Access Statistics for Marc Hallin

Author contact details at EconPapers.

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 3 3 124
A Berry-Esséen theorem for serial rank statistics 0 0 0 0 0 3 4 34
A Berry-Esséen theorem for simple serial rank statistics 0 0 0 0 0 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 0 0 4 5 20
A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) 0 0 0 2 0 9 13 42
A Note on the Regularity of Center-Outward Distribution and Quantile Functions 0 0 0 16 1 4 6 77
A Serial Version of Hodges and Lehmann's "6/pi Result" 0 0 0 29 0 8 8 65
A Simple R-Estimation Method for Semiparametric Duration Models 0 0 0 37 3 5 7 133
A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests 0 0 0 40 0 3 3 135
A class of simple distribution-free rank-based unit root tests 0 0 0 1 0 7 8 45
A network analysis of the volatility of high-dimensionalfinancial series 0 0 0 22 0 6 11 94
A simple proof of asymptotic normality for simple serial rank statistics 0 0 0 0 1 6 6 34
Adaptive estimation of the lag of a long-memory process 0 0 0 0 0 5 7 42
Addendum to Invertibility and generalized invertibility 0 0 0 0 1 1 2 30
Aligned Rank tests for Linear Models with Autocorrelated Error Terms 0 0 0 0 1 2 4 240
Aligned rank tests for linear models with autocorrelated errors 0 0 0 0 0 3 6 38
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 2 2 158
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 2 4 259
An exponential bound for the permutational distribution of a first-order autocorrelation coefficient 0 0 0 0 0 1 1 38
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 3 7 10 216
Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions 0 0 0 0 0 3 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 1 1 2 37
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 0 0 0 7 7 40
Band strategies: the random walk of reserves 0 0 0 0 0 4 5 27
CENTER-OUTWARD QUANTILES AND THE MEASUREMENT OF MULTIVARIATE RISK 0 0 1 28 2 11 15 87
Caractérisation des échelles de production optimales en avenir déterministe 0 0 0 0 2 3 5 31
Center-Outward R-Estimation for Semiparametric VARMA Models 0 0 0 44 4 10 19 95
Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence 0 0 0 17 4 13 18 46
Center-OutwardMultiple-Output Lorenz Curves and Gini Indices a measure transportation approach 0 1 1 14 2 8 13 36
Center-outward Rank- and Sign-based VARMA Portmanteau Tests 0 1 1 45 4 24 25 45
Characterization of error distributions in time series regression models 0 0 0 0 0 2 3 32
Characterization of error distributions in time-series regression models 0 0 0 0 0 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 2 4 120
Coincident and leading indicators for the Euro area 0 0 0 0 2 10 13 125
Comportement asymptotique de la moyenne et de la variance d'une statistique de rangs sérielle simple 0 0 0 0 1 4 5 42
Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models 0 1 1 9 0 2 3 21
Contribution to "Discussion of the paper by Bruce and Martin" 0 0 0 0 0 1 1 20
Density estimation for spatial linear processes 0 0 0 0 0 0 4 37
Discussion of Quantile autoregression, by Koenker and Xiao 0 0 0 0 0 2 4 58
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 2 4 6 497
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 2 1 5 5 78
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 156 0 5 5 1,259
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 6 0 2 2 62
Distribution-free tests against serial dependence: signed or unsigned ranks? 0 0 0 6 0 1 4 35
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 0 331 4 14 14 991
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 0 50 3 7 9 165
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 2 7 13 76
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 1 9 11 178
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 1 6 14 101
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 92 0 5 11 162
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 159 1 7 13 270
Dynamic Factor Models: a Genealogy 0 1 1 31 2 5 8 48
Dynamic Factor Models: a Genealogy 0 1 2 9 3 12 21 41
Dynamic Factors in the Presence of Block Structure 0 0 0 154 1 8 10 385
Dynamic Factors in the Presence of Block Structure 0 0 0 77 3 5 8 265
Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models 0 0 0 0 1 2 3 36
Efficacité asymptotique relative de quelques statistiques de rangs pour le test d'une autorégression d'ordre un 0 0 0 0 4 6 6 44
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA 0 0 0 30 1 8 8 58
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 68 2 4 6 173
Efficient detection of random coefficients in AR(p) models 0 0 0 0 2 4 8 56
Efficient detection of random coefficients in autoregressive models 0 0 0 0 0 2 4 38
Elliptical Multiple Output Quantile Regression and Convex Optimization 0 0 0 20 2 5 8 51
