Access Statistics for Marc Hallin

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A Berry-Ess\'een Theorem for Serial Rank Statistics 0 0 0 0 2 3 3 124
A Berry-Esséen theorem for serial rank statistics 0 0 0 0 3 3 4 34
A Berry-Esséen theorem for simple serial rank statistics 0 0 0 0 4 5 5 30
A Chernoff-Savage result for serial signed rank statistics 0 0 0 0 0 0 0 27
A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) 0 0 0 2 4 11 13 42
A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) 0 0 0 0 2 4 5 20
A Note on the Regularity of Center-Outward Distribution and Quantile Functions 0 0 0 16 2 5 6 76
A Serial Version of Hodges and Lehmann's "6/pi Result" 0 0 0 29 7 8 8 65
A Simple R-Estimation Method for Semiparametric Duration Models 0 0 0 37 2 3 4 130
A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests 0 0 0 40 2 3 3 135
A class of simple distribution-free rank-based unit root tests 0 0 0 1 7 8 8 45
A network analysis of the volatility of high-dimensionalfinancial series 0 0 0 22 5 8 12 94
A simple proof of asymptotic normality for simple serial rank statistics 0 0 0 0 4 5 5 33
Adaptive estimation of the lag of a long-memory process 0 0 0 0 4 5 7 42
Addendum to Invertibility and generalized invertibility 0 0 0 0 0 0 1 29
Aligned Rank tests for Linear Models with Autocorrelated Error Terms 0 0 0 0 0 2 4 239
Aligned rank tests for linear models with autocorrelated errors 0 0 0 0 2 5 6 38
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 1 2 2 158
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 2 4 4 259
An exponential bound for the permutational distribution of a first-order autocorrelation coefficient 0 0 0 0 1 1 1 38
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 2 4 8 213
Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions 0 0 0 0 3 4 6 30
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 1 36
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 0 0 6 7 7 40
Band strategies: the random walk of reserves 0 0 0 0 4 4 5 27
CENTER-OUTWARD QUANTILES AND THE MEASUREMENT OF MULTIVARIATE RISK 0 0 1 28 7 10 13 85
Caractérisation des échelles de production optimales en avenir déterministe 0 0 0 0 1 3 4 29
Center-Outward R-Estimation for Semiparametric VARMA Models 0 0 0 44 5 11 15 91
Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence 0 0 0 17 6 11 14 42
Center-OutwardMultiple-Output Lorenz Curves and Gini Indices a measure transportation approach 0 1 1 14 3 8 12 34
Center-outward Rank- and Sign-based VARMA Portmanteau Tests 0 1 1 45 17 21 21 41
Characterization of error distributions in time series regression models 0 0 0 0 1 2 3 32
Characterization of error distributions in time-series regression models 0 0 0 0 2 2 3 26
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 3 4 119
Coincident and leading indicators for the Euro area 0 0 0 0 3 8 11 123
Comportement asymptotique de la moyenne et de la variance d'une statistique de rangs sérielle simple 0 0 0 0 2 3 4 41
Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models 0 1 1 9 1 2 4 21
Contribution to "Discussion of the paper by Bruce and Martin" 0 0 0 0 1 1 1 20
Density estimation for spatial linear processes 0 0 0 0 0 1 4 37
Discussion of Quantile autoregression, by Koenker and Xiao 0 0 0 0 2 2 5 58
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 2 3 4 4 77
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 156 3 5 5 1,259
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 2 3 4 495
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 6 2 2 2 62
Distribution-free tests against serial dependence: signed or unsigned ranks? 0 0 0 6 1 2 4 35
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 0 331 7 10 10 987
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 0 50 2 6 7 162
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 5 8 11 74
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 5 8 11 177
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 5 9 13 100
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 92 3 6 11 162
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 159 4 7 12 269
Dynamic Factor Models: a Genealogy 0 1 2 9 2 10 19 38
Dynamic Factor Models: a Genealogy 0 1 1 31 0 3 6 46
Dynamic Factors in the Presence of Block Structure 0 0 0 154 5 9 9 384
Dynamic Factors in the Presence of Block Structure 0 0 0 77 1 4 5 262
Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models 0 0 0 0 0 1 2 35
Efficacité asymptotique relative de quelques statistiques de rangs pour le test d'une autorégression d'ordre un 0 0 0 0 2 2 2 40
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA 0 0 0 30 7 7 8 57
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 68 1 3 4 171
Efficient detection of random coefficients in AR(p) models 0 0 0 0 0 2 7 54
Efficient detection of random coefficients in autoregressive models 0 0 0 0 2 3 4 38
