The following pages link to Feike C. Drost (Q605859):
Displaying 19 items.
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- The power envelope of panel unit root tests in case stationary alternatives offset explosive ones (Q893440) (← links)
- Note on integer-valued bilinear time series models (Q928969) (← links)
- Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
- Adaptive estimation in time-series models (Q1359426) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557) (← links)
- Generalized chi-square goodness-of-fit tests for location-scale models when the number of classes tends to infinity (Q1824959) (← links)
- Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← links)
- Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596) (← links)
- Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models (Q2920277) (← links)
- Temporal Aggregation of Garch Processes (Q3142744) (← links)
- (Q3200382) (← links)
- Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models (Q3552850) (← links)
- (Q3768168) (← links)
- (Q3823648) (← links)
- (Q4040018) (← links)
- Power Approximations to Multinomial Tests of Fit (Q4733245) (← links)
- ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES (Q5255873) (← links)