Eléments de la théorie asymptotique des expériences statistiques 0 0 0 0 1 4 5 38
Estimation in autoregressive models based on autoregression rank scores 0 0 0 0 1 2 3 28
Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles 0 0 0 0 1 4 4 34
Etude statistique de la probabilité de sinistre en assurance automobile 0 0 0 0 0 2 6 69
Etude statistique des facteurs influençant un risque 0 0 0 0 1 2 3 35
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 0 1 512 5 13 18 1,650
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 0 1 180 2 6 9 313
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach 0 0 1 95 1 13 22 270
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach 0 0 2 73 1 3 11 154
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 2 17 1 5 10 80
Fractions continuées matricielles et matrices-bandes définies positives infinies 0 0 0 0 2 3 6 26
From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance” 0 0 2 87 3 9 20 203
From premium calculation to premium rating 0 0 0 0 2 3 5 25
Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova 0 1 1 27 3 7 9 63
Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks 0 0 1 140 1 7 16 179
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals 0 0 1 29 3 10 15 75
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals 0 0 0 3 2 4 9 57
Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting 0 0 0 163 1 4 6 179
Generalized dynamic factor models and volatilities estimation and forecasting 0 0 0 8 2 6 10 42
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 0 11 0 4 10 67
Generalized run tests for heteroscedastic time series 0 0 0 0 2 3 4 82
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 2 12 17 300
Happy birthday to you Mr Wilcoxon! Invariance, semiparametric efficiency, and ranks 0 0 0 0 0 1 6 47
High-Dimensional Functional Factor Models 0 0 0 81 2 7 13 179
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 1 7 11 87
Identification of global and local shocks in international financial markets via general dynamic factor models 0 0 0 43 3 8 9 114
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 1 5 6 164
Improved Berry-Esséen-Chebyshev bounds with statistical applications 0 0 0 0 0 1 1 36
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 2 79
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 1 1 4 268
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 0 7 11 268
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 1 2 2 63
Inferential Theory for Generalized Dynamic Factor Models 1 1 2 79 2 5 16 192
Invertibility and generalized invertibility of time-series models 0 0 0 0 4 6 10 51
Is 131,000 a large sample size? a numerical study of Edgeworth expansions 0 0 0 0 2 3 5 36
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 2 4 41
Jeux de survie économique et théorie moderne du risque 0 0 0 0 1 3 3 33
Jeux à information incomplète 0 0 0 0 0 3 4 42
Kendall's tau for serial dependence 0 0 0 0 0 4 7 65
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 0 0 1 3 4 31
Kernel density estimation for linear processes: asymptotic normality and bandwidth selection 0 0 0 0 0 7 8 28
Kernel density estimation for spatial processes: the L1 theory 0 0 0 0 0 3 3 56
Kernel density estimation on random fields: the L1 theory 0 0 0 0 1 7 9 64
Kolmogorov-Smirnov tests for AR models based on autoregression rank scores 0 0 0 0 1 3 5 40
L1-estimation in linear models with heterogeneous white noise 0 0 0 0 1 5 5 85
La recherche opérationnelle par l'exemple I: P+B141 programmation linéaire 0 0 0 0 0 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 1 1 3 32
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 2 3 44
Linear and quadratic serial rank tests for randomness against serial dependence 0 0 0 0 0 4 4 36
Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality 0 0 0 0 0 2 5 31
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 1 3 3 44
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 2 7 11 39
Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend 0 0 0 0 5 19 19 315
Local Constant and Local Bilinear Multiple-Output Quantile Regression 0 0 0 28 0 6 8 137
Local asymptotic normality for regression models with long-memory disturbance, with statistical applications 0 0 0 0 2 9 10 41
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 0 0 5 6 51
Local linear spatial regression 0 0 0 0 0 2 4 51
Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence 0 0 0 0 1 5 6 29
Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence 0 0 0 0 1 1 2 32
Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence 0 0 0 0 0 2 4 34
Locally asymptotically optimal tests for autoregressive against bilinear serial dependence 0 0 0 0 1 6 8 38
Locally asymptotically optimal tests for randomness 0 0 0 0 0 0 5 22
Locally optimal tests against periodic autoregression: parametric and nonparametric approaches 0 0 0 0 0 3 5 29
Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series 0 1 2 66 3 8 10 52
Market liquidity as dynamic factors 0 0 0 4 0 2 6 65
Measure Transportation and Statistical Decision Theory 0 0 0 64 2 6 9 139
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 0 0 1 7 9 38
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 1 5 6 38
Modèles non stationnaires-Séries univariées et multivariées 0 0 0 0 1 3 3 31
Modèles non stationnaires-Séries univariées et multivariées 0 0 0 0 1 2 3 27
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 1 4 7 112
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 8 9 11
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 0 3 6 58
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 1 1 1 2 3 7 10 14
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 0 4 7 48
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 4 8 15
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 1 6 9
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 4 5 81
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 1 5 7 11
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 0 2 5 57
Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability 1 2 3 10 2 3 9 30
Moving average models for time-dependent autocovariance functions 0 0 0 0 0 1 1 42
Multiple-Output Quantile Regression 0 0 0 222 3 5 8 118
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 0 0 0 1 2 4 4 14
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 0 1 3 27 2 10 14 96
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 0 0 0 4 1 3 7 16
Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours 0 1 2 9 0 3 10 25
Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth 0 0 1 6 1 3 7 69
Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth 0 0 0 88 2 5 7 269
Méthodes statistiques de construction de tarifs 0 0 0 0 0 1 3 36
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 1 73 2 13 21 138
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 0 54 0 6 11 106
Non-parametric tests in AR models with applications to climatic data 0 0 0 0 1 3 3 31
Non-parametric tests in ar models with applications to climatic data 0 0 0 0 1 3 3 23
Nonparametric Measure-transportation-based Methods for Directional Data 0 1 1 20 3 7 9 65
Nonparametric Multiple-Output Center-Outward Quantile Regression 0 1 1 17 0 4 6 44
Nonparametric tests of independence between two autoregressive series based on autoregression rank scores 0 0 0 0 1 4 5 38
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores 0 0 0 0 1 2 4 19
Nonstationary Yule-Walker equations 0 0 0 1 0 4 6 81
Nonstationary first-order moving average processes: the model-building problem 0 0 0 0 0 2 2 26
Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem 0 0 0 0 0 3 5 53
Nonstationary second-order moving average processes 0 0 0 0 0 0 1 37
Nonstationary second-order moving average processes II: model-building and invertibility 0 0 0 0 0 3 3 198
Nonuniform bounds for nonparametric t-tests 0 0 0 0 0 3 6 33
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 1 2 256
Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis 0 0 1 57 2 6 12 146
On Bounded Completeness and The L1-Densensess of Likelihood Ratios 0 1 2 20 0 11 18 34
On Distribution and Quantile Functions, Ranks and Signs in R_d 2 5 34 375 10 28 94 889
On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result 0 0 1 19 1 4 8 59
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities 0 0 0 40 0 2 3 53
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 3 4 78
On fractional linear bounds for probability generating functions 0 0 0 0 1 2 3 23
On locally asymptotically maximin tests for ARMA processes 0 0 0 0 2 3 3 21
On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests 0 0 0 10 3 6 8 21
On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance 0 0 2 37 2 4 9 154
On the Pitman nonadmissibility of correlogram-based time series methods 0 0 0 0 0 2 4 31
On the estimation of cross-information quantities in rank-based inference 0 0 0 19 1 2 4 60
On the finite-sample performance of measure-transportation-based multivariate rank tests 0 0 0 0 1 3 4 4
On the invertibility of periodic moving-average models 0 0 0 0 1 4 5 61
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 58 6 14 16 112
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series 0 0 0 0 0 3 7 50
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 12 36 52 524
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 1 5 7 241
One-Sided Representations of Generalized Dynamic Factor Models 0 0 1 51 2 9 15 171
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 0 79 1 7 12 137
Optimal Pseudo-Gaussian and Rank-Based Random Coefficient Detection in Multiple Regression 0 0 0 43 0 0 3 99
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 34 4 15 17 88
