Access Statistics for Marc Hallin

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Berry-Ess\'een Theorem for Serial Rank Statistics 0 0 0 0 0 0 0 104
A Berry-Esséen theorem for serial rank statistics 0 0 0 0 0 1 3 20
A Berry-Esséen theorem for simple serial rank statistics 0 0 0 0 0 0 3 16
A Chernoff-Savage result for serial signed rank statistics 0 0 0 0 0 0 0 14
A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) 0 0 0 1 0 0 0 13
A Serial Version of Hodges and Lehmann's "6/pi Result" 0 0 0 28 1 1 2 45
A Simple R-Estimation Method for Semiparametric Duration Models 0 1 2 34 3 13 30 81
A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests 0 0 0 39 1 1 1 121
A class of simple distribution-free rank-based unit root tests 0 0 0 1 1 1 2 12
A multivariate Wald-Wolfowitz rank test against serial dependence 0 0 0 0 0 0 2 43
A network analysis of the volatility of high-dimensionalfinancial series 0 0 3 3 7 8 13 13
A simple proof of asymptotic normality for simple serial rank statistics 0 0 0 0 0 0 0 13
Adaptive estimation of the lag of a long-memory process 0 0 0 0 0 0 3 25
Addendum to Invertibility and generalized invertibility 0 0 0 0 0 0 2 18
Aligned Rank tests for Linear Models with Autocorrelated Error Terms 0 0 0 0 0 0 0 221
Aligned rank tests for linear models with autocorrelated errors 0 0 0 0 0 0 2 19
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 1 5 242
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 1 1 4 144
An exponential bound for the permutational distribution of a first-order autocorrelation coefficient 0 0 0 0 0 0 1 23
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 82 1 1 2 176
Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions 0 0 0 0 0 0 0 14
Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions 0 0 0 0 0 0 2 27
Asymptotic influence of initial values on parametric and rank-based measures of residual autocorrelation: proceedings of the colloque de mathématiques appliquées, April 1993, Oujda 0 0 0 0 0 0 2 28
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 0 0 0 0 2 26
Band strategies: the random walk of reserves 0 0 0 0 0 0 0 15
Caractérisation des échelles de production optimales en avenir déterministe 0 0 0 0 1 1 1 18
Characterization of error distributions in time series regression models 0 0 0 0 0 0 1 20
Characterization of error distributions in time-series regression models 0 0 0 0 0 0 3 13
Chernoff-Savage theorems, contiguity, differentiability in quadratic mean, Hoeffding's U statistics, Lebesgue decomposition, Le Cam's first lemma, Le Cam's third lemma, local asymptotic mixed normality, local asymptotic normality, oP and OP notation, rank autocorrelation coefficients, serial rank statistics, U-statistics 0 0 0 0 1 1 12 93
Coincident and leading indicators for the Euro area 0 0 0 0 1 2 6 102
Comportement asymptotique de la moyenne et de la variance d'une statistique de rangs sérielle simple 0 0 0 0 0 0 0 27
Contribution to "Discussion of the paper by Bruce and Martin" 0 0 0 0 0 0 2 9
Density estimation for spatial linear processes 0 0 0 0 0 0 0 19
Discussion of Quantile autoregression, by Koenker and Xiao 0 0 0 0 0 0 0 43
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 1 1 3 476
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 1 1 1 2 61
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 155 0 0 2 1,233
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 6 0 0 1 47
Distribution-free tests against serial dependence: signed or unsigned ranks? 0 0 1 5 0 0 4 19
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 1 320 1 1 10 943
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 1 42 1 6 20 128
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 2 57 0 1 9 33
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 1 3 54 2 7 23 85
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 19 3 5 9 51
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 86 0 3 13 111
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 0 155 1 2 7 232
Dynamic Factors in the Presence of Block Structure 0 0 0 146 1 1 3 345
Dynamic Factors in the Presence of Block Structure 0 0 1 59 0 1 10 187
Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models 0 0 0 0 0 0 4 20
