Access Statistics for Marc Hallin

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A Berry-Ess\'een Theorem for Serial Rank Statistics 0 0 0 0 1 1 1 122
A Berry-Esséen theorem for serial rank statistics 0 0 0 0 0 1 1 31
A Berry-Esséen theorem for simple serial rank statistics 0 0 0 0 1 1 1 26
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 2 2 4 18
A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) 0 0 0 2 5 8 9 38
A Note on the Regularity of Center-Outward Distribution and Quantile Functions 0 0 0 16 1 3 5 74
A Serial Version of Hodges and Lehmann's "6/pi Result" 0 0 0 29 1 1 1 58
A Simple R-Estimation Method for Semiparametric Duration Models 0 0 0 37 0 2 2 128
A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests 0 0 0 40 1 1 2 133
A class of simple distribution-free rank-based unit root tests 0 0 0 1 0 1 1 38
A network analysis of the volatility of high-dimensionalfinancial series 0 0 0 22 1 3 8 89
A simple proof of asymptotic normality for simple serial rank statistics 0 0 0 0 1 1 1 29
Adaptive estimation of the lag of a long-memory process 0 0 0 0 1 3 3 38
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 1 2 4 239
Aligned rank tests for linear models with autocorrelated errors 0 0 0 0 1 3 4 36
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 1 1 1 157
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 2 2 257
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 0 88 2 4 6 211
Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions 0 0 0 0 0 1 3 27
Asymptotic influence of initial values on parametric and rank-based measures of residual autocorrelation: proceedings of the colloque de mathématiques appliquées, April 1993, Oujda 0 0 0 0 0 1 1 36
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 0 0 1 1 1 34
Band strategies: the random walk of reserves 0 0 0 0 0 0 1 23
CENTER-OUTWARD QUANTILES AND THE MEASUREMENT OF MULTIVARIATE RISK 0 0 1 28 2 3 6 78
Caractérisation des échelles de production optimales en avenir déterministe 0 0 0 0 0 2 3 28
Center-Outward R-Estimation for Semiparametric VARMA Models 0 0 0 44 1 6 10 86
Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence 0 0 0 17 3 6 9 36
Center-OutwardMultiple-Output Lorenz Curves and Gini Indices a measure transportation approach 1 1 1 14 3 7 9 31
Center-outward Rank- and Sign-based VARMA Portmanteau Tests 1 1 1 45 3 4 4 24
Characterization of error distributions in time series regression models 0 0 0 0 1 2 2 31
Characterization of error distributions in time-series regression models 0 0 0 0 0 1 2 24
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 0 2 3 118
Coincident and leading indicators for the Euro area 0 0 0 0 5 6 8 120
Comportement asymptotique de la moyenne et de la variance d'une statistique de rangs sérielle simple 0 0 0 0 1 2 2 39
Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models 1 1 1 9 1 1 4 20
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 3 4 37
Discussion of Quantile autoregression, by Koenker and Xiao 0 0 0 0 0 1 4 56
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 2 1 1 1 74
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 156 2 2 3 1,256
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 0 1 2 493
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 3 3 34
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 0 0 331 3 3 4 980
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 0 0 50 2 4 5 160
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 61 0 4 8 69
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 3 3 9 172
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 92 2 4 8 159
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 4 8 95
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 159 2 3 8 265
Dynamic Factor Models: a Genealogy 1 1 1 31 3 4 6 46
Dynamic Factor Models: a Genealogy 1 1 2 9 7 12 17 36
Dynamic Factors in the Presence of Block Structure 0 0 0 154 2 4 4 379
Dynamic Factors in the Presence of Block Structure 0 0 0 77 1 4 4 261
Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models 0 0 0 0 1 1 2 35
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 0 0 2 50
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 68 1 2 3 170
Efficient detection of random coefficients in AR(p) models 0 0 0 0 2 5 7 54
Efficient detection of random coefficients in autoregressive models 0 0 0 0 0 2 2 36
Elliptical Multiple Output Quantile Regression and Convex Optimization 0 0 0 20 0 0 3 46