Elliptical Multiple Output Quantile Regression and Convex Optimization 0 0 0 20 3 3 6 49
Eléments de la théorie asymptotique des expériences statistiques 0 0 0 0 3 3 4 37
Estimation in autoregressive models based on autoregression rank scores 0 0 0 0 1 1 2 27
Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles 0 0 0 0 3 3 3 33
Etude statistique de la probabilité de sinistre en assurance automobile 0 0 0 0 2 3 6 69
Etude statistique des facteurs influençant un risque 0 0 0 0 1 1 2 34
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 0 2 512 5 9 16 1,645
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 1 180 3 4 7 311
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach 0 0 1 95 9 14 21 269
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach 0 0 2 73 2 6 10 153
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 1 2 17 4 7 10 79
Fractions continuées matricielles et matrices-bandes définies positives infinies 0 0 0 0 1 2 4 24
From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance” 0 0 2 87 4 9 17 200
From premium calculation to premium rating 0 0 0 0 1 2 3 23
Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova 1 1 1 27 3 4 6 60
Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks 0 0 1 140 4 9 16 178
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals 0 0 1 29 5 9 12 72
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals 0 0 0 3 1 3 7 55
Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting 0 0 0 163 1 3 5 178
Generalized dynamic factor models and volatilities estimation and forecasting 0 0 0 8 2 5 8 40
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 0 11 4 6 11 67
Generalized run tests for heteroscedastic time series 0 0 0 0 0 1 2 80
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 8 11 15 298
Happy birthday to you Mr Wilcoxon! Invariance, semiparametric efficiency, and ranks 0 0 0 0 1 3 6 47
High-Dimensional Functional Factor Models 0 0 0 81 4 7 11 177
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 0 0 0 511
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 0 0 1 32 6 7 10 86
Identification of global and local shocks in international financial markets via general dynamic factor models 0 0 0 43 3 6 6 111
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 3 4 5 163
Improved Berry-Esséen-Chebyshev bounds with statistical applications 0 0 0 0 1 1 1 36
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 3 267
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 1 2 79
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 5 8 11 268
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 0 1 2 62
Inferential Theory for Generalized Dynamic Factor Models 0 0 1 78 2 7 15 190
Invertibility and generalized invertibility of time-series models 0 0 0 0 2 5 6 47
Is 131,000 a large sample size? a numerical study of Edgeworth expansions 0 0 0 0 1 1 3 34
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 2 4 4 41
Jeux de survie économique et théorie moderne du risque 0 0 0 0 2 2 2 32
Jeux à information incomplète 0 0 0 0 2 3 4 42
Kendall's tau for serial dependence 0 0 0 0 2 5 7 65
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 0 0 1 2 3 30
Kernel density estimation for linear processes: asymptotic normality and bandwidth selection 0 0 0 0 5 7 8 28
Kernel density estimation for spatial processes: the L1 theory 0 0 0 0 2 3 4 56
Kernel density estimation on random fields: the L1 theory 0 0 0 0 6 7 8 63
Kolmogorov-Smirnov tests for AR models based on autoregression rank scores 0 0 0 0 1 3 4 39
L1-estimation in linear models with heterogeneous white noise 0 0 0 0 3 4 4 84
La recherche opérationnelle par l'exemple I: P+B141 programmation linéaire 0 0 0 0 1 1 1 61
La recherche opérationnelle par l'exemple II: théorie des graphes 0 0 0 0 0 1 2 73
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 0 0 2 31
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 1 1 2 43
Linear and quadratic serial rank tests for randomness against serial dependence 0 0 0 0 3 4 4 36
Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality 0 0 0 0 2 2 5 31
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 1 9 9 37
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 1 2 2 43
Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend 0 0 0 0 1 14 14 310
Local Constant and Local Bilinear Multiple-Output Quantile Regression 0 0 0 28 4 7 8 137
Local asymptotic normality for regression models with long-memory disturbance, with statistical applications 0 0 0 0 3 8 8 39
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 0 4 6 6 51
Local linear spatial regression 0 0 0 0 1 3 4 51
Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence 0 0 0 0 4 5 5 28
Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence 0 0 0 0 0 0 2 31
Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence 0 0 0 0 2 3 4 34
Locally asymptotically optimal tests for autoregressive against bilinear serial dependence 0 0 0 0 2 5 7 37
Locally asymptotically optimal tests for randomness 0 0 0 0 0 4 5 22
Locally optimal tests against periodic autoregression: parametric and nonparametric approaches 0 0 0 0 3 4 5 29
Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series 0 1 2 66 1 5 7 49
Market liquidity as dynamic factors 0 0 0 4 2 4 6 65
Measure Transportation and Statistical Decision Theory 0 0 0 64 3 4 7 137
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 0 0 3 6 8 37
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 3 5 5 37
Modèles non stationnaires-Séries univariées et multivariées 0 0 0 0 1 2 2 26
Modèles non stationnaires-Séries univariées et multivariées 0 0 0 0 2 2 2 30
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 2 4 6 111
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 4 6 8 11
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 3 6 8 15
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 4 8 9 11
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 3 4 6 58
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 4 5 7 48
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 4 5 6 10
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 1 3 6 9
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 1 2 5 57
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 3 4 5 81
Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability 0 1 2 9 0 2 7 28
Moving average models for time-dependent autocovariance functions 0 0 0 0 1 1 1 42
Multiple-Output Quantile Regression 0 0 0 222 2 4 6 115
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 0 0 0 1 1 2 2 12
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 1 1 3 27 5 8 12 94
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 0 0 0 4 1 5 6 15
Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours 0 1 3 9 2 3 12 25
Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth 0 0 1 6 1 4 6 68
Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth 0 0 0 88 3 3 5 267
Méthodes statistiques de construction de tarifs 0 0 0 0 1 2 3 36
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 0 54 5 9 12 106
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 1 73 7 13 19 136
Non-parametric tests in AR models with applications to climatic data 0 0 0 0 2 2 2 30
Non-parametric tests in ar models with applications to climatic data 0 0 0 0 1 2 2 22
Nonparametric Measure-transportation-based Methods for Directional Data 0 1 1 20 3 5 6 62
Nonparametric Multiple-Output Center-Outward Quantile Regression 1 1 1 17 4 5 6 44
Nonparametric tests of independence between two autoregressive series based on autoregression rank scores 0 0 0 0 1 3 5 37
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores 0 0 0 0 1 2 3 18
Nonstationary Yule-Walker equations 0 0 0 1 3 4 6 81
Nonstationary first-order moving average processes: the model-building problem 0 0 0 0 2 2 2 26
Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem 0 0 0 0 0 4 5 53
Nonstationary second-order moving average processes 0 0 0 0 0 1 1 37
Nonstationary second-order moving average processes II: model-building and invertibility 0 0 0 0 2 3 3 198
Nonuniform bounds for nonparametric t-tests 0 0 0 0 2 3 6 33
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 1 1 2 256
Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis 0 0 1 57 3 7 10 144
On Bounded Completeness and The L1-Densensess of Likelihood Ratios 0 2 2 20 8 15 18 34
On Distribution and Quantile Functions, Ranks and Signs in R_d 2 8 34 373 7 30 88 879
On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result 0 0 1 19 3 3 7 58
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities 0 0 0 40 1 2 3 53
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 3 3 4 78
On fractional linear bounds for probability generating functions 0 0 0 0 1 1 2 22
On locally asymptotically maximin tests for ARMA processes 0 0 0 0 1 1 1 19
On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests 0 0 0 10 3 5 5 18
On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance 0 1 2 37 2 3 7 152
On the Pitman nonadmissibility of correlogram-based time series methods 0 0 0 0 1 4 4 31
On the estimation of cross-information quantities in rank-based inference 0 0 0 19 0 1 3 59
On the finite-sample performance of measure-transportation-based multivariate rank tests 0 0 0 0 2 3 3 3
On the invertibility of periodic moving-average models 0 0 0 0 1 4 4 60
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 58 6 8 10 106
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series 0 0 0 0 2 3 7 50
One-Sided Representations of Generalized Dynamic Factor Models 0 0 1 51 6 11 15 169
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 19 32 42 512
