Access Statistics for Marc Hallin

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A Berry-Ess\'een Theorem for Serial Rank Statistics 0 0 0 0 0 0 0 121
A Berry-Esséen theorem for serial rank statistics 0 0 0 0 0 0 0 30
A Berry-Esséen theorem for simple serial rank statistics 0 0 0 0 0 0 1 25
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 0 0 1 5 15
A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) 0 0 0 2 0 1 2 29
A Note on the Regularity of Center-Outward Distribution and Quantile Functions 0 0 0 16 1 3 4 71
A Serial Version of Hodges and Lehmann's "6/pi Result" 0 0 0 29 0 0 0 57
A Simple R-Estimation Method for Semiparametric Duration Models 0 0 0 37 0 0 1 126
A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests 0 0 0 40 0 1 1 132
A class of simple distribution-free rank-based unit root tests 0 0 0 1 0 0 1 37
A network analysis of the volatility of high-dimensionalfinancial series 0 0 1 22 1 2 3 83
A simple proof of asymptotic normality for simple serial rank statistics 0 0 0 0 0 0 0 28
Adaptive estimation of the lag of a long-memory process 0 0 0 0 0 0 0 35
Addendum to Invertibility and generalized invertibility 0 0 0 0 0 0 1 28
Aligned Rank tests for Linear Models with Autocorrelated Error Terms 0 0 0 0 1 1 1 236
Aligned rank tests for linear models with autocorrelated errors 0 0 0 0 0 0 0 32
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 0 0 156
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 0 0 255
An exponential bound for the permutational distribution of a first-order autocorrelation coefficient 0 0 0 0 0 0 0 37
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 1 88 1 1 2 206
Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions 0 0 0 0 0 0 0 24
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 0 35
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 0 0 0 0 0 33
Band strategies: the random walk of reserves 0 0 0 0 0 0 0 22
CENTER-OUTWARD QUANTILES AND THE MEASUREMENT OF MULTIVARIATE RISK 0 0 0 27 0 0 4 72
Caractérisation des échelles de production optimales en avenir déterministe 0 0 0 0 1 1 2 26
Center-Outward R-Estimation for Semiparametric VARMA Models 0 0 0 44 0 0 1 76
Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence 0 0 0 17 0 1 4 28
Center-OutwardMultiple-Output Lorenz Curves and Gini Indices a measure transportation approach 0 0 1 13 1 1 3 23
Center-outward Rank- and Sign-based VARMA Portmanteau Tests 0 0 1 44 0 0 1 20
Characterization of error distributions in time series regression models 0 0 0 0 0 0 0 29
Characterization of error distributions in time-series regression models 0 0 0 0 0 1 1 23
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 3 116
Coincident and leading indicators for the Euro area 0 0 0 0 0 0 1 112
Comportement asymptotique de la moyenne et de la variance d'une statistique de rangs sérielle simple 0 0 0 0 0 1 1 37
Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models 0 0 8 8 1 2 18 18
Contribution to "Discussion of the paper by Bruce and Martin" 0 0 0 0 0 0 0 19
Density estimation for spatial linear processes 0 0 0 0 0 0 0 33
Discussion of Quantile autoregression, by Koenker and Xiao 0 0 0 0 1 2 2 54
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 2 0 0 0 73
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 0 0 0 491
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 156 0 1 7 1,254
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 6 0 0 0 60
Distribution-free tests against serial dependence: signed or unsigned ranks? 0 0 0 6 0 0 0 31
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 0 331 0 1 3 977
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 2 50 1 1 4 156
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 0 2 2 63
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 2 68 1 4 8 167
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 0 0 87
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 91 0 0 1 151
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 158 0 0 3 257
Dynamic Factor Models: a Genealogy 0 0 3 30 0 0 7 40
Dynamic Factor Models: a Genealogy 0 0 4 7 1 1 13 20
Dynamic Factors in the Presence of Block Structure 0 0 1 154 0 0 1 375
Dynamic Factors in the Presence of Block Structure 0 0 1 77 0 0 3 257
Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models 0 0 0 0 0 1 1 33
Efficacité asymptotique relative de quelques statistiques de rangs pour le test d'une autorégression d'ordre un 0 0 0 0 0 0 0 38
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA 0 0 0 30 1 2 4 50
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 68 0 0 1 167
Efficient detection of random coefficients in AR(p) models 0 0 0 0 1 1 2 48