Eléments de la théorie asymptotique des expériences statistiques 0 0 0 0 0 0 1 34
Estimation in autoregressive models based on autoregression rank scores 0 0 0 0 0 0 1 26
Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles 0 0 0 0 0 0 0 30
Etude statistique de la probabilité de sinistre en assurance automobile 0 0 0 0 0 3 4 67
Etude statistique des facteurs influençant un risque 0 0 0 0 0 0 1 33
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 1 2 512 3 6 12 1,640
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 0 1 1 180 1 3 4 308
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach 0 0 1 95 3 7 14 260
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach 0 0 2 73 0 5 8 151
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 1 2 17 0 4 6 75
Fractions continuées matricielles et matrices-bandes définies positives infinies 0 0 0 0 0 3 3 23
From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance” 0 2 2 87 2 10 13 196
From premium calculation to premium rating 0 0 0 0 0 2 2 22
Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova 0 0 0 26 1 3 3 57
Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks 0 0 1 140 2 8 12 174
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals 0 1 1 29 2 5 7 67
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals 0 0 0 3 1 5 6 54
Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting 0 0 0 163 2 3 4 177
Generalized dynamic factor models and volatilities estimation and forecasting 0 0 0 8 2 3 6 38
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 0 11 0 6 7 63
Generalized run tests for heteroscedastic time series 0 0 0 0 1 2 2 80
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 2 4 8 290
Happy birthday to you Mr Wilcoxon! Invariance, semiparametric efficiency, and ranks 0 0 0 0 0 4 5 46
High-Dimensional Functional Factor Models 0 0 0 81 1 3 7 173
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 0 1 4 80
Identification of global and local shocks in international financial markets via general dynamic factor models 0 0 0 43 2 3 3 108
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 1 2 2 160
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 1 2 79
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 2 4 6 263
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 1 1 2 62
Inferential Theory for Generalized Dynamic Factor Models 0 0 1 78 1 8 13 188
Invertibility and generalized invertibility of time-series models 0 0 0 0 0 3 4 45
Is 131,000 a large sample size? a numerical study of Edgeworth expansions 0 0 0 0 0 0 2 33
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 2 39
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 1 2 2 40
Kendall's tau for serial dependence 0 0 0 0 2 4 7 63
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 0 0 1 1 2 29
Kernel density estimation for linear processes: asymptotic normality and bandwidth selection 0 0 0 0 2 2 3 23
Kernel density estimation for spatial processes: the L1 theory 0 0 0 0 1 1 2 54
Kernel density estimation on random fields: the L1 theory 0 0 0 0 0 1 2 57
Kolmogorov-Smirnov tests for AR models based on autoregression rank scores 0 0 0 0 1 2 3 38
L1-estimation in linear models with heterogeneous white noise 0 0 0 0 1 1 2 81
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 1 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 2 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 0 0 1 42
Linear and quadratic serial rank tests for randomness against serial dependence 0 0 0 0 1 1 1 33
Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality 0 0 0 0 0 1 3 29
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 1 1 1 42
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 4 8 8 36
Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend 0 0 0 0 13 13 13 309
Local Constant and Local Bilinear Multiple-Output Quantile Regression 0 0 0 28 2 3 4 133
Local asymptotic normality for regression models with long-memory disturbance, with statistical applications 0 0 0 0 4 5 5 36
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 0 1 2 2 47
Local linear spatial regression 0 0 0 0 1 3 4 50
Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence 0 0 0 0 0 1 1 24
Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence 0 0 0 0 0 1 2 31
Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence 0 0 0 0 0 1 2 32
