Research Article
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
-
- Published online by Cambridge University Press:
- 26 February 2008, pp. 726-748
-
- Article
- Export citation
Research Article
ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS
-
- Published online by Cambridge University Press:
- 17 July 2008, pp. 1628-1662
-
- Article
- Export citation
ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS
-
- Published online by Cambridge University Press:
- 17 July 2008, pp. 1663-1697
-
- Article
- Export citation
Research Article
TESTING FOR LONG MEMORY
-
- Published online by Cambridge University Press:
- 06 September 2007, pp. 143-175
-
- Article
- Export citation
Research Article
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS
-
- Published online by Cambridge University Press:
- 04 April 2008, pp. 1063-1092
-
- Article
- Export citation
NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES
-
- Published online by Cambridge University Press:
- 23 June 2008, pp. 1343-1372
-
- Article
- Export citation
Research Article
MINIMIZING AVERAGE RISK IN REGRESSION MODELS
-
- Published online by Cambridge University Press:
- 15 January 2008, pp. 493-527
-
- Article
- Export citation
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS
-
- Published online by Cambridge University Press:
- 26 February 2008, pp. 749-794
-
- Article
- Export citation
PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION
-
- Published online by Cambridge University Press:
- 15 January 2008, pp. 528-544
-
- Article
- Export citation
Research Article
DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
-
- Published online by Cambridge University Press:
- 09 July 2008, pp. 1373-1403
-
- Article
- Export citation
Research Article
LONG MEMORY TESTING IN THE TIME DOMAIN
-
- Published online by Cambridge University Press:
- 06 September 2007, pp. 176-215
-
- Article
- Export citation
A PERMUTATION-BASED ESTIMATOR FOR MONOTONE INDEX MODELS
-
- Published online by Cambridge University Press:
- 03 April 2008, pp. 795-807
-
- Article
- Export citation
Research Article
TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
-
- Published online by Cambridge University Press:
- 04 April 2008, pp. 1093-1129
-
- Article
- Export citation
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
-
- Published online by Cambridge University Press:
- 17 July 2008, pp. 1699-1716
-
- Article
- Export citation
Research Article
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
-
- Published online by Cambridge University Press:
- 06 September 2007, pp. 216-255
-
- Article
- Export citation
Notes and Problems
ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS
-
- Published online by Cambridge University Press:
- 04 April 2008, pp. 1131-1136
-
- Article
- Export citation
NOTES AND PROBLEMS
THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS
-
- Published online by Cambridge University Press:
- 26 February 2008, pp. 809-822
-
- Article
- Export citation
Research Article
FAST RATES FOR ESTIMATION ERROR AND ORACLE INEQUALITIES FOR MODEL SELECTION
-
- Published online by Cambridge University Press:
- 15 January 2008, pp. 545-552
-
- Article
- Export citation
Notes and Problems
A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
-
- Published online by Cambridge University Press:
- 18 July 2008, pp. 1717-1728
-
- Article
- Export citation
Research Article
ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES
-
- Published online by Cambridge University Press:
- 23 June 2008, pp. 1404-1424
-
- Article
- Export citation