Efficient detection of random coefficients in autoregressive models 0 0 0 0 0 0 0 34
Elliptical Multiple Output Quantile Regression and Convex Optimization 0 0 0 20 0 0 1 43
Eléments de la théorie asymptotique des expériences statistiques 0 0 0 0 0 0 1 33
Estimation in autoregressive models based on autoregression rank scores 0 0 0 0 0 0 0 25
Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles 0 0 0 0 0 0 1 30
Etude statistique de la probabilité de sinistre en assurance automobile 0 0 0 0 0 0 4 63
Etude statistique des facteurs influençant un risque 0 0 0 0 0 0 0 32
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 1 1 4 511 3 4 11 1,632
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 1 179 0 0 4 304
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach 0 0 1 94 0 2 3 248
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach 0 0 1 71 0 1 8 143
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 0 15 1 1 3 70
Fractions continuées matricielles et matrices-bandes définies positives infinies 0 0 0 0 0 0 0 20
From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance” 0 0 0 85 0 0 4 183
From premium calculation to premium rating 0 0 0 0 0 0 0 20
Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova 0 0 1 26 0 0 3 54
Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks 0 0 0 139 1 1 3 163
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals 0 0 0 28 0 0 2 60
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals 0 0 0 3 0 0 1 48
Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting 0 0 0 163 0 0 1 173
Generalized dynamic factor models and volatilities estimation and forecasting 0 0 0 8 0 0 0 32
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 1 11 1 1 3 57
Generalized run tests for heteroscedastic time series 0 0 0 0 0 1 2 78
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 95 0 1 5 283
Happy birthday to you Mr Wilcoxon! Invariance, semiparametric efficiency, and ranks 0 0 0 0 0 0 0 41
High-Dimensional Functional Factor Models 0 0 0 81 0 0 1 166
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 0 31 0 0 2 76
Identification of global and local shocks in international financial markets via general dynamic factor models 0 0 0 43 0 1 2 105
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 0 0 1 158
Improved Berry-Esséen-Chebyshev bounds with statistical applications 0 0 0 0 0 0 0 35
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 0 77
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 1 264
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 0 0 0 257
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 1 1 1 61
Inferential Theory for Generalized Dynamic Factor Models 0 0 3 77 1 1 7 176
Invertibility and generalized invertibility of time-series models 0 0 0 0 0 0 0 41
Is 131,000 a large sample size? a numerical study of Edgeworth expansions 0 0 0 0 0 0 1 31
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 0 37
Jeux de survie économique et théorie moderne du risque 0 0 0 0 0 0 0 30
Jeux à information incomplète 0 0 0 0 0 0 1 38
Kendall's tau for serial dependence 0 0 0 0 0 2 3 58
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 0 0 0 1 1 27
Kernel density estimation for linear processes: asymptotic normality and bandwidth selection 0 0 0 0 0 0 0 20
Kernel density estimation for spatial processes: the L1 theory 0 0 0 0 1 2 2 53
Kernel density estimation on random fields: the L1 theory 0 0 0 0 0 0 1 55
Kolmogorov-Smirnov tests for AR models based on autoregression rank scores 0 0 0 0 0 0 0 35
L1-estimation in linear models with heterogeneous white noise 0 0 0 0 0 1 1 80
La recherche opérationnelle par l'exemple I: P+B141 programmation linéaire 0 0 0 0 0 0 0 60
La recherche opérationnelle par l'exemple II: théorie des graphes 0 0 0 0 0 0 0 71
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 1 29
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 0 41
Linear and quadratic serial rank tests for randomness against serial dependence 0 0 0 0 0 0 0 32
Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality 0 0 0 0 0 0 0 26
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 0 0 0 28
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 0 0 0 41
Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend 0 0 0 0 0 0 0 296
Local Constant and Local Bilinear Multiple-Output Quantile Regression 0 0 0 28 0 0 2 129
Local asymptotic normality for regression models with long-memory disturbance, with statistical applications 0 0 0 0 0 0 0 31
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 0 0 0 0 45
Local linear spatial regression 0 0 0 0 0 1 2 47
Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence 0 0 0 0 0 0 0 23
Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence 0 0 0 0 1 1 1 30
Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence 0 0 0 0 0 0 1 30
Locally asymptotically optimal tests for autoregressive against bilinear serial dependence 0 0 0 0 0 1 1 30
Locally asymptotically optimal tests for randomness 0 0 0 0 0 0 0 17
Locally optimal tests against periodic autoregression: parametric and nonparametric approaches 0 0 0 0 0 0 1 24
Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series 0 0 0 64 0 0 3 42
Market liquidity as dynamic factors 0 0 0 4 0 0 1 59
Measure Transportation and Statistical Decision Theory 0 2 3 64 0 2 7 130
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 0 0 0 0 0 29
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 0 32
Modèles non stationnaires-Séries univariées et multivariées 0 0 0 0 0 0 0 24
Modèles non stationnaires-Séries univariées et multivariées 0 0 0 0 0 0 0 28
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 0 0 0 105
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 0 1 2
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 1 1 1 4
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 0 0 0 41
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 1 1 7
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 0 0 0 52
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 0 0 0 52
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 0 0 76
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 1 1 3
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 0 2 4
Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability 0 0 1 7 0 0 6 21
Moving average models for time-dependent autocovariance functions 0 0 0 0 0 0 0 41
Multiple-Output Quantile Regression 0 0 0 222 1 1 1 110
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 0 0 0 4 0 0 0 9
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 0 0 1 24 0 0 2 82
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 0 0 0 1 0 2 3 10
Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours 1 1 5 7 2 3 9 15
Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth 0 0 0 5 0 1 2 62
Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth 0 0 1 88 0 1 6 262
Méthodes statistiques de construction de tarifs 0 0 0 0 0 0 0 33
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 0 72 0 0 0 117
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 0 54 1 1 1 95
Non-parametric tests in AR models with applications to climatic data 0 0 0 0 0 0 1 28
Non-parametric tests in ar models with applications to climatic data 0 0 0 0 0 1 1 20
Nonparametric Measure-transportation-based Methods for Directional Data 0 0 0 19 0 0 4 56
Nonparametric Multiple-Output Center-Outward Quantile Regression 0 0 1 16 0 1 6 38
Nonparametric tests of independence between two autoregressive series based on autoregression rank scores 0 0 0 0 1 1 1 33
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores 0 0 0 0 0 0 0 15
Nonstationary Yule-Walker equations 0 0 0 1 0 0 1 75
Nonstationary first-order moving average processes: the model-building problem 0 0 0 0 0 0 0 24
Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem 0 0 0 0 0 1 2 48
Nonstationary second-order moving average processes 0 0 0 0 0 0 0 36
Nonstationary second-order moving average processes II: model-building and invertibility 0 0 0 0 0 0 0 195
Nonuniform bounds for nonparametric t-tests 0 0 0 0 0 0 0 27
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 0 0 254
Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis 0 0 0 56 0 0 1 134
On Bounded Completeness and The L1-Densensess of Likelihood Ratios 0 0 0 18 0 1 3 16
On Distribution and Quantile Functions, Ranks and Signs in R_d 2 5 38 341 4 11 83 795
On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result 0 0 0 18 0 0 0 51
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities 0 0 0 40 0 1 2 50
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 0 0 74
On fractional linear bounds for probability generating functions 0 0 0 0 0 0 0 20
On locally asymptotically maximin tests for ARMA processes 0 0 0 0 0 1 1 18
On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests 0 0 0 10 0 0 0 13
On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance 0 0 1 35 0 0 1 145
On the Pitman nonadmissibility of correlogram-based time series methods 0 0 0 0 0 0 1 27
On the estimation of cross-information quantities in rank-based inference 0 0 0 19 0 0 2 56
On the invertibility of periodic moving-average models 0 0 0 0 0 0 0 56
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 1 58 0 0 2 96
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series 0 0 0 0 0 0 1 43
One-Sided Representations of Generalized Dynamic Factor Models 0 1 1 50 2 3 3 156
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 1 1 1 234