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 0 1 6 7 9
Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives 0 0 0 77 0 2 3 41
Optimal Rank-Based Tests for Common Principal Components 0 0 0 40 1 3 4 113
Optimal detection of periodicities in vector autoregressive models 0 0 0 0 0 2 4 65
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes 0 0 0 0 1 6 6 49
Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models 0 0 0 0 1 5 5 40
Optimal rank-based testing for principal component 0 0 0 45 0 6 14 170
Optimal rank-based tests against first-order superdiagonal bilinear dependence 0 0 0 0 0 2 5 42
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 2 3 4 44
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 0 5 10 48
Optimal tests for autoregressive models based on autoregression rank scores 0 0 0 0 2 7 8 39
Optimal tests for elliptical symmetry: specified and unspecified location 0 0 1 27 0 1 4 88
Optimal tests for non-correlation between multivariate time series 0 0 0 0 2 8 15 45
Order selection, stochastic complexity and Kullback-Leibler information 0 0 0 0 1 3 3 51
Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients 0 1 1 59 0 3 5 103
Performances asymptotiques des modèles MA dans la prévision des processus q-dépendants 0 0 0 0 0 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 2 2 35
Quantile Spectral Analysis for Locally Stationary Time Series 0 0 0 39 0 5 8 50
Quantile Spectral Analysis for Locally Stationary Time Series 0 0 0 60 5 13 17 105
Quantile Spectral Processes: Asymptotic Analysis and Inference 0 0 0 52 2 4 4 76
R-Estimation for Asymmetric Independent Component Analysis 0 0 1 35 0 2 5 64
Rank Tests for Time Series Analysis, A Survey 0 0 0 1 2 7 8 661
Rank tests 0 0 0 0 1 5 5 32
Rank tests for time-series analysis: a bibliographical survey 0 0 0 0 1 3 4 30
Rank tests for time-series analysis: a survey 0 0 0 0 0 3 6 96
Rank-Based Autoregressive Order Identification 0 0 0 0 0 1 3 23
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach 0 0 0 43 0 5 8 56
Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 45 1 7 10 98
Rank-based AR order identification 0 0 0 0 1 2 3 33
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 0 2 5 47
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 0 1 3 3 11
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 0 1 4 8 37
Rank-based partial correlograms are not asymptotically distribution-free 0 0 0 0 3 8 8 41
Rank-based testing in linear models with stable errors 0 0 0 0 1 6 7 30
Rank-based tests for autoregressive against bilinear serial dependence 0 0 0 0 0 0 1 30
Rank-based tests for randomness against first-order serial dependence 0 0 0 0 0 4 7 48
Rank‐based Optimal Tests for Random Effects in Panel Data 0 0 1 26 0 3 5 95
Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs 0 0 1 27 0 3 10 122
Reference Cycles: The NBER Methodology Revisited 0 0 1 226 1 7 14 700
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 1 17 0 7 13 60
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 3 3 262
Sample heterogeneity and the asymptotics of M-estimators 0 0 0 0 0 1 2 31
Semiparametric efficiency, distribution-freeness and invariance 0 0 2 4 1 3 7 31
Semiparametric efficiency, distribution-freeness, and invariance 0 0 0 0 0 3 6 34
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 0 0 0 1 3
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 2 0 7 7 30
Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models 0 0 1 52 1 5 6 73
Semiparametrically Efficient Tests of Multivariate Independence Using Center-Outward Quadrant, Spearman, and Kendall Statistics 0 1 1 23 1 7 9 30
Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models 0 0 0 0 1 4 4 43
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 0 1 3 6 8
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 1 2 5 43
Serial and nonserial sign-and-rank statistics. Asymptotic representation and asymptotic normality 0 0 0 0 0 6 7 26
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 1 2 4 169
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 1 6 6 70
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 0 1 3 35
Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions 1 2 4 48 4 12 14 135
Some asymptotic results for a broad class of nonparametric statistics 0 0 0 0 0 1 1 30
Spectral factorization of nonstationary moving average processes 0 0 0 0 2 4 6 37
Spectral factorization of periodically correlated MA(1) processes 0 0 0 0 0 1 1 32
Statistiques de rangs linéaires: normalité asymptotique et théorèmes de projection de Hájek 0 0 0 0 1 1 1 41
Stratégies subjectivement mixtes 0 0 0 0 3 8 10 34
Structures de coalition et problèmes de négociation: échanges d'information dans les jeux à information incomplète 0 0 0 0 1 3 4 28
Subjectively mixed strategies - The public event case 0 0 0 0 2 6 7 23