Efficacité asymptotique relative de quelques statistiques de rangs pour le test d'une autorégression d'ordre un 0 0 0 0 0 1 1 25
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 68 0 0 0 146
Efficient detection of random coefficients in AR(p) models 0 0 0 0 0 0 3 30
Efficient detection of random coefficients in autoregressive models 0 0 0 0 0 0 3 20
Elliptical Multiple Output Quantile Regression and Convex Optimization 0 0 0 20 2 3 6 27
Eléments de la théorie asymptotique des expériences statistiques 0 0 0 0 0 1 3 15
Estimation in autoregressive models based on autoregression rank scores 0 0 0 0 0 5 7 12
Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles 0 0 0 0 0 0 2 21
Etude statistique de la probabilité de sinistre en assurance automobile 0 0 0 0 0 0 0 50
Etude statistique des facteurs influençant un risque 0 0 0 0 0 0 3 18
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 1 4 19 481 8 19 63 1,457
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 1 165 0 2 8 257
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach 3 39 39 39 10 58 58 58
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 1 5 5 5 1 1 1 1
Fractions continuées matricielles et matrices-bandes définies positives infinies 0 0 0 0 0 0 0 8
From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance” 1 2 16 53 4 10 40 66
From premium calculation to premium rating 0 0 0 0 0 0 2 12
Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks 0 0 1 134 0 1 10 117
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals 0 0 23 23 3 4 23 23
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals 0 0 2 2 8 8 18 18
Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting 0 0 6 162 2 3 13 148
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 1 1 3 5 3 3 9 23
Generalized run tests for heteroscedastic time series 0 0 0 0 1 1 7 55
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 2 80 0 0 2 219
Happy birthday to you Mr Wilcoxon! Invariance, semiparametric efficiency, and ranks 0 0 0 0 0 0 1 30
High-Dimensional Functional Factor Models 2 36 36 36 5 24 24 24
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 0 1 2 493
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 25 2 3 4 45
Identification of global and local shocks in international financial markets via general dynamic factor models 0 2 12 29 1 4 29 60
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 0 1 1 139
Improved Berry-Esséen-Chebyshev bounds with statistical applications 0 0 0 0 0 0 2 20
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 1 1 3 245
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 2 68
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 0 0 1 240
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 0 0 1 50
Invertibility and generalized invertibility of time-series models 0 0 0 0 0 0 2 30
Is 131,000 a large sample size? a numerical study of Edgeworth expansions 0 0 0 0 0 0 1 15
Jeux de marchandage et fonctions d'utilité multidimensionnelles: comptes rendus du colloque Aide à la décision et jeux de stratégies, Institut des Hautes Etudes de Belgique, Bruxelles, Avril 1979 0 0 0 0 0 0 2 24
Jeux de survie économique et théorie moderne du risque 0 0 0 0 0 0 2 21
Jeux à information incomplète 0 0 0 0 0 0 0 24
Kendall's tau for serial dependence 0 0 0 0 0 2 6 42
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 0 0 0 0 2 20
Kernel density estimation for linear processes: asymptotic normality and bandwidth selection 0 0 0 0 0 0 2 12
Kernel density estimation for spatial processes: the L1 theory 0 0 0 0 0 0 2 37
Kernel density estimation on random fields: the L1 theory 0 0 0 0 0 0 7 41
Kolmogorov-Smirnov tests for AR models based on autoregression rank scores 0 0 0 0 0 0 0 25
L1-estimation in linear models with heterogeneous white noise 0 0 0 0 0 0 2 59
La recherche opérationnelle par l'exemple I: P+B141 programmation linéaire 0 0 0 0 0 0 1 53
La recherche opérationnelle par l'exemple II: théorie des graphes 0 0 0 0 0 0 0 62
Les séquences généralisées, outil pour l'analyse des séries hétéroscédastiques? conférence prononcée à l'occasion de la remise du prix du statisticien d'expression française 0 0 0 0 6 6 7 21