One-Sided Representations of Generalized Dynamic Factor Models 0 0 2 218 2 2 5 472
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 0 79 0 0 1 125
Optimal Pseudo-Gaussian and Rank-Based Random Coefficient Detection in Multiple Regression 0 0 1 43 0 0 2 96
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 34 0 0 0 71
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 0 0 0 0 2
Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives 0 0 0 77 0 0 0 38
Optimal Rank-Based Tests for Common Principal Components 0 0 0 40 0 0 0 109
Optimal detection of periodicities in vector autoregressive models 0 0 0 0 0 1 2 61
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes 0 0 0 0 0 0 0 43
Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models 0 0 0 0 0 0 0 35
Optimal rank-based testing for principal component 0 0 1 45 0 0 3 156
Optimal rank-based tests against first-order superdiagonal bilinear dependence 0 0 0 0 1 1 1 37
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 0 0 0 40
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 0 1 2 38
Optimal tests for autoregressive models based on autoregression rank scores 0 0 0 0 0 1 1 31
Optimal tests for elliptical symmetry: specified and unspecified location 0 0 0 26 0 0 3 84
Optimal tests for non-correlation between multivariate time series 0 0 0 0 0 0 0 30
Order selection, stochastic complexity and Kullback-Leibler information 0 0 0 0 0 0 1 48
Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients 0 0 1 58 0 0 3 98
Performances asymptotiques des modèles MA dans la prévision des processus q-dépendants 0 0 0 0 0 0 0 26
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence 0 0 0 0 0 0 0 34
Projection de Hájek et polynômes de Bernstein 0 0 0 0 0 0 0 33
Quantile Spectral Analysis for Locally Stationary Time Series 0 0 1 39 0 0 2 42
Quantile Spectral Analysis for Locally Stationary Time Series 0 0 0 60 0 0 2 88
Quantile Spectral Processes: Asymptotic Analysis and Inference 0 0 1 52 0 1 3 72
R-Estimation for Asymmetric Independent Component Analysis 0 0 0 34 0 1 2 59
Rank Tests for Time Series Analysis, A Survey 0 0 0 1 1 2 4 653
Rank tests 0 0 0 0 0 0 0 27
Rank tests for time-series analysis: a bibliographical survey 0 0 0 0 0 0 0 26
Rank tests for time-series analysis: a survey 0 0 0 0 0 0 1 90
Rank-Based Autoregressive Order Identification 0 0 0 0 0 0 1 20
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach 0 0 0 43 0 0 2 48
Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 45 0 0 1 88
Rank-based AR order identification 0 0 0 0 1 1 1 30
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 0 0 0 0 8
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 0 0 2 42
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 0 0 0 0 29
Rank-based partial correlograms are not asymptotically distribution-free 0 0 0 0 0 0 0 33
Rank-based testing in linear models with stable errors 0 0 0 0 0 0 0 23
Rank-based tests for autoregressive against bilinear serial dependence 0 0 0 0 0 0 0 29
Rank-based tests for randomness against first-order serial dependence 0 0 0 0 0 0 0 41
Rank‐based Optimal Tests for Random Effects in Panel Data 0 0 1 25 0 0 2 90
Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs 0 0 3 26 0 0 5 112
Reference Cycles: The NBER Methodology Revisited 0 0 0 225 0 1 8 686
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 1 16 0 2 3 47
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 1 1 1 259
Sample heterogeneity and the asymptotics of M-estimators 0 0 0 0 0 0 0 29
Semiparametric efficiency, distribution-freeness and invariance 0 0 0 2 0 0 1 24
Semiparametric efficiency, distribution-freeness, and invariance 0 0 0 0 0 0 0 28
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 0 0 0 1 2
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 1 2 0 0 1 23
Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models 0 0 0 51 0 0 0 67
Semiparametrically Efficient Tests of Multivariate Independence Using Center-Outward Quadrant, Spearman, and Kendall Statistics 0 0 0 22 0 2 8 21
Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models 0 0 0 0 0 0 0 39
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 0 0 0 0 2
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 0 0 0 38
Serial and nonserial sign-and-rank statistics. Asymptotic representation and asymptotic normality 0 0 0 0 0 0 0 19
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 0 1 1 165
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 2 2 2 64
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 0 0 0 32
Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions 1 1 2 44 1 1 2 121
Some asymptotic results for a broad class of nonparametric statistics 0 0 0 0 0 0 1 29