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 2 5 7 240
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 0 79 2 6 11 136
Optimal Pseudo-Gaussian and Rank-Based Random Coefficient Detection in Multiple Regression 0 0 0 43 0 1 3 99
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 0 4 5 6 8
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 34 10 12 13 84
Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives 0 0 0 77 2 2 3 41
Optimal Rank-Based Tests for Common Principal Components 0 0 0 40 2 2 3 112
Optimal detection of periodicities in vector autoregressive models 0 0 0 0 1 2 4 65
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes 0 0 0 0 4 5 5 48
Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models 0 0 0 0 4 4 4 39
Optimal rank-based testing for principal component 0 0 0 45 6 11 14 170
Optimal rank-based tests against first-order superdiagonal bilinear dependence 0 0 0 0 2 2 6 42
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 3 6 10 48
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 1 1 2 42
Optimal tests for autoregressive models based on autoregression rank scores 0 0 0 0 2 6 6 37
Optimal tests for elliptical symmetry: specified and unspecified location 0 0 1 27 1 2 4 88
Optimal tests for non-correlation between multivariate time series 0 0 0 0 3 7 13 43
Order selection, stochastic complexity and Kullback-Leibler information 0 0 0 0 2 2 2 50
Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients 0 1 1 59 1 3 5 103
Performances asymptotiques des modèles MA dans la prévision des processus q-dépendants 0 0 0 0 1 1 2 28
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence 0 0 0 0 0 3 4 38
Projection de Hájek et polynômes de Bernstein 0 0 0 0 1 1 1 34
Quantile Spectral Analysis for Locally Stationary Time Series 0 0 0 39 3 5 8 50
Quantile Spectral Analysis for Locally Stationary Time Series 0 0 0 60 6 11 12 100
Quantile Spectral Processes: Asymptotic Analysis and Inference 0 0 0 52 2 2 2 74
R-Estimation for Asymmetric Independent Component Analysis 0 0 1 35 2 3 5 64
Rank Tests for Time Series Analysis, A Survey 0 0 0 1 3 6 7 659
Rank tests 0 0 0 0 4 4 4 31
Rank tests for time-series analysis: a bibliographical survey 0 0 0 0 2 3 3 29
Rank tests for time-series analysis: a survey 0 0 0 0 2 5 6 96
Rank-Based Autoregressive Order Identification 0 0 0 0 1 2 3 23
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach 0 0 0 43 2 7 8 56
Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 45 4 9 9 97
Rank-based AR order identification 0 0 0 0 0 1 3 32
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 0 2 2 2 10
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 1 3 5 47
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 0 3 5 7 36
Rank-based partial correlograms are not asymptotically distribution-free 0 0 0 0 5 5 5 38
Rank-based testing in linear models with stable errors 0 0 0 0 1 5 6 29
Rank-based tests for autoregressive against bilinear serial dependence 0 0 0 0 0 1 1 30
Rank-based tests for randomness against first-order serial dependence 0 0 0 0 3 4 7 48
Rank‐based Optimal Tests for Random Effects in Panel Data 0 1 1 26 1 5 5 95
Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs 0 0 1 27 2 5 10 122
Reference Cycles: The NBER Methodology Revisited 0 0 1 226 3 8 13 699
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 1 17 5 10 13 60
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 3 3 4 262
Sample heterogeneity and the asymptotics of M-estimators 0 0 0 0 1 1 2 31
Semiparametric efficiency, distribution-freeness and invariance 0 0 2 4 2 2 6 30
Semiparametric efficiency, distribution-freeness, and invariance 0 0 0 0 3 4 6 34
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 2 6 7 7 30
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 0 0 0 1 3
Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models 0 0 1 52 4 4 5 72
Semiparametrically Efficient Tests of Multivariate Independence Using Center-Outward Quadrant, Spearman, and Kendall Statistics 0 1 1 23 5 6 8 29
Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models 0 0 0 0 2 3 3 42
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 0 1 4 5 7
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 1 2 4 42
Serial and nonserial sign-and-rank statistics. Asymptotic representation and asymptotic normality 0 0 0 0 5 7 7 26
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 1 2 3 168
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 5 5 7 69
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 0 2 3 35
Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions 0 1 4 47 6 8 11 131
Some asymptotic results for a broad class of nonparametric statistics 0 0 0 0 1 1 1 30
Spectral factorization of nonstationary moving average processes 0 0 0 0 1 4 4 35
Spectral factorization of periodically correlated MA(1) processes 0 0 0 0 1 1 1 32