Les tests de rangs dans l'analyse des séries chronologiques: comptes rendus du colloque Approches non paramétriques en analyse chronologique, Institut des Hautes Etudes de Belgique, Bruxelles, Septembre 1985 0 0 0 0 0 0 5 32
Linear and quadratic serial rank tests for randomness against serial dependence 0 0 0 0 0 0 2 25
Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality 0 0 0 0 0 0 0 17
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 0 0 3 26
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 0 0 0 18
Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend 0 0 0 0 0 0 2 278
Local Constant and Local Bilinear Multiple-Output Quantile Regression 0 0 0 23 0 0 0 109
Local asymptotic normality for regression models with long-memory disturbance, with statistical applications 0 0 0 0 0 0 2 20
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 0 0 0 0 32
Local linear spatial regression 0 0 0 0 0 0 2 31
Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence 0 0 0 0 0 0 0 12
Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence 0 0 0 0 0 0 2 19
Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence 0 0 0 0 0 0 2 23
Locally asymptotically optimal tests for autoregressive against bilinear serial dependence 0 0 0 0 0 0 2 22
Locally asymptotically optimal tests for randomness 0 0 0 0 0 0 0 10
Locally optimal tests against periodic autoregression: parametric and nonparametric approaches 0 0 0 0 0 0 2 13
Market liquidity as dynamic factors 0 0 0 4 1 3 4 25
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 0 0 0 0 1 17
Modèles non inversibles de séries chronologiques: comptes rendus du colloque Processus aléatoires et problèmes de prévision, Institut des Hautes Etudes de Belgique, Bruxelles, Avril 1980 0 0 0 0 0 0 2 20
Modèles non stationnaires-Séries univariées et multivariées 0 0 0 0 0 0 0 16
Modèles non stationnaires-Séries univariées et multivariées 0 0 0 0 0 0 0 14
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 37 2 2 7 69
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 0 1 1 5 19
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 1 1 7 19
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 1 5 2 2 9 35
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 8 1 1 4 32
Moving average models for time-dependent autocovariance functions 0 0 0 0 0 0 0 31
Multiple-Output Quantile Regression 0 0 3 216 4 5 7 69
Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth 0 0 0 0 1 1 5 31
Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth 0 0 0 86 0 2 4 229
Méthodes statistiques de construction de tarifs 0 0 0 0 0 0 3 22
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 2 61 0 1 6 69
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 0 50 1 3 8 71
Non-parametric tests in AR models with applications to climatic data 0 0 0 0 0 0 0 16
Non-parametric tests in ar models with applications to climatic data 0 0 0 0 0 0 2 10
Nonparametric tests of independence between two autoregressive series based on autoregression rank scores 0 0 0 0 0 0 4 20
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores 0 0 0 0 2 2 3 9
Nonstationary Yule-Walker equations 0 0 0 1 0 1 5 62
Nonstationary first-order moving average processes: the model-building problem 0 0 0 0 0 0 0 12
Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem 0 0 0 0 0 0 2 40
Nonstationary second-order moving average processes 0 0 0 0 0 0 2 30
Nonstationary second-order moving average processes II: model-building and invertibility 0 0 0 0 0 0 2 186
Nonuniform bounds for nonparametric t-tests 0 0 0 0 0 0 2 18
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 1 4 237
Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis 0 0 1 55 1 2 5 112
On Distribution and Quantile Functions, Ranks and Signs in R_d 3 4 42 94 7 14 107 185
On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result 0 0 0 16 0 0 1 39
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities 0 0 0 37 3 3 5 28
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 1 3 61
On fractional linear bounds for probability generating functions 0 0 0 0 0 0 3 14
On locally asymptotically maximin tests for ARMA processes 0 0 0 0 0 0 0 7
On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance 0 0 1 31 0 1 5 127