Subjectively mixed strategies: the public event case 0 0 0 0 1 2 3 24
Testing non-correlation and non-causality between multivariate arma time series 0 0 0 1 0 10 11 58
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 0 4 4 320
Tests de rangs et tests de rangs signés pour le modèle linéaire général et les modèles autorégressifs 0 0 0 0 0 1 2 29
Tests de rangs linéaires pour une hypothèse de bruit blanc 0 0 0 0 2 4 4 19
Tests de rangs localement optimaux pour une hypothèse de bruit blanc multivarié 0 0 0 0 0 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 1 2 2 28
Tests de rangs quadratiques pour une hypothèse de bruit blanc 0 0 0 0 0 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 0 2 2 39
Tests sans biais, tests de permutation, tests invariants, tests de rangs 0 0 0 0 1 1 2 38
The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series 1 2 3 6 6 10 18 35
The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series 0 0 2 19 4 13 25 37
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 1 1 2 1,241 2 21 28 2,826
The Generalized Dynamic Factor Model: Identification and Estimation 0 2 5 1,132 5 21 34 2,918
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 0 2 20 27 480
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 394 1 7 14 1,265
The Integrated Copula Spectrum 0 0 0 25 2 7 10 69
The Swedish automobile portfolio in 1977: a statistical study 0 0 0 0 0 5 11 292
The asymptotic behavior of the characteristic function of simple serial rank statistics 0 0 0 0 0 2 3 40
The efficiency of some nonparametric competitors to correlogram-based methods 0 0 0 0 0 2 5 35
The generalised dynamic factor model: consistency and rates 0 0 0 0 1 6 12 144
The generalised dynamic factor model: identification and estimation 0 0 0 0 2 6 15 418
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 1 12 18 244
The model-building problem for nonstationary multivariate autoregressive processes 0 0 0 0 2 2 3 33
The theoretical model-building problem for nonstationary moving average processes 0 0 0 0 0 2 3 27
Time series analysis via rank-order theory, signed-rank tests for ARMA models 0 0 0 0 0 3 5 62
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 1 78 0 1 13 173
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 0 10 0 2 9 50
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 0 2 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 4 5 34
Unimodality and the asymptotics of M-estimators 0 0 0 0 0 4 5 24
When does Edgeworth beat Berry and Esséen? 0 0 0 0 0 3 3 29
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions 0 0 0 0 1 4 4 48
Total Working Papers 8 30 109 9,319 318 1,419 2,226 36,099
5 registered items for which data could not be found

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 4 5 91
A Simple R-estimation method for semiparametric duration models 0 0 0 2 4 9 15 33
A class of simple distribution-free rank-based unit root tests 0 0 0 14 0 10 13 143
A network analysis of the volatility of high dimensional financial series 0 0 2 45 0 6 18 137
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions 0 0 0 7 0 5 6 36
Adaptive Estimation of the Lag of a Long–memory Process 0 0 1 6 2 10 12 68
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors 0 0 0 8 0 5 7 69
Aligned Rank Tests for Linear Models with Autocorrelated Error Terms 0 0 0 20 2 5 6 86
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 1 10 1 6 8 65
Center-Outward R-Estimation for Semiparametric VARMA Models 0 0 0 1 1 7 9 13
Center-outward quantiles and the measurement of multivariate risk 0 1 2 7 3 17 21 44
Characterization of error distributions in time-series regression models 0 0 0 3 1 2 4 33
Comment 0 0 0 7 0 2 3 44
Determining the Number of Factors in the General Dynamic Factor Model 0 0 2 252 1 4 11 552
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 60 1 10 11 302
Do financial variables help forecasting inflation and real activity in the euro area? 1 1 2 208 1 4 13 585
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 2 38 3 12 17 160
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 2 41 1 5 16 158
Dynamic factors in the presence of blocks 1 1 1 137 2 5 9 317
Dynamic functional principal components 1 1 3 34 2 8 15 113
Editors’ Note 0 0 0 2 0 2 3 26
Editors’ Note 0 0 0 1 1 5 7 21
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA 0 0 0 1 1 7 7 9
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 0 1 4 7 32
Efficient pseudo-Gaussian and rank-based detection of random regression coefficients 0 0 0 2 0 4 7 12
Elliptical multiple-output quantile regression and convex optimization 0 0 0 5 0 4 6 36
Factor models for high‐dimensional functional time series I: Representation results 1 1 4 8 2 8 13 18
Factor models for high‐dimensional functional time series II: Estimation and forecasting 0 0 3 11 2 3 11 21