Statistiques de rangs linéaires: normalité asymptotique et théorèmes de projection de Hájek 0 0 0 0 0 0 0 40
Stratégies subjectivement mixtes 0 0 0 0 4 6 7 31
Structures de coalition et problèmes de négociation: échanges d'information dans les jeux à information incomplète 0 0 0 0 2 2 3 27
Subjectively mixed strategies - The public event case 0 0 0 0 2 4 5 21
Subjectively mixed strategies: the public event case 0 0 0 0 0 2 2 23
Testing non-correlation and non-causality between multivariate arma time series 0 0 0 1 6 10 11 58
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 1 4 4 320
Tests de rangs et tests de rangs signés pour le modèle linéaire général et les modèles autorégressifs 0 0 0 0 1 1 2 29
Tests de rangs linéaires pour une hypothèse de bruit blanc 0 0 0 0 2 2 2 17
Tests de rangs localement optimaux pour une hypothèse de bruit blanc multivarié 0 0 0 0 4 4 5 23
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 1 1 27
Tests de rangs quadratiques pour une hypothèse de bruit blanc 0 0 0 0 2 2 3 19
Tests de rangs signés localement optimaux pour une hypothèse de dépendance ARMA 0 0 0 0 0 1 4 25
Tests non paramétriques optimaux pour une autorégression d'ordre un 0 0 0 0 2 2 2 39
Tests sans biais, tests de permutation, tests invariants, tests de rangs 0 0 0 0 0 0 1 37
The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series 0 1 4 5 1 5 14 29
The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series 0 0 2 19 6 14 21 33
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 0 2 1,240 13 21 28 2,824
The Generalized Dynamic Factor Model: Identification and Estimation 1 2 5 1,132 11 20 31 2,913
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 394 4 7 14 1,264
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 0 16 24 25 478
The Integrated Copula Spectrum 0 0 0 25 5 7 9 67
The Swedish automobile portfolio in 1977: a statistical study 0 0 0 0 4 7 13 292
The asymptotic behavior of the characteristic function of simple serial rank statistics 0 0 0 0 2 3 3 40
The efficiency of some nonparametric competitors to correlogram-based methods 0 0 0 0 1 2 5 35
The generalised dynamic factor model: consistency and rates 0 0 0 0 3 5 12 143
The generalised dynamic factor model: identification and estimation 0 0 0 0 3 8 14 416
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 6 12 18 243
The model-building problem for nonstationary multivariate autoregressive processes 0 0 0 0 0 0 1 31
The theoretical model-building problem for nonstationary moving average processes 0 0 0 0 2 2 3 27
Time series analysis via rank-order theory, signed-rank tests for ARMA models 0 0 0 0 2 3 5 62
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 0 10 2 4 10 50
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 1 78 0 3 15 173
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 2 4 4 35
Une propriété des opérateurs moyenne-mobile: mélanges offerts au Professeur P.P. Gillis à l'occasion de son 70e anniversaire 0 0 0 0 2 2 3 32
Unimodality and the asymptotics of M-estimators 0 0 0 0 3 4 5 24
When does Edgeworth beat Berry and Esséen? 0 0 0 0 1 3 3 29
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions 0 0 0 0 1 3 3 47
Total Working Papers 6 31 109 9,311 779 1,368 1,970 35,781
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Journal Article File Downloads Abstract Views
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A Berry-Esséen Theorem for Serial Rank Statistics 0 0 0 10 1 4 5 91
A Simple R-estimation method for semiparametric duration models 0 0 0 2 4 5 11 29
A class of simple distribution-free rank-based unit root tests 0 0 0 14 7 11 13 143
A network analysis of the volatility of high dimensional financial series 0 0 2 45 4 10 18 137
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions 0 0 0 7 5 5 8 36
Adaptive Estimation of the Lag of a Long–memory Process 0 0 1 6 5 8 10 66
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors 0 0 0 8 2 5 7 69
Aligned Rank Tests for Linear Models with Autocorrelated Error Terms 0 0 0 20 3 3 4 84
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 1 10 5 5 7 64
Center-Outward R-Estimation for Semiparametric VARMA Models 0 0 0 1 5 6 10 12
Center-outward quantiles and the measurement of multivariate risk 1 1 2 7 14 14 18 41
Characterization of error distributions in time-series regression models 0 0 0 3 1 1 3 32
Comment 0 0 0 7 2 3 3 44
Determining the Number of Factors in the General Dynamic Factor Model 0 0 3 252 3 3 12 551
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 60 8 9 10 301
Do financial variables help forecasting inflation and real activity in the euro area? 0 0 1 207 2 5 14 584
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 2 38 8 9 15 157
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 3 41 3 8 16 157