Locally asymptotically optimal tests for autoregressive against bilinear serial dependence 0 0 0 0 3 4 5 35
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 0 2 2 26
Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series 1 1 2 66 4 4 6 48
Market liquidity as dynamic factors 0 0 0 4 0 2 4 63
Measure Transportation and Statistical Decision Theory 0 0 0 64 1 1 4 134
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 0 0 3 3 5 34
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 2 2 34
Modèles non stationnaires-Séries univariées et multivariées 0 0 0 0 0 1 1 25
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 1 3 4 109
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 3 4 7
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 0 2 3 55
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 0 2 3 44
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 4 5 5 7
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 1 5 6 12
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 3 6 8
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 1 2 4 56
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 1 1 2 78
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 1 2 6
Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability 1 1 2 9 1 2 7 28
Moving average models for time-dependent autocovariance functions 0 0 0 0 0 0 0 41
Multiple-Output Quantile Regression 0 0 0 222 0 2 4 113
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 0 0 0 4 1 4 5 14
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 0 0 2 26 3 3 7 89
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 0 0 0 1 1 1 2 11
Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours 1 1 3 9 1 4 11 23
Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth 0 0 1 6 1 4 6 67
Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth 0 0 0 88 0 1 3 264
Méthodes statistiques de construction de tarifs 0 0 0 0 0 2 2 35
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 1 73 4 7 12 129
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 0 54 1 4 7 101
Non-parametric tests in AR models with applications to climatic data 0 0 0 0 0 0 0 28
Non-parametric tests in ar models with applications to climatic data 0 0 0 0 1 1 2 21
Nonparametric Measure-transportation-based Methods for Directional Data 1 1 1 20 1 2 3 59
Nonparametric Multiple-Output Center-Outward Quantile Regression 0 0 0 16 0 2 2 40
Nonparametric tests of independence between two autoregressive series based on autoregression rank scores 0 0 0 0 2 2 4 36
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores 0 0 0 0 0 1 2 17
Nonstationary Yule-Walker equations 0 0 0 1 1 2 3 78
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 3 5 6 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 1 1 1 196
Nonuniform bounds for nonparametric t-tests 0 0 0 0 1 2 4 31
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 1 1 255
Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis 0 1 1 57 1 7 7 141
On Bounded Completeness and The L1-Densensess of Likelihood Ratios 1 2 2 20 3 8 11 26
On Distribution and Quantile Functions, Ranks and Signs in R_d 1 7 34 371 11 26 86 872
On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result 0 0 1 19 0 2 4 55
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities 0 0 0 40 1 1 2 52
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 1 1 75
On fractional linear bounds for probability generating functions 0 0 0 0 0 1 1 21
On locally asymptotically maximin tests for ARMA processes 0 0 0 0 0 0 0 18
On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests 0 0 0 10 0 2 2 15
On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance 0 2 2 37 0 3 5 150
On the Pitman nonadmissibility of correlogram-based time series methods 0 0 0 0 1 3 3 30
On the estimation of cross-information quantities in rank-based inference 0 0 0 19 1 1 3 59
On the finite-sample performance of measure-transportation-based multivariate rank tests 0 0 0 0 0 1 1 1
On the invertibility of periodic moving-average models 0 0 0 0 2 3 3 59
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 58 2 3 4 100
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series 0 0 0 0 1 4 5 48
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 2 4 5 238
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 5 15 23 493
One-Sided Representations of Generalized Dynamic Factor Models 0 0 2 51 1 5 10 163
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 0 0 79 4 4 9 134