Factor models in high-dimensional time series—A time-domain approach 0 0 0 29 3 7 9 91
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 1 4 3 8 11 37
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach 0 1 10 13 2 12 30 39
Foreword from the Editors 0 0 0 0 0 6 6 17
Foreword from the editors… 0 0 0 0 2 7 7 17
From Mahalanobis to Bregman via Monge and Kantorovich 0 0 4 9 0 5 19 59
Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals 0 0 0 16 2 5 11 59
Generalized dynamic factor models and volatilities: estimation and forecasting 0 0 1 37 3 6 14 162
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 2 15 0 3 8 66
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 7 11 13 69
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 0 3 6 55
Inferential theory for generalized dynamic factor models 0 0 2 4 1 10 15 28
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 0 25 2 6 7 91
Kernel density estimation for spatial processes: the L1 theory 0 0 1 28 2 5 11 116
L1-estimation in linear models with heterogeneous white noise 0 0 1 76 2 10 14 191
LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE 0 0 0 0 2 6 7 21
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 25 2 4 5 71
Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches 0 0 0 5 0 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 3 10 16 26
Market liquidity as dynamic factors 0 0 2 96 1 8 11 301
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 0 8 0 6 8 67
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach 0 1 1 1 0 1 1 1
New Book Review Editor for the International Statistical Review 0 0 0 3 0 3 3 28
Nonparametric Multiple-Output Center-Outward Quantile Regression 0 0 1 1 1 6 12 12
Nonstationary Yule-Walker equations 0 0 0 47 1 4 5 228
Nonuniform Bounds for Nonparametric t-Tests 0 0 0 3 3 12 13 46
ON THE INVERTIBILITY OF PERIODIC MOVING‐AVERAGE MODELS 0 0 0 2 2 7 9 26
ON THE PITMAN NON‐ADMISSIBILITY OF CORRELOGRAM‐BASED METHODS 0 1 1 2 2 4 6 16
On Wigner–Ville Spectra and the Uniqueness of Time†Varying Copula†Based Spectral Densities 0 0 0 0 0 4 5 19
One-step R-estimation in linear models with stable errors 1 1 1 13 2 8 10 87
Optimal Tests of Noncorrelation Between Multivariate Time Series 0 0 0 7 2 6 9 61
Optimal dimension reduction for high-dimensional and functional time series 0 0 0 12 0 4 8 78
Optimal tests for homogeneity of covariance, scale, and shape 0 0 0 34 1 8 16 445
Parametric and semiparametric inference for shape: the role of the scale functional 0 0 0 4 1 1 4 41
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels 0 0 1 13 3 8 12 109
Quantile spectral analysis for locally stationary time series 1 1 1 4 4 6 11 45
R -Estimation for Asymmetric Independent Component Analysis 0 0 0 2 0 1 2 26
R-estimation in semiparametric dynamic location-scale models 0 0 0 13 0 4 11 74
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 5 0 5 6 41
Rank-based testing in linear models with stable errors 0 0 0 0 0 2 3 27
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting 0 0 0 4 0 4 6 27
Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank 0 1 1 7 0 8 10 84
Semiparametrically efficient inference based on signs and ranks for median‐restricted models 0 0 0 15 0 2 2 101
Special Issue of the Journal of Time Series Analysis in Honor of Professor Masanobu Taniguchi 0 0 0 4 3 6 8 22
Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series 0 1 2 59 2 8 10 282
Testing for Common Principal Components under Heterokurticity 0 0 0 0 0 2 4 37
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 1 1 4 6 20
The Dynamic, the Static, and the Weak: Factor Models and the Analysis of High‐Dimensional Time Series 1 1 1 1 2 9 9 9
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 1 2 4 340 3 14 36 887
The Generalized Dynamic-Factor Model: Identification And Estimation 2 2 10 938 4 21 49 2,432
The generalized dynamic factor model consistency and rates 0 1 4 228 2 12 21 587
Time series analysis via rank order theory: Signed-rank tests for ARMA models 0 0 0 20 0 4 7 82
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 2 21 3 16 31 84
Étude Statistique de la Probabilité de Sinistre en Assurance Automobile 0 0 0 1 0 2 5 20
Total Journal Articles 10 18 79 3,162 111 525 867 10,927

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
M-Estimation in GARCH Models in the Absence of Higher-Order Moments 0 0 0 0 0 0 0 0
On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result 0 0 0 0 0 1 1 1
On the Finite-Sample Performance of Measure-Transportation-Based Multivariate Rank Tests 0 0 0 0 0 2 2 2
Optimal Detection of Periodicities in Vector Autoregressive Models 0 0 0 0 0 1 1 1
Optimal Rank Tests for Symmetry Against Edgeworth-Type Alternatives 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 4 4 4

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04