On the Pitman nonadmissibility of correlogram-based time series methods 0 0 0 0 0 1 4 13
On the estimation of cross-information quantities in rank-based inference 0 0 0 16 0 0 1 42
On the invertibility of periodic moving-average models 0 0 0 0 1 1 2 40
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series 0 0 0 0 0 0 4 29
One-Sided Representations of Generalized Dynamic Factor Models 0 1 2 208 0 2 9 417
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 74 1 2 7 203
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 49 0 0 5 128
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 10 69 2 4 21 67
Optimal Pseudo-Gaussian and Rank-Based Random Coefficient Detection in Multiple Regression 0 3 34 34 5 13 49 49
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 33 3 3 5 56
Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives 0 0 0 76 0 0 0 26
Optimal Rank-Based Tests for Common Principal Components 0 0 0 40 0 0 3 98
Optimal detection of periodicities in vector autoregressive models 0 0 0 0 0 0 0 39
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes 0 0 0 0 0 0 3 33
Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models 0 0 0 0 0 0 2 23
Optimal rank-based testing for principal component 0 0 1 43 0 1 3 132
Optimal rank-based tests against first-order superdiagonal bilinear dependence 0 0 0 0 0 0 2 24
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 0 0 0 25
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 0 0 0 26
Optimal tests for autoregressive models based on autoregression rank scores 0 0 0 0 0 0 2 18
Optimal tests for non-correlation between multivariate time series 0 0 0 0 0 0 0 23
Order selection, stochastic complexity and Kullback-Leibler information 0 0 0 0 0 0 0 37
Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients 0 4 9 45 2 9 23 60
Performances asymptotiques des modèles MA dans la prévision des processus q-dépendants 0 0 0 0 0 0 2 20
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence 0 0 0 0 0 0 2 25
Projection de Hájek et polynômes de Bernstein 0 0 0 0 0 0 1 16
Quantile Spectral Analysis for Locally Stationary Time Series 0 0 0 58 2 2 6 60
Quantile Spectral Analysis for Locally Stationary Time Series 0 0 0 38 1 1 1 28
Quantile Spectral Processes: Asymptotic Analysis and Inference 0 0 0 48 1 1 3 51
R-Estimation for Asymmetric Independent Component Analysis 0 0 1 33 0 1 4 39
R-estimation in linear models with stable errors 0 0 0 0 1 1 3 26
Rank Tests for Time Series Analysis, A Survey 0 0 0 1 0 1 10 605
Rank tests 0 0 0 0 0 0 0 17
Rank tests for time-series analysis: a bibliographical survey 0 0 0 0 0 0 0 16
Rank tests for time-series analysis: a survey 0 0 0 0 0 0 1 67
Rank-Based Autoregressive Order Identification 0 0 0 0 0 0 2 10
Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 43 0 0 1 71
Rank-based AR order identification 0 0 0 0 0 0 0 20
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 0 0 1 29
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 0 0 0 2 16
Rank-based partial correlograms are not asymptotically distribution-free 0 0 0 0 0 0 2 23
Rank-based testing in linear models with stable errors 0 0 0 0 1 1 3 15
Rank-based tests for autoregressive against bilinear serial dependence 0 0 0 0 0 0 2 17
Rank-based tests for randomness against first-order serial dependence 0 0 0 0 0 0 3 24
Rank‐based Optimal Tests for Random Effects in Panel Data 0 0 1 23 1 2 4 67
Reference Cycles: The NBER Methodology Revisited 1 1 4 217 2 3 8 637
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 0 0 246
Sample heterogeneity and the asymptotics of M-estimators 0 0 0 0 6 6 6 22
Semiparametric efficiency, distribution-freeness and invariance 0 0 0 2 1 1 2 14
Semiparametric efficiency, distribution-freeness, and invariance 0 0 0 0 1 1 1 13
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 1 0 0 0 11
Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models 0 0 0 48 0 0 1 50
Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models 0 0 0 0 0 1 2 26
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 0 0 0 19
Serial and nonserial sign-and-rank statistics. Asymptotic representation and asymptotic normality 0 0 0 0 0 0 0 10
Signal Detection in High Dmension: The Multispiked Case 0 0 0 82 2 2 9 149
