Access Statistics for Marc Hallin

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A Berry-Ess\'een Theorem for Serial Rank Statistics 0 0 0 0 0 1 8 112
A Berry-Esséen theorem for serial rank statistics 0 0 0 0 0 1 6 26
A Berry-Esséen theorem for simple serial rank statistics 0 0 0 0 0 1 5 21
A Chernoff-Savage result for serial signed rank statistics 0 0 0 0 0 1 8 22
A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) 0 0 0 1 0 1 4 17
A Note on the Regularity of Center-Outward Distribution and Quantile Functions 0 3 8 8 2 12 44 44
A Serial Version of Hodges and Lehmann's "6/pi Result" 0 0 1 29 0 3 10 54
A Simple R-Estimation Method for Semiparametric Duration Models 0 0 3 37 1 6 39 117
A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests 0 0 1 40 0 1 8 128
A class of simple distribution-free rank-based unit root tests 0 0 0 1 2 4 22 33
A multivariate Wald-Wolfowitz rank test against serial dependence 0 0 0 0 0 1 9 52
A network analysis of the volatility of high-dimensionalfinancial series 0 1 4 7 2 8 31 37
A simple proof of asymptotic normality for simple serial rank statistics 0 0 0 0 1 2 10 23
Adaptive estimation of the lag of a long-memory process 0 0 0 0 0 1 7 32
Addendum to Invertibility and generalized invertibility 0 0 0 0 0 1 6 24
Aligned Rank tests for Linear Models with Autocorrelated Error Terms 0 0 0 0 1 2 9 230
Aligned rank tests for linear models with autocorrelated errors 0 0 0 0 0 2 10 29
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 1 9 251
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 1 9 152
An exponential bound for the permutational distribution of a first-order autocorrelation coefficient 0 0 0 0 0 1 12 35
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 82 4 6 17 192
Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions 0 0 0 0 0 1 9 23
Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions 0 0 0 0 0 1 4 31
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 5 33
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 0 0 0 1 5 31
Band strategies: the random walk of reserves 0 0 0 0 0 1 5 20
CENTER-OUTWARD QUANTILES AND THE MEASUREMENT OF MULTIVARIATE RISK 0 1 25 25 1 8 41 41
Caractérisation des échelles de production optimales en avenir déterministe 0 0 0 0 0 1 7 24
Center-Outward R-Estimation for Semiparametric VARMA Models 0 0 40 40 4 10 45 45
Characterization of error distributions in time series regression models 0 0 0 0 0 1 6 26
Characterization of error distributions in time-series regression models 0 0 0 0 0 1 5 18
Chernoff-Savage theorems, contiguity, differentiability in quadratic mean, Hoeffding's U statistics, Lebesgue decomposition, Le Cam's first lemma, Le Cam's third lemma, local asymptotic mixed normality, local asymptotic normality, oP and OP notation, rank autocorrelation coefficients, serial rank statistics, U-statistics 0 0 0 0 1 3 14 106
Coincident and leading indicators for the Euro area 0 0 0 0 0 1 7 108
Comportement asymptotique de la moyenne et de la variance d'une statistique de rangs sérielle simple 0 0 0 0 0 1 7 34
Contribution to "Discussion of the paper by Bruce and Martin" 0 0 0 0 0 1 5 14
Density estimation for spatial linear processes 0 0 0 0 0 1 11 30
Discussion of Quantile autoregression, by Koenker and Xiao 0 0 0 0 0 1 4 47
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 1 1 2 8 68
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 1 2 12 487
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 155 2 3 11 1,244
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 6 1 3 11 58
Distribution-free tests against serial dependence: signed or unsigned ranks? 0 1 1 6 0 4 12 31
Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? 0 1 4 324 2 6 14 956
Do financial variables help forecasting inflation and real activity in the Euro area ? 0 1 4 46 2 5 16 143
Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 58 0 2 15 48
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 1 5 59 2 8 35 118
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 1 1 87 0 4 14 125
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 20 0 3 17 65
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 0 155 0 1 11 242
Dynamic Factors in the Presence of Block Structure 0 1 3 62 2 5 15 202
Dynamic Factors in the Presence of Block Structure 0 0 1 147 1 2 12 356
Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models 0 0 0 0 0 1 6 26
Efficacité asymptotique relative de quelques statistiques de rangs pour le test d'une autorégression d'ordre un 0 0 0 0 1 2 9 34
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 68 1 2 10 156
Efficient detection of random coefficients in AR(p) models 0 0 0 0 0 1 6 36
Efficient detection of random coefficients in autoregressive models 0 0 0 0 0 1 5 25
Elliptical Multiple Output Quantile Regression and Convex Optimization 0 0 0 20 0 2 13 38
Eléments de la théorie asymptotique des expériences statistiques 0 0 0 0 0 2 12 27
Estimation in autoregressive models based on autoregression rank scores 0 0 0 0 0 2 9 21
Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles 0 0 0 0 0 1 5 26
Etude statistique de la probabilité de sinistre en assurance automobile 0 0 0 0 0 2 9 59
Etude statistique des facteurs influençant un risque 0 0 0 0 0 1 10 28
EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle 0 0 7 487 4 11 68 1,517
Factor Models in High-Dimensional Time Series: A Time-Domain Approach 1 3 3 168 1 4 14 271
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach 0 2 17 53 2 12 62 110
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 4 8 0 3 17 17
Fractions continuées matricielles et matrices-bandes définies positives infinies 0 0 0 0 0 1 7 15
From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance” 1 4 15 67 3 12 45 107
From premium calculation to premium rating 0 0 0 0 0 1 7 19
Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova 0 0 0 0 0 0 0 0
Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks 0 0 3 137 0 2 16 133
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals 0 0 3 26 0 2 20 40
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals 0 0 1 3 0 2 28 38
Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting 0 0 0 162 1 2 13 159
Generalized dynamic factor models and volatilities estimation and forecasting 0 0 0 0 0 1 11 11
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 2 6 0 2 17 37
Generalized run tests for heteroscedastic time series 0 0 0 0 0 2 13 67
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 2 4 84 1 7 20 239
Happy birthday to you Mr Wilcoxon! Invariance, semiparametric efficiency, and ranks 0 0 0 0 0 1 7 37
High-Dimensional Functional Factor Models 0 2 18 52 0 6 49 68
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 2 4 10 503
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 0 1 4 29 0 2 17 60
Identification of global and local shocks in international financial markets via general dynamic factor models 0 2 7 36 0 4 19 78
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 2 4 13 152
Improved Berry-Esséen-Chebyshev bounds with statistical applications 0 0 0 0 0 1 8 28
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 1 6 74
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 1 15 259
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 2 3 9 249
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 0 1 7 57
Invertibility and generalized invertibility of time-series models 0 0 0 0 0 1 9 39
Is 131,000 a large sample size? a numerical study of Edgeworth expansions 0 0 0 0 0 1 6 21
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 1 7 31
Jeux de survie économique et théorie moderne du risque 0 0 0 0 0 1 6 27
Jeux à information incomplète 0 0 0 0 0 3 8 32
Kendall's tau for serial dependence 0 0 0 0 0 1 6 48
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 0 0 0 1 4 24
Kernel density estimation for linear processes: asymptotic normality and bandwidth selection 0 0 0 0 0 1 5 17
Kernel density estimation for spatial processes: the L1 theory 0 0 0 0 0 1 12 49
Kernel density estimation on random fields: the L1 theory 0 0 0 0 0 2 7 48
Kolmogorov-Smirnov tests for AR models based on autoregression rank scores 0 0 0 0 0 1 8 33
L1-estimation in linear models with heterogeneous white noise 0 0 0 0 0 2 12 71
La recherche opérationnelle par l'exemple I: P+B141 programmation linéaire 0 0 0 0 0 1 5 58
La recherche opérationnelle par l'exemple II: théorie des graphes 0 0 0 0 0 1 7 69
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 1 11 26
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 1 5 37
Linear and quadratic serial rank tests for randomness against serial dependence 0 0 0 0 0 1 5 30
Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality 0 0 0 0 0 1 6 23
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 0 1 9 27
Linear serial rank tests for randomness against ARMA alternatives 0 0 0 0 0 2 8 34
Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend 0 0 0 0 1 2 10 288
Local Constant and Local Bilinear Multiple-Output Quantile Regression 0 0 1 24 0 1 8 117
Local asymptotic normality for regression models with long-memory disturbance, with statistical applications 0 0 0 0 0 1 7 27
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 0 0 1 8 40
Local linear spatial regression 0 0 0 0 0 3 9 40
Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence 0 0 0 0 0 1 9 21
Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence 0 0 0 0 0 1 6 25
Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence 0 0 0 0 0 1 5 28
Locally asymptotically optimal tests for autoregressive against bilinear serial dependence 0 0 0 0 0 1 6 28
Locally asymptotically optimal tests for randomness 0 0 0 0 0 1 5 15
Locally optimal tests against periodic autoregression: parametric and nonparametric approaches 0 0 0 0 0 1 6 19
Market liquidity as dynamic factors 0 0 0 4 0 3 15 39
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 0 0 0 1 7 24
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 1 6 26
Modèles non stationnaires-Séries univariées et multivariées 0 0 0 0 0 1 7 23
Modèles non stationnaires-Séries univariées et multivariées 0 0 0 0 0 1 8 22
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 2 2 39 1 4 22 89
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 1 2 17 35
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 1 1 1 1 3 15 33
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 5 1 2 18 51
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 8 1 3 14 45
Moving average models for time-dependent autocovariance functions 0 0 0 0 0 1 6 37
Multiple-Output Quantile Regression 0 0 1 217 0 2 22 87
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 2 2 2 2 3 3 3 3
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance 1 5 14 14 3 9 41 41
Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth 0 0 0 0 1 2 15 45
Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth 0 0 0 86 0 3 14 243
Méthodes statistiques de construction de tarifs 0 0 0 0 0 1 7 29
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 1 51 2 3 11 81
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 1 3 64 0 4 18 87
Non-parametric tests in AR models with applications to climatic data 0 0 0 0 0 1 6 22
Non-parametric tests in ar models with applications to climatic data 0 0 0 0 0 2 6 16
Nonparametric tests of independence between two autoregressive series based on autoregression rank scores 0 0 0 0 1 2 10 30
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores 0 0 0 0 0 1 6 13
Nonstationary Yule-Walker equations 0 0 0 1 0 1 5 67
Nonstationary first-order moving average processes: the model-building problem 0 0 0 0 1 2 10 22
Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem 0 0 0 0 0 1 5 45
Nonstationary second-order moving average processes 0 0 0 0 0 1 5 35
Nonstationary second-order moving average processes II: model-building and invertibility 0 0 0 0 0 1 7 193
Nonuniform bounds for nonparametric t-tests 0 0 0 0 0 1 5 23
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 2 14 251
Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis 0 1 1 56 0 2 15 126
On Distribution and Quantile Functions, Ranks and Signs in R_d 4 12 46 137 11 31 140 318
On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result 0 1 1 17 0 2 10 49
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities 0 1 2 39 0 2 15 40
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 3 11 72
On fractional linear bounds for probability generating functions 0 0 0 0 0 1 5 19
On locally asymptotically maximin tests for ARMA processes 0 0 0 0 0 1 7 14
On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance 0 0 1 32 0 1 8 135
On the Pitman nonadmissibility of correlogram-based time series methods 0 0 0 0 0 1 5 18
On the estimation of cross-information quantities in rank-based inference 0 1 1 17 0 2 9 51
On the invertibility of periodic moving-average models 0 0 0 0 0 2 8 47
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 1 1 52 52 3 9 64 64
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series 0 0 0 0 1 3 7 36
