Journal Article |
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12 months |
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Last month |
3 months |
12 months |
Total |

A FUNCTIONAL VERSION OF THE ARCH MODEL |
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7 |
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44 |

A bootstrap approximation to a unit root test statistic for heavy-tailed observations |
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12 |
1 |
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48 |

A goodness-of-fit test for exponential families |
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7 |
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45 |

A note on dichotomy theorems for integrals of stable processes |
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3 |
1 |
1 |
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23 |

A note on strong approximations of multivariate empirical processes |
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11 |
2 |
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37 |

A note on the change-point problem for angular data |
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4 |
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2 |
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40 |

ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS |
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28 |
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64 |

ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS |
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4 |
7 |
1 |
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8 |
27 |

Adaptive bandwidth selection in the long run covariance estimator of functional time series |
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4 |
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17 |

Almost sure central limit theorems under minimal conditions |
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15 |
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1 |
48 |

An application of the maximum likelihood test to the change-point problem |
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12 |
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43 |

An energy saving atmospheric evaporator utilizing low grade thermal or waste energy |
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1 |
1 |
2 |
19 |

Approximation for Abel sums of independent, identically distributed random variables |
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8 |
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39 |

Approximation of intermediate quantile processes |
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1 |
6 |
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0 |
4 |
29 |

Approximations for weighted bootstrap processes with an application |
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14 |
1 |
1 |
2 |
56 |

Approximations of weighted empirical and quantile processes |
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13 |
0 |
0 |
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29 |

Asymptotics for Lp-norms of kernel estimators of densities |
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1 |
1 |
9 |
1 |
3 |
3 |
27 |

Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models |
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2 |
4 |
9 |
9 |

Asymptotics of conditional empirical processes |
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14 |
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31 |

Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models |
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5 |
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1 |
1 |
27 |

Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models |
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3 |
1 |
1 |
1 |
33 |

Between local and global logarithmic averages |
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1 |
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2 |
17 |

CONVERGENCE OF THE EMPIRICAL AND QUANTILE DISTRIBUTIONS TO POISSON MEASURES |
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1 |
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1 |
10 |

Change in autoregressive processes |
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3 |
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32 |

Change point detection in heteroscedastic time series