Spectral factorization of nonstationary moving average processes 0 0 0 0 0 0 0 31
Spectral factorization of periodically correlated MA(1) processes 0 0 0 0 0 0 0 31
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 0 0 0 24
Structures de coalition et problèmes de négociation: échanges d'information dans les jeux à information incomplète 0 0 0 0 0 0 0 24
Subjectively mixed strategies - The public event case 0 0 0 0 0 0 0 16
Subjectively mixed strategies: the public event case 0 0 0 0 0 0 0 21
Testing non-correlation and non-causality between multivariate arma time series 0 0 0 1 0 0 1 47
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 0 0 0 316
Tests de rangs et tests de rangs signés pour le modèle linéaire général et les modèles autorégressifs 0 0 0 0 0 1 1 27
Tests de rangs linéaires pour une hypothèse de bruit blanc 0 0 0 0 0 0 0 15
Tests de rangs localement optimaux pour une hypothèse de bruit blanc multivarié 0 0 0 0 0 0 0 18
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 0 26
Tests de rangs quadratiques pour une hypothèse de bruit blanc 0 0 0 0 0 0 0 16
Tests de rangs signés localement optimaux pour une hypothèse de dépendance ARMA 0 0 0 0 0 0 0 21
Tests non paramétriques optimaux pour une autorégression d'ordre un 0 0 0 0 0 0 0 37
Tests sans biais, tests de permutation, tests invariants, tests de rangs 0 0 0 0 0 1 1 36
The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series 2 2 3 3 2 6 17 17
The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series 0 0 17 17 0 3 12 12
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 1 2 6 1,239 2 9 18 2,798
The Generalized Dynamic Factor Model: Identification and Estimation 0 1 2 1,127 2 3 14 2,884
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 0 0 1 4 453
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 1 394 1 2 5 1,251
The Integrated Copula Spectrum 0 0 0 25 1 2 2 59
The Swedish automobile portfolio in 1977: a statistical study 0 0 0 0 2 4 13 281
The asymptotic behavior of the characteristic function of simple serial rank statistics 0 0 0 0 0 0 0 37
The efficiency of some nonparametric competitors to correlogram-based methods 0 0 0 0 0 0 1 30
The generalised dynamic factor model: consistency and rates 0 0 0 0 1 1 1 132
The generalised dynamic factor model: identification and estimation 0 0 0 0 1 1 5 403
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 1 1 5 226
The model-building problem for nonstationary multivariate autoregressive processes 0 0 0 0 0 0 0 30
The theoretical model-building problem for nonstationary moving average processes 0 0 0 0 0 0 0 24
Time series analysis via rank-order theory, signed-rank tests for ARMA models 0 0 0 0 0 0 0 57
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 5 77 2 5 14 160
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 1 10 1 2 3 41
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 0 0 4 31
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 29
Unimodality and the asymptotics of M-estimators 0 0 0 0 0 0 0 19
When does Edgeworth beat Berry and Esséen? 0 0 0 0 0 0 0 26
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions 0 0 0 0 0 0 0 44
Total Working Papers 8 16 142 9,210 62 157 583 33,873
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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 0 86
A Simple R-estimation method for semiparametric duration models 0 0 1 2 0 0 3 18
A class of simple distribution-free rank-based unit root tests 0 0 0 14 0 1 2 130
A network analysis of the volatility of high dimensional financial series 0 2 7 43 0 4 11 119
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions 0 0 0 7 2 2 3 30
Adaptive Estimation of the Lag of a Long–memory Process 0 0 0 5 0 0 0 56
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors 0 0 0 8 0 1 1 62
Aligned Rank Tests for Linear Models with Autocorrelated Error Terms 0 0 0 20 0 0 0 80
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 0 9 0 1 1 57
Center-Outward R-Estimation for Semiparametric VARMA Models 0 0 0 1 2 2 2 4
Center-outward quantiles and the measurement of multivariate risk 0 0 2 5 0 0 4 23
Characterization of error distributions in time-series regression models 0 0 0 3 0 0 0 29
Comment 0 0 0 7 0 1 1 41
Determining the Number of Factors in the General Dynamic Factor Model 1 3 6 250 2 5 12 541
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 60 0 0 0 291
Do financial variables help forecasting inflation and real activity in the euro area? 0 0 5 206 2 2 13 572
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 1 36 1 1 3 143
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 1 3 5 39 1 4 12 142
Dynamic factors in the presence of blocks 2 2 3 136 2 2 10 308