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 49 0 2 11 139
One-Sided Representations of Generalized Dynamic Factor Models 0 0 2 76 0 2 16 218
One-Sided Representations of Generalized Dynamic Factor Models 0 1 3 211 2 6 17 434
Optimal Dimension Reduction for High-dimensional and Functional Time Series 0 1 5 74 0 2 32 97
Optimal Pseudo-Gaussian and Rank-Based Random Coefficient Detection in Multiple Regression 0 1 7 41 0 7 41 85
Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models 0 0 1 34 1 2 12 65
Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives 0 0 0 76 0 1 8 34
Optimal Rank-Based Tests for Common Principal Components 0 0 0 40 0 2 10 108
Optimal detection of periodicities in vector autoregressive models 0 0 0 0 0 1 12 51
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes 0 0 0 0 0 1 5 38
Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models 0 0 0 0 0 1 9 32
Optimal rank-based testing for principal component 0 0 0 43 0 1 14 146
Optimal rank-based tests against first-order superdiagonal bilinear dependence 0 0 0 0 0 1 9 33
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 0 1 7 32
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests 0 0 0 0 0 1 6 32
Optimal tests for autoregressive models based on autoregression rank scores 0 0 0 0 0 1 6 24
Optimal tests for elliptical symmetry: specified and unspecified location 1 1 20 20 2 5 44 44
Optimal tests for non-correlation between multivariate time series 0 0 0 0 0 1 6 29
Order selection, stochastic complexity and Kullback-Leibler information 0 0 0 0 0 1 7 44
Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients 0 0 8 53 0 1 23 81
Performances asymptotiques des modèles MA dans la prévision des processus q-dépendants 0 0 0 0 0 1 5 25
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence 0 0 0 0 0 1 7 32
Projection de Hájek et polynômes de Bernstein 0 0 0 0 0 1 10 26
Quantile Spectral Analysis for Locally Stationary Time Series 0 0 0 38 0 1 8 35
Quantile Spectral Analysis for Locally Stationary Time Series 0 2 2 60 0 4 16 74
Quantile Spectral Processes: Asymptotic Analysis and Inference 0 2 2 50 0 3 10 60
R-Estimation for Asymmetric Independent Component Analysis 0 0 1 34 1 2 9 48
Rank Tests for Time Series Analysis, A Survey 0 0 0 1 2 4 19 624
Rank tests 0 0 0 0 0 1 6 23
Rank tests for time-series analysis: a bibliographical survey 0 0 0 0 0 1 6 22
Rank tests for time-series analysis: a survey 0 0 0 0 1 2 12 79
Rank-Based Autoregressive Order Identification 0 0 0 0 0 1 6 16
Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 43 0 1 6 77
Rank-based AR order identification 0 0 0 0 0 1 7 27
Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models 0 0 0 4 0 1 7 36
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 0 0 1 8 24
Rank-based partial correlograms are not asymptotically distribution-free 0 0 0 0 0 1 6 29
Rank-based testing in linear models with stable errors 0 0 0 0 0 1 7 21
Rank-based tests for autoregressive against bilinear serial dependence 0 0 0 0 0 1 8 25
Rank-based tests for randomness against first-order serial dependence 0 0 0 0 1 2 11 35
Rank‐based Optimal Tests for Random Effects in Panel Data 0 0 1 24 1 3 14 80
Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs 8 8 8 8 57 57 57 57
Reference Cycles: The NBER Methodology Revisited 1 1 5 221 1 4 20 655
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 9 9 2 6 11 11
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 1 7 253
Sample heterogeneity and the asymptotics of M-estimators 0 0 0 0 0 1 10 26
Semiparametric efficiency, distribution-freeness and invariance 0 0 0 2 0 1 7 20
Semiparametric efficiency, distribution-freeness, and invariance 0 0 0 0 1 2 11 23
Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models 0 0 0 1 0 1 8 19
Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models 0 0 1 49 0 1 10 60
Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models 0 0 0 0 0 2 11 37
Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality 0 0 0 2 0 1 9 28
Serial and nonserial sign-and-rank statistics. Asymptotic representation and asymptotic normality 0 0 0 0 0 1 8 18
Signal Detection in High Dmension: The Multispiked Case 0 1 1 83 0 2 13 160
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 0 1 5 60