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 1 1 2 4
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 0 34 1 2 3 74
Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives 0 0 0 77 0 1 1 39
Optimal Rank-Based Tests for Common Principal Components 0 0 0 40 0 0 1 110
Optimal detection of periodicities in vector autoregressive models 0 0 0 0 1 3 4 64
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes 0 0 0 0 1 1 1 44
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 0 45 0 5 8 164
Optimal rank-based tests against first-order superdiagonal bilinear dependence 0 0 0 0 0 1 4 40
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 2 3 8 45
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 0 1 1 41
Optimal tests for autoregressive models based on autoregression rank scores 0 0 0 0 3 4 5 35
Optimal tests for elliptical symmetry: specified and unspecified location 0 0 1 27 0 2 3 87
Optimal tests for non-correlation between multivariate time series 0 0 0 0 3 4 10 40
Order selection, stochastic complexity and Kullback-Leibler information 0 0 0 0 0 0 0 48
Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients 1 1 1 59 2 2 4 102
Performances asymptotiques des modèles MA dans la prévision des processus q-dépendants 0 0 0 0 0 1 1 27
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence 0 0 0 0 3 3 4 38
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 0 39 2 2 5 47
Quantile Spectral Analysis for Locally Stationary Time Series 0 0 0 60 2 6 6 94
Quantile Spectral Processes: Asymptotic Analysis and Inference 0 0 0 52 0 0 0 72
R-Estimation for Asymmetric Independent Component Analysis 0 1 1 35 0 2 3 62
Rank Tests for Time Series Analysis, A Survey 0 0 0 1 2 3 4 656
Rank tests 0 0 0 0 0 0 0 27
Rank tests for time-series analysis: a bibliographical survey 0 0 0 0 0 1 1 27
Rank tests for time-series analysis: a survey 0 0 0 0 1 4 4 94
Rank-Based Autoregressive Order Identification 0 0 0 0 0 2 2 22
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach 0 0 0 43 3 6 6 54
Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 45 2 5 5 93
Rank-based AR order identification 0 0 0 0 1 1 3 32
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 1 3 4 46
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 0 0 0 0 8
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 0 0 3 4 33
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 4 4 5 28
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 1 2 4 45
Rank‐based Optimal Tests for Random Effects in Panel Data 0 1 1 26 2 4 4 94
Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs 0 0 1 27 1 3 8 120
Reference Cycles: The NBER Methodology Revisited 0 0 1 226 3 6 10 696
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 1 17 2 5 10 55
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 0 1 259
Sample heterogeneity and the asymptotics of M-estimators 0 0 0 0 0 1 1 30
Semiparametric efficiency, distribution-freeness and invariance 0 0 2 4 0 2 4 28
Semiparametric efficiency, distribution-freeness, and invariance 0 0 0 0 0 2 3 31
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 2 1 1 1 24
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 0 0 1 1 3
Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models 0 1 1 52 0 1 1 68
Semiparametrically Efficient Tests of Multivariate Independence Using Center-Outward Quadrant, Spearman, and Kendall Statistics 1 1 1 23 1 1 5 24
Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models 0 0 0 0 1 1 1 40
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 0 1 4 4 6
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 0 2 3 41
Serial and nonserial sign-and-rank statistics. Asymptotic representation and asymptotic normality 0 0 0 0 1 2 2 21
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 0 1 3 167
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 0 0 2 64
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 1 2 3 35
Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions 1 1 4 47 2 2 5 125
Some asymptotic results for a broad class of nonparametric statistics 0 0 0 0 0 0 0 29
Spectral factorization of nonstationary moving average processes 0 0 0 0 1 3 3 34
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 1 3 3 27
Structures de coalition et problèmes de négociation: échanges d'information dans les jeux à information incomplète 0 0 0 0 0 0 1 25
Subjectively mixed strategies - The public event case 0 0 0 0 2 2 3 19