Dynamic functional principal components 1 2 10 31 1 2 12 98
Editors’ Note 0 0 0 1 0 0 0 14
Editors’ Note 0 0 0 2 0 0 0 23
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA 0 0 0 1 0 0 1 2
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 0 0 0 0 25
Efficient pseudo-Gaussian and rank-based detection of random regression coefficients 1 1 2 2 1 1 2 5
Elliptical multiple-output quantile regression and convex optimization 0 0 0 5 0 0 0 30
Factor models for high‐dimensional functional time series I: Representation results 0 0 3 4 1 1 4 5
Factor models for high‐dimensional functional time series II: Estimation and forecasting 0 0 4 8 0 0 5 10
Factor models in high-dimensional time series—A time-domain approach 0 0 1 29 1 1 3 82
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 0 3 0 0 7 26
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach 1 1 1 3 1 3 7 9
Foreword from the Editors 0 0 0 0 0 0 1 11
Foreword from the editors… 0 0 0 0 0 0 0 10
From Mahalanobis to Bregman via Monge and Kantorovich 0 0 0 5 0 1 6 40
Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals 0 0 1 16 0 0 1 48
Generalized dynamic factor models and volatilities: estimation and forecasting 0 1 6 36 1 2 9 148
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 0 13 1 1 3 58
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 0 0 1 56
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 0 0 1 49
Inferential theory for generalized dynamic factor models 0 2 2 2 0 5 13 13
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 0 25 0 0 0 84
Kernel density estimation for spatial processes: the L1 theory 0 0 1 27 0 0 2 105
L1-estimation in linear models with heterogeneous white noise 0 0 4 75 1 1 7 177
LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE 0 0 0 0 1 1 1 14
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 25 0 0 0 66
Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches 0 0 1 5 0 0 2 27
Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series 0 0 0 3 0 2 4 10
Market liquidity as dynamic factors 0 0 2 94 0 1 5 290
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 1 1 1 8 1 1 3 59
New Book Review Editor for the International Statistical Review 0 0 0 3 0 0 0 25
Nonstationary Yule-Walker equations 0 0 0 47 0 0 0 223
Nonuniform Bounds for Nonparametric t-Tests 0 0 0 3 1 1 2 33
ON THE INVERTIBILITY OF PERIODIC MOVING‐AVERAGE MODELS 0 0 1 2 0 0 1 17
ON THE PITMAN NON‐ADMISSIBILITY OF CORRELOGRAM‐BASED METHODS 0 0 0 1 0 0 0 10
On Wigner–Ville Spectra and the Uniqueness of Time†Varying Copula†Based Spectral Densities 0 0 0 0 0 0 0 14
One-step R-estimation in linear models with stable errors 0 0 0 12 0 0 1 77
Optimal Tests of Noncorrelation Between Multivariate Time Series 0 0 0 7 0 0 0 52
Optimal dimension reduction for high-dimensional and functional time series 0 0 0 12 0 0 1 70
Optimal tests for homogeneity of covariance, scale, and shape 0 1 1 34 0 1 1 429
Parametric and semiparametric inference for shape: the role of the scale functional 1 1 1 4 3 3 4 37
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels 0 0 1 12 0 2 15 97
Quantile spectral analysis for locally stationary time series 0 0 1 3 0 0 3 34
R -Estimation for Asymmetric Independent Component Analysis 0 0 1 2 0 0 1 24
R-estimation in semiparametric dynamic location-scale models 0 0 0 13 1 1 2 63
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 5 0 1 1 35
Rank-based testing in linear models with stable errors 0 0 0 0 0 0 0 24
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting 0 0 1 4 0 0 1 21
Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank 0 0 0 6 0 0 1 74
Semiparametrically efficient inference based on signs and ranks for median‐restricted models 0 0 0 15 0 1 1 99
Special Issue of the Journal of Time Series Analysis in Honor of Professor Masanobu Taniguchi 0 0 2 4 1 1 6 14
Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series 0 0 0 57 0 0 1 272
Testing for Common Principal Components under Heterokurticity 0 0 0 0 0 0 1 33
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 1 0 0 0 14
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 4 336 1 5 15 851
The Generalized Dynamic-Factor Model: Identification And Estimation 2 3 12 928 2 7 31 2,383
The generalized dynamic factor model consistency and rates 0 0 2 224 0 2 9 566
Time series analysis via rank order theory: Signed-rank tests for ARMA models 0 0 0 20 0 0 0 75
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 4 19 1 1 6 53
Étude Statistique de la Probabilité de Sinistre en Assurance Automobile 0 0 0 1 0 0 1 15
Total Journal Articles 11 23 100 3,083 32 75 283 10,060

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