The following pages link to Ramon van den Akker (Q480974):
Displaying 12 items.
- Semiparametric Gaussian copula models: geometry and efficient rank-based estimation (Q480976) (← links)
- Superefficient estimation of the marginals by exploiting knowledge on the copula (Q549925) (← links)
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- The power envelope of panel unit root tests in case stationary alternatives offset explosive ones (Q893440) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Note on integer-valued bilinear time series models (Q928969) (← links)
- Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← links)
- Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models (Q2920277) (← links)
- Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models (Q3552850) (← links)
- ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES (Q5255873) (← links)
- On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result (Q5258889) (← links)
