The following pages link to Offer Lieberman (Q275257):
Displaying 38 items.
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- A complete asymptotic series for the autocovariance function of a long memory process (Q299260) (← links)
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- A similarity-based approach to prediction (Q737889) (← links)
- The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter (Q1184947) (← links)
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
- Robustness of binary choice models to conditional heteroscedasticity (Q1672770) (← links)
- (Q1867193) (redirect page) (← links)
- Asymptotic theory for multivariate GARCH processes. (Q1867194) (← links)
- Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) (← links)
- Hybrid stochastic local unit roots (Q2295812) (← links)
- VALID EDGEWORTH EXPANSION FOR THE SAMPLE AUTOCORRELATION FUNCTION UNDER LONG RANGE DEPENDENCE (Q2716442) (← links)
- Second-Order Noncausality in Multivariate GARCH Processes (Q2742779) (← links)
- Penalised maximum likelihood estimation for fractional Gaussian processes (Q2775622) (← links)
- A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596) (← links)
- Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409) (← links)
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
- (Q3498017) (← links)
- Refined Inference on Long Memory in Realized Volatility (Q3539875) (← links)
- GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (Q3551009) (← links)
- ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS (Q3580633) (← links)
- Miscellanea. From unbiased linear estimating equations to unbiased estimators (Q3842840) (← links)
- Bounds on the effect of heteroscedasticity on the chow test for structural change (Q4275795) (← links)
- Saddlepoint Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables (Q4314926) (← links)
- A Laplace approximation to the moments of a ratio of quadratic forms (Q4323534) (← links)
- Saddlepoint approximation for the least squares estimator in first-order autoregression (Q4323547) (← links)
- Approximate estimation in nonlinear panel data models (Q4387692) (← links)
- THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (Q4471129) (← links)
- SMALL-SAMPLE LIKELIHOOD-BASED INFERENCE IN THE ARFIMA MODEL (Q4512680) (← links)
- Improved Small Sample Inference in the Mixed Linear Model: Bartlett Correction and Adjusted Likelihood (Q4512944) (← links)
- IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
- EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (Q4653557) (← links)
- Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra (Q4677040) (← links)
- ON PLUG-IN ESTIMATION OF LONG MEMORY MODELS (Q4680631) (← links)
- LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices (Q5083249) (← links)
- NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
- Similarity-based model for ordered categorical data (Q5860912) (← links)
