The following pages link to Victoria Zinde-Walsh (Q301965):
Displaying 29 items.
- Properties and estimation of asymmetric exponential power distribution (Q97355) (← links)
- (Q375047) (redirect page) (← links)
- Estimation and testing in a regression model with spherically symmetric errors (Q375048) (← links)
- Estimation of a linear regression model with stationary ARMA (p,q) errors (Q751138) (← links)
- On the periodicity of solutions to dynamic problems of costly price adjustment under inflation (Q899946) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Transforming the error-components model for estimation with general ARMA disturbances (Q1347109) (← links)
- The consequences of misspecification in time series processes (Q1676682) (← links)
- On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) (← links)
- Non- and semi-parametric estimation in models with unknown smoothness (Q1929487) (← links)
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
- On existence of moment of mean reversion estimator in linear diffusion models (Q2442383) (← links)
- MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS (Q2936834) (← links)
- On the estimation of residual variance in nonparametric regression (Q3432313) (← links)
- Smoothness adaptive average derivative estimation (Q3563651) (← links)
- KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST (Q3632397) (← links)
- On the Robustness of LM, LR, and W Tests in Regression Models (Q3678473) (← links)
- INFLATION AND THE TIMING OF PRICE CHANGES (*) (Q4012665) (← links)
- A simple noniterative estimator for moving average models (Q4299489) (← links)
- On some simple, autoregression-based estimation and identification techniques for ARMA models (Q4364935) (← links)
- ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION (Q4443972) (← links)
- (Q4453313) (← links)
- ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL (Q4807281) (← links)
- ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS (Q4807330) (← links)
- Limit Theory and Inference About Conditional Distributions (Q5133515) (← links)
- Robust Estimation in Binary Choice Models (Q5190602) (← links)
- KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM (Q5357405) (← links)
- Robust kernel estimator for densities of unknown smoothness (Q5434739) (← links)
- GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577) (← links)