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 0 1 10 26
Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions 0 2 9 18 0 12 39 56
Some asymptotic results for a broad class of nonparametric statistics 0 0 0 0 0 1 14 25
Spectral factorization of nonstationary moving average processes 0 0 0 0 0 1 7 28
Spectral factorization of periodically correlated MA(1) processes 0 0 0 0 1 2 7 26
Statistiques de rangs linéaires: normalité asymptotique et théorèmes de projection de Hájek 0 0 0 0 0 1 6 36
Stratégies subjectivement mixtes 0 0 0 0 0 2 7 24
Structures de coalition et problèmes de négociation: échanges d'information dans les jeux à information incomplète 0 0 0 0 0 1 7 23
Subjectively mixed strategies - The public event case 0 0 0 0 0 1 8 15
Subjectively mixed strategies: the public event case 0 0 0 0 0 1 5 19
Testing non-correlation and non-causality between multivariate arma time series 0 0 0 1 1 3 8 33
Testing non-correlation and non-causality between two multivariate ARMA time series 0 0 0 0 0 2 11 35
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 0 1 8 314
Tests de rangs et tests de rangs signés pour le modèle linéaire général et les modèles autorégressifs 0 0 0 0 0 1 12 24
Tests de rangs linéaires pour une hypothèse de bruit blanc 0 0 0 0 0 1 4 13
Tests de rangs localement optimaux pour une hypothèse de bruit blanc multivarié 0 0 0 0 0 1 7 16
Tests de rangs pour une contre-hypothèse de dépendance ARMA multivariée contigue: comptes rendus du colloque Approches non paramétriques en analyse chronologique, Institut des Hautes Etudes de Belgique, Bruxelles, Septembre 1985 0 0 0 0 0 1 7 24
Tests de rangs quadratiques pour une hypothèse de bruit blanc 0 0 0 0 0 1 6 15
Tests de rangs signés localement optimaux pour une hypothèse de dépendance ARMA 0 0 0 0 0 1 7 20
Tests non paramétriques optimaux pour une autorégression d'ordre un 0 0 0 0 0 3 8 33
Tests sans biais, tests de permutation, tests invariants, tests de rangs 0 0 0 0 4 10 16 32
The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting 0 0 6 1,212 2 7 28 2,693
The Generalized Dynamic Factor Model: Identification and Estimation 0 0 5 1,108 1 4 25 2,792
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 1 389 2 5 27 1,212
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 0 0 1 5 20 429
The Swedish automobile portfolio in 1977: a statistical study 0 0 0 0 0 1 14 209
The asymptotic behavior of the characteristic function of simple serial rank statistics 0 0 0 0 0 2 7 33
The efficiency of some nonparametric competitors to correlogram-based methods 0 0 0 0 0 1 6 28
The generalised dynamic factor model: consistency and rates 0 0 0 0 0 2 8 118
The generalised dynamic factor model: identification and estimation 0 0 0 0 3 9 24 349
The generalised dynamic factor model: one sided estimation and forecasting 0 0 0 0 2 5 15 201
The model-building problem for nonstationary multivariate autoregressive processes 0 0 0 0 0 2 10 26
The theoretical model-building problem for nonstationary moving average processes 0 0 0 0 0 1 4 23
Time series analysis via rank-order theory, signed-rank tests for ARMA models 0 0 0 0 0 1 9 49
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 2 2 2 2 7 7 7 7
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 3 5 13 60 7 16 60 106
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 1 7 28
Unimodality and the asymptotics of M-estimators 0 0 0 0 0 1 4 15
When does Edgeworth beat Berry and Esséen? 0 0 0 0 0 1 6 22
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions 0 0 0 0 0 2 8 40
Total Working Papers 25 82 432 7,869 188 689 3,315 29,192


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 1 5 83
A class of simple distribution-free rank-based unit root tests 0 0 0 13 0 1 13 120
A network analysis of the volatility of high dimensional financial series 0 1 3 14 1 8 28 47
Adaptive Estimation of the Lag of a Long–memory Process 0 0 0 5 0 2 8 54
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors 0 0 0 6 0 1 4 52
Aligned Rank Tests for Linear Models with Autocorrelated Error Terms 0 0 0 20 0 1 8 79
Asymptotically most powerful rank tests for multivariate randomness against serial dependence 0 0 0 9 0 1 9 54
Characterization of error distributions in time-series regression models 0 0 0 2 0 1 5 26
Comment 0 0 0 7 0 1 5 28
Determining the Number of Factors in the General Dynamic Factor Model 0 1 2 240 1 4 13 504