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 0 0 1 55
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 1 2 2 17
Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions 0 1 4 9 1 6 13 18
Some asymptotic results for a broad class of nonparametric statistics 0 0 0 0 1 1 4 12
Spectral factorization of nonstationary moving average processes 0 0 0 0 0 0 2 21
Spectral factorization of periodically correlated MA(1) processes 0 0 0 0 0 0 2 19
Statistiques de rangs linéaires: normalité asymptotique et théorèmes de projection de Hájek 0 0 0 0 0 0 3 30
Stratégies subjectivement mixtes 0 0 0 0 0 0 0 17
Structures de coalition et problèmes de négociation: échanges d'information dans les jeux à information incomplète 0 0 0 0 0 0 0 16
Subjectively mixed strategies - The public event case 0 0 0 0 0 0 0 7
Subjectively mixed strategies: the public event case 0 0 0 0 0 0 1 14
Testing non-correlation and non-causality between multivariate arma time series 0 0 0 1 0 0 3 25
Testing non-correlation and non-causality between two multivariate ARMA time series 0 0 0 0 0 1 5 24
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 0 0 0 306
Tests de rangs et tests de rangs signés pour le modèle linéaire général et les modèles autorégressifs 0 0 0 0 2 2 3 14
Tests de rangs linéaires pour une hypothèse de bruit blanc 0 0 0 0 0 0 0 9
Tests de rangs localement optimaux pour une hypothèse de bruit blanc multivarié 0 0 0 0 0 0 0 9
Tests de rangs pour une contre-hypothèse de dépendance ARMA multivariée contigue: comptes rendus du colloque Approches non paramétriques en analyse chronologique, Institut des Hautes Etudes de Belgique, Bruxelles, Septembre 1985 0 0 0 0 0 0 2 17
Tests de rangs quadratiques pour une hypothèse de bruit blanc 0 0 0 0 0 0 0 9
Tests de rangs signés localement optimaux pour une hypothèse de dépendance ARMA 0 0 0 0 0 0 0 13
Tests non paramétriques optimaux pour une autorégression d'ordre un 0 0 0 0 0 0 2 25
Tests sans biais, tests de permutation, tests invariants, tests de rangs 0 0 0 0 1 1 3 17
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 1 3 9 1,207 1 4 33 2,666
The Generalized Dynamic Factor Model: Identification and Estimation 1 2 3 1,104 2 7 23 2,769
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 0 4 6 18 413
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 2 4 388 2 9 24 1,187
The Swedish automobile portfolio in 1977: a statistical study 0 0 0 0 0 4 11 195
The asymptotic behavior of the characteristic function of simple serial rank statistics 0 0 0 0 0 0 2 26
The efficiency of some nonparametric competitors to correlogram-based methods 0 0 0 0 0 0 2 22
The generalised dynamic factor model: consistency and rates 0 0 0 0 0 0 2 110
The generalised dynamic factor model: identification and estimation 0 0 0 0 3 9 23 328
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 0 2 14 186
The model-building problem for nonstationary multivariate autoregressive processes 0 0 0 0 0 1 4 16
The theoretical model-building problem for nonstationary moving average processes 0 0 0 0 0 0 1 19
Time series analysis via rank-order theory, signed-rank tests for ARMA models 0 0 0 0 0 0 2 40
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 1 7 48 48 8 18 54 54
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 8 8 6 6 13 13
Une propriété des opérateurs moyenne-mobile: mélanges offerts au Professeur P.P. Gillis à l'occasion de son 70e anniversaire 0 0 0 0 0 0 0 21
Unimodality and the asymptotics of M-estimators 0 0 0 0 0 0 0 11
When does Edgeworth beat Berry and Esséen? 0 0 0 0 0 0 2 16
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions 0 0 0 0 0 0 2 32
Total Working Papers 16 119 369 7,461 178 409 1,368 26,087


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Berry-Esséen Theorem for Serial Rank Statistics 0 0 0 10 0 0 1 78
A class of simple distribution-free rank-based unit root tests 0 0 0 13 0 1 2 107
A network analysis of the volatility of high dimensional financial series 0 1 2 11 1 2 4 20
Adaptive Estimation of the Lag of a Long–memory Process 0 0 0 5 0 0 1 46
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors 0 0 0 6 0 2 2 48
Aligned Rank Tests for Linear Models with Autocorrelated Error Terms 0 0 1 20 0 0 1 71
