrated Processes
- On adaptive estimation in nonstationary ARMA models with GARCH errors
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- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
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- Towards a unified asymptotic theory for autoregression
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- Optimum statistical estimates in conditions of ambiguity
- Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
- Optimal Estimation
- Statistical estimation and optimal recovery
- A necessary and sufficient condition for an estimator to be optimal
- Optimal estimation from limited noisy data
- Statistical estimation from an optimization viewpoint
- Residual-based rank specification tests for AR-GARCH type models
- Nonparametric estimation of optimal performance criteria in quality engineering
- Optimally and computations for relative surprise inferences
- Optimizing estimation of a statistically undefined system
- scientific article; zbMATH DE number 5717359 (Why is no real title available?)
- On optimal estimates of random variables
- Optimal estimation of parameters
- scientific article; zbMATH DE number 806890 (Why is no real title available?)
- scientific article; zbMATH DE number 4062416 (Why is no real title available?)
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