Subjectively mixed strategies: the public event case 0 0 0 0 1 2 2 23
Testing non-correlation and non-causality between multivariate arma time series 0 0 0 1 4 4 5 52
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 3 3 3 319
Tests de rangs et tests de rangs signés pour le modèle linéaire général et les modèles autorégressifs 0 0 0 0 0 0 2 28
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 1 19
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 1 1 27
Tests de rangs quadratiques pour une hypothèse de bruit blanc 0 0 0 0 0 1 1 17
Tests de rangs signés localement optimaux pour une hypothèse de dépendance ARMA 0 0 0 0 1 2 4 25
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 0 2 37
The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series 1 1 4 5 3 4 16 28
The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series 0 0 2 19 3 9 17 27
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 0 3 1,240 6 10 20 2,811
The Generalized Dynamic Factor Model: Identification and Estimation 1 3 4 1,131 5 12 20 2,902
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 394 2 6 11 1,260
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 0 2 8 10 462
The Integrated Copula Spectrum 0 0 0 25 0 2 5 62
The Swedish automobile portfolio in 1977: a statistical study 0 0 0 0 1 4 10 288
The asymptotic behavior of the characteristic function of simple serial rank statistics 0 0 0 0 0 1 1 38
The efficiency of some nonparametric competitors to correlogram-based methods 0 0 0 0 1 4 4 34
The generalised dynamic factor model: consistency and rates 0 0 0 0 2 4 9 140
The generalised dynamic factor model: identification and estimation 0 0 0 0 1 7 11 413
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 5 8 12 237
The model-building problem for nonstationary multivariate autoregressive processes 0 0 0 0 0 1 1 31
The theoretical model-building problem for nonstationary moving average processes 0 0 0 0 0 1 1 25
Time series analysis via rank-order theory, signed-rank tests for ARMA models 0 0 0 0 1 2 3 60
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 1 78 1 4 16 173
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 0 10 0 3 9 48
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 0 2 2 33
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 1 30
Unimodality and the asymptotics of M-estimators 0 0 0 0 1 2 2 21
When does Edgeworth beat Berry and Esséen? 0 0 0 0 2 2 2 28
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions 0 0 0 0 2 2 2 46
Total Working Papers 16 37 107 9,305 322 764 1,256 35,002
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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 3 3 4 90
A Simple R-estimation method for semiparametric duration models 0 0 0 2 1 1 7 25
A class of simple distribution-free rank-based unit root tests 0 0 0 14 3 5 7 136
A network analysis of the volatility of high dimensional financial series 0 0 4 45 2 8 17 133
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions 0 0 0 7 0 0 3 31
Adaptive Estimation of the Lag of a Long–memory Process 0 1 1 6 3 5 5 61
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors 0 0 0 8 3 5 6 67
Aligned Rank Tests for Linear Models with Autocorrelated Error Terms 0 0 0 20 0 0 1 81
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 1 10 0 0 2 59
Center-Outward R-Estimation for Semiparametric VARMA Models 0 0 0 1 1 1 5 7
Center-outward quantiles and the measurement of multivariate risk 0 0 1 6 0 0 4 27
Characterization of error distributions in time-series regression models 0 0 0 3 0 2 2 31
Comment 0 0 0 7 0 1 1 42
Determining the Number of Factors in the General Dynamic Factor Model 0 0 4 252 0 0 10 548
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 60 1 1 2 293
Do financial variables help forecasting inflation and real activity in the euro area? 0 0 1 207 1 3 12 582
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 2 38 1 2 7 149
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 5 41 1 5 15 154
Dynamic factors in the presence of blocks 0 0 2 136 1 3 7 313
Dynamic functional principal components 0 0 3 33 1 5 9 106
Editors’ Note 0 0 0 1 0 0 2 16
Editors’ Note 0 0 0 2 1 2 2 25
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA 0 0 0 1 0 0 0 2
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 0 1 3 4 29
Efficient pseudo-Gaussian and rank-based detection of random regression coefficients 0 0 1 2 2 4 6 10