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 0 9 0 0 1 45
Characterization of error distributions in time-series regression models 0 0 0 2 0 0 1 21
Comment 0 0 0 7 0 0 0 23
Determining the Number of Factors in the General Dynamic Factor Model 0 1 4 238 0 2 13 491
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 59 2 2 6 266
Do financial variables help forecasting inflation and real activity in the euro area? 0 0 1 169 1 6 15 467
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 5 15 0 2 25 73
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 0 15 1 3 7 76
Dynamic factors in the presence of blocks 0 2 15 100 2 8 34 210
Dynamic functional principal components 0 2 4 12 0 3 9 36
Editors’ Note 0 0 0 2 0 0 0 13
Editors’ Note 0 0 0 1 0 0 0 9
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 0 0 0 1 16
Elliptical multiple-output quantile regression and convex optimization 0 0 0 4 0 0 3 19
Factor models in high-dimensional time series—A time-domain approach 0 0 0 27 0 1 5 63
Foreword from the Editors 0 0 0 0 0 0 0 0
Foreword from the editors… 0 0 0 0 1 1 2 2
Generalized dynamic factor models and volatilities: estimation and forecasting 0 1 6 9 0 3 27 61
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 1 3 3 9 4 6 9 29
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 0 2 2 2 2
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 0 0 0 37
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 1 24 0 0 2 71
Kernel density estimation for spatial processes: the L1 theory 0 1 1 26 0 2 2 88
L1-estimation in linear models with heterogeneous white noise 0 0 3 56 0 2 7 128
LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE 0 0 0 0 0 1 1 1
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 24 0 0 1 55
Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches 0 0 0 3 0 0 0 16
Market liquidity as dynamic factors 0 0 0 86 1 1 2 248
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 0 6 0 0 1 37
New Book Review Editor for the International Statistical Review 0 0 0 3 0 0 0 17
Nonstationary Yule-Walker equations 0 0 0 45 0 1 3 201
Nonuniform Bounds for Nonparametric t-Tests 0 0 0 2 0 0 0 22
ON THE INVERTIBILITY OF PERIODIC MOVING‐AVERAGE MODELS 0 0 0 0 0 0 0 0
ON THE PITMAN NON‐ADMISSIBILITY OF CORRELOGRAM‐BASED METHODS 0 0 0 0 0 0 0 0
On Wigner–Ville Spectra and the Uniqueness of Time†Varying Copula†Based Spectral Densities 0 0 0 0 0 0 1 3
One-step R-estimation in linear models with stable errors 0 0 0 12 0 0 2 62
Optimal Tests of Noncorrelation Between Multivariate Time Series 0 0 0 6 1 1 3 43
Optimal dimension reduction for high-dimensional and functional time series 0 2 4 4 0 5 12 12
Optimal tests for homogeneity of covariance, scale, and shape 0 0 1 33 0 2 3 415
Parametric and semiparametric inference for shape: the role of the scale functional 0 0 0 0 0 0 0 17
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels 0 1 2 10 1 3 10 49
Quantile spectral analysis for locally stationary time series 0 0 0 1 1 1 1 6
R -Estimation for Asymmetric Independent Component Analysis 0 0 0 1 0 0 0 9
R-estimation in semiparametric dynamic location-scale models 0 0 2 11 0 0 7 42
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 5 0 0 0 27
Rank-based testing in linear models with stable errors 0 0 0 0 1 1 5 16
Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank 0 0 0 5 0 0 2 56
Semiparametrically efficient inference based on signs and ranks for median‐restricted models 0 0 0 14 0 0 3 82
Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series 0 0 0 56 0 0 0 261
Testing for Common Principal Components under Heterokurticity 0 0 0 0 0 0 0 2
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 0 0 0 0 7
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 3 10 308 0 7 36 735
The Generalized Dynamic-Factor Model: Identification And Estimation 2 6 25 878 5 17 74 2,160
The generalized dynamic factor model consistency and rates 1 3 13 199 3 8 29 495
Time series analysis via rank order theory: Signed-rank tests for ARMA models 0 0 0 20 0 1 2 68
Étude Statistique de la Probabilité de Sinistre en Assurance Automobile 0 0 0 0 0 0 0 5
Total Journal Articles 4 26 103 2,588 27 97 380 7,785


Statistics updated 2019-09-09