Dynamic factors in the presence of blocks 0 0 2 136 2 3 9 315
Dynamic functional principal components 0 0 3 33 5 8 14 111
Editors’ Note 0 0 0 2 1 2 3 26
Editors’ Note 0 0 0 1 4 4 6 20
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA 0 0 0 1 6 6 6 8
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 0 2 4 6 31
Efficient pseudo-Gaussian and rank-based detection of random regression coefficients 0 0 1 2 2 6 8 12
Elliptical multiple-output quantile regression and convex optimization 0 0 0 5 3 6 6 36
Factor models for high‐dimensional functional time series I: Representation results 0 0 3 7 6 6 12 16
Factor models for high‐dimensional functional time series II: Estimation and forecasting 0 0 3 11 1 2 9 19
Factor models in high-dimensional time series—A time-domain approach 0 0 0 29 4 5 7 88
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 1 4 4 5 8 34
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach 1 2 11 13 6 11 29 37
Foreword from the Editors 0 0 0 0 6 6 6 17
Foreword from the editors… 0 0 0 0 4 5 5 15
From Mahalanobis to Bregman via Monge and Kantorovich 0 0 4 9 3 7 19 59
Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals 0 0 0 16 3 3 9 57
Generalized dynamic factor models and volatilities: estimation and forecasting 0 0 1 37 3 5 12 159
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 2 15 1 4 9 66
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 4 5 6 62
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 3 4 6 55
Inferential theory for generalized dynamic factor models 0 0 2 4 7 9 14 27
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 0 25 4 4 5 89
Kernel density estimation for spatial processes: the L1 theory 0 1 1 28 3 7 9 114
L1-estimation in linear models with heterogeneous white noise 0 0 1 76 6 9 13 189
LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE 0 0 0 0 3 4 6 19
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 25 1 2 3 69
Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches 0 0 0 5 8 8 9 36
Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series 0 0 0 3 7 9 13 23
Market liquidity as dynamic factors 0 0 2 96 6 7 10 300
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 1 8 1 6 9 67
New Book Review Editor for the International Statistical Review 0 0 0 3 3 3 3 28
Nonparametric Multiple-Output Center-Outward Quantile Regression 0 0 1 1 4 7 11 11
Nonstationary Yule-Walker equations 0 0 0 47 2 3 4 227
Nonuniform Bounds for Nonparametric t-Tests 0 0 0 3 8 9 11 43
ON THE INVERTIBILITY OF PERIODIC MOVING‐AVERAGE MODELS 0 0 0 2 2 6 7 24
ON THE PITMAN NON‐ADMISSIBILITY OF CORRELOGRAM‐BASED METHODS 1 1 1 2 2 4 4 14
On Wigner–Ville Spectra and the Uniqueness of Time†Varying Copula†Based Spectral Densities 0 0 0 0 4 4 5 19
One-step R-estimation in linear models with stable errors 0 0 0 12 5 6 8 85
Optimal Tests of Noncorrelation Between Multivariate Time Series 0 0 0 7 3 4 7 59
Optimal dimension reduction for high-dimensional and functional time series 0 0 0 12 3 7 8 78
Optimal tests for homogeneity of covariance, scale, and shape 0 0 0 34 4 8 15 444
Parametric and semiparametric inference for shape: the role of the scale functional 0 0 1 4 0 1 6 40
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels 0 0 1 13 5 5 9 106
Quantile spectral analysis for locally stationary time series 0 0 0 3 1 3 7 41
R -Estimation for Asymmetric Independent Component Analysis 0 0 0 2 1 1 2 26
R-estimation in semiparametric dynamic location-scale models 0 0 0 13 4 6 12 74
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 5 5 6 6 41
Rank-based testing in linear models with stable errors 0 0 0 0 1 2 3 27
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting 0 0 0 4 3 4 6 27
Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank 1 1 1 7 7 9 10 84
Semiparametrically efficient inference based on signs and ranks for median‐restricted models 0 0 0 15 2 2 2 101
Special Issue of the Journal of Time Series Analysis in Honor of Professor Masanobu Taniguchi 0 0 0 4 2 3 6 19
Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series 1 1 2 59 5 7 8 280
Testing for Common Principal Components under Heterokurticity 0 0 0 0 1 3 4 37
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 1 3 4 5 19
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 1 3 339 7 16 34 884
The Generalized Dynamic-Factor Model: Identification And Estimation 0 0 10 936 8 20 47 2,428
The generalized dynamic factor model consistency and rates 1 1 4 228 9 10 19 585
Time series analysis via rank order theory: Signed-rank tests for ARMA models 0 0 0 20 3 5 7 82
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 2 21 8 20 29 81
Étude Statistique de la Probabilité de Sinistre en Assurance Automobile 0 0 0 1 2 2 5 20
Total Journal Articles 6 9 79 3,151 318 476 780 10,808

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