Elliptical multiple-output quantile regression and convex optimization 0 0 0 5 1 3 3 33
Factor models for high‐dimensional functional time series I: Representation results 0 0 3 7 0 0 6 10
Factor models for high‐dimensional functional time series II: Estimation and forecasting 0 0 3 11 0 1 8 18
Factor models in high-dimensional time series—A time-domain approach 0 0 0 29 0 1 3 84
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 1 4 1 1 4 30
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach 0 1 10 12 4 7 24 31
Foreword from the Editors 0 0 0 0 0 0 0 11
Foreword from the editors… 0 0 0 0 1 1 1 11
From Mahalanobis to Bregman via Monge and Kantorovich 0 2 4 9 2 9 17 56
Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals 0 0 0 16 0 2 6 54
Generalized dynamic factor models and volatilities: estimation and forecasting 0 0 2 37 0 4 10 156
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 2 15 2 3 8 65
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 0 2 2 58
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 0 2 3 52
Inferential theory for generalized dynamic factor models 0 0 3 4 2 3 10 20
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 0 25 0 1 1 85
Kernel density estimation for spatial processes: the L1 theory 0 1 1 28 0 5 6 111
L1-estimation in linear models with heterogeneous white noise 0 0 1 76 2 5 7 183
LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE 0 0 0 0 1 1 3 16
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 25 1 2 2 68
Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches 0 0 0 5 0 1 1 28
Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series 0 0 0 3 0 5 7 16
Market liquidity as dynamic factors 0 0 2 96 1 1 5 294
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 1 8 5 5 8 66
New Book Review Editor for the International Statistical Review 0 0 0 3 0 0 0 25
Nonparametric Multiple-Output Center-Outward Quantile Regression 0 1 1 1 1 5 7 7
Nonstationary Yule-Walker equations 0 0 0 47 1 1 2 225
Nonuniform Bounds for Nonparametric t-Tests 0 0 0 3 1 2 3 35
ON THE INVERTIBILITY OF PERIODIC MOVING‐AVERAGE MODELS 0 0 0 2 3 4 5 22
ON THE PITMAN NON‐ADMISSIBILITY OF CORRELOGRAM‐BASED METHODS 0 0 0 1 0 2 2 12
On Wigner–Ville Spectra and the Uniqueness of Time†Varying Copula†Based Spectral Densities 0 0 0 0 0 0 1 15
One-step R-estimation in linear models with stable errors 0 0 0 12 1 1 3 80
Optimal Tests of Noncorrelation Between Multivariate Time Series 0 0 0 7 1 1 4 56
Optimal dimension reduction for high-dimensional and functional time series 0 0 0 12 1 4 5 75
Optimal tests for homogeneity of covariance, scale, and shape 0 0 0 34 3 5 11 440
Parametric and semiparametric inference for shape: the role of the scale functional 0 0 1 4 0 2 6 40
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels 0 0 1 13 0 2 4 101
Quantile spectral analysis for locally stationary time series 0 0 0 3 1 5 6 40
R -Estimation for Asymmetric Independent Component Analysis 0 0 0 2 0 0 1 25
R-estimation in semiparametric dynamic location-scale models 0 0 0 13 0 3 8 70
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 5 0 1 2 36
Rank-based testing in linear models with stable errors 0 0 0 0 1 2 2 26
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting 0 0 0 4 1 2 3 24
Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank 0 0 0 6 1 2 3 77
Semiparametrically efficient inference based on signs and ranks for median‐restricted models 0 0 0 15 0 0 1 99
Special Issue of the Journal of Time Series Analysis in Honor of Professor Masanobu Taniguchi 0 0 0 4 1 1 4 17
Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series 0 0 1 58 1 2 3 275
Testing for Common Principal Components under Heterokurticity 0 0 0 0 1 3 3 36
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 1 0 2 2 16
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 1 2 3 339 4 16 28 877
The Generalized Dynamic-Factor Model: Identification And Estimation 0 2 11 936 9 21 42 2,420
The generalized dynamic factor model consistency and rates 0 0 3 227 1 2 12 576
Time series analysis via rank order theory: Signed-rank tests for ARMA models 0 0 0 20 1 3 4 79
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 2 21 5 14 21 73
Étude Statistique de la Probabilité de Sinistre en Assurance Automobile 0 0 0 1 0 1 3 18
Total Journal Articles 1 10 81 3,145 88 233 486 10,490

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