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 1 1 1 60 2 3 13 277
Do financial variables help forecasting inflation and real activity in the euro area? 0 3 4 173 2 7 15 481
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 1 6 21 1 4 25 98
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 1 2 3 18 1 4 14 89
Dynamic factors in the presence of blocks 0 1 9 109 2 4 24 232
Dynamic functional principal components 0 1 3 15 0 6 20 56
Editors’ Note 0 0 0 2 0 1 8 21
Editors’ Note 0 0 0 1 0 1 5 14
Efficient R-Estimation of Principal and Common Principal Components 0 0 0 0 1 2 7 23
Efficient pseudo-Gaussian and rank-based detection of random regression coefficients 0 0 0 0 1 1 1 1
Elliptical multiple-output quantile regression and convex optimization 0 0 1 5 0 1 9 28
Factor models in high-dimensional time series—A time-domain approach 0 1 1 28 0 2 10 73
Foreword from the Editors 0 0 0 0 0 1 5 5
Foreword from the editors… 0 0 0 0 0 1 7 8
From Mahalanobis to Bregman via Monge and Kantorovich 0 0 1 1 0 2 8 8
Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals 0 1 6 6 2 9 18 18
Generalized dynamic factor models and volatilities: estimation and forecasting 0 1 8 17 1 7 32 93
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 2 10 0 1 14 39
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 1 2 6 6 2 6 26 26
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 0 1 8 45
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation 0 0 0 24 0 2 9 80
Kernel density estimation for spatial processes: the L1 theory 0 0 0 26 0 2 9 97
L1-estimation in linear models with heterogeneous white noise 0 3 4 60 0 7 14 142
LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE 0 0 0 0 0 1 5 6
Local asymptotic normality of multivariate ARMA processes with a linear trend 0 0 0 24 0 1 6 61
Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches 0 0 0 3 0 1 4 20
Market liquidity as dynamic factors 0 0 0 86 0 1 10 257
Mixed autoregressive-moving average multivariate processes with time-dependent coefficients 0 0 0 6 0 1 10 47
New Book Review Editor for the International Statistical Review 0 0 0 3 0 1 5 22
Nonstationary Yule-Walker equations 0 0 0 45 0 3 9 210
ON THE INVERTIBILITY OF PERIODIC MOVING‐AVERAGE MODELS 0 0 1 1 1 3 10 10
ON THE PITMAN NON‐ADMISSIBILITY OF CORRELOGRAM‐BASED METHODS 0 0 0 0 0 1 6 6
On Wigner–Ville Spectra and the Uniqueness of Time†Varying Copula†Based Spectral Densities 0 0 0 0 0 1 5 8
One-step R-estimation in linear models with stable errors 0 0 0 12 0 1 13 75
Optimal Tests of Noncorrelation Between Multivariate Time Series 0 1 1 7 0 2 6 48
Optimal dimension reduction for high-dimensional and functional time series 0 2 2 6 0 7 32 44
Optimal tests for homogeneity of covariance, scale, and shape 0 0 0 33 1 2 8 423
Parametric and semiparametric inference for shape: the role of the scale functional 0 1 1 1 0 2 9 26
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels 0 0 0 10 0 1 10 58
Quantile spectral analysis for locally stationary time series 0 0 1 2 0 1 17 22
R -Estimation for Asymmetric Independent Component Analysis 0 0 0 1 0 1 5 14
R-estimation in semiparametric dynamic location-scale models 0 0 0 11 1 3 13 55
Rank-based partial autocorrelations are not asymptotically distribution-free 0 0 0 5 0 2 5 32
Rank-based testing in linear models with stable errors 0 0 0 0 0 1 8 23
Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank 0 0 0 5 0 1 8 64
Semiparametrically efficient inference based on signs and ranks for median‐restricted models 0 0 0 14 0 1 9 91
Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series 0 0 0 56 0 1 5 266
Testing for Common Principal Components under Heterokurticity 0 0 0 0 0 2 6 8
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 0 0 1 5 12
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting 0 0 6 314 2 5 26 761
The Generalized Dynamic-Factor Model: Identification And Estimation 1 3 14 890 3 14 59 2,214
The generalized dynamic factor model consistency and rates 1 2 8 206 2 6 23 515
Time series analysis via rank order theory: Signed-rank tests for ARMA models 0 0 0 20 0 1 6 74
Étude Statistique de la Probabilité de Sinistre en Assurance Automobile 0 0 0 0 0 1 8 13
Total Journal Articles 5 28 94 2,676 27 166 750 8,486


Statistics updated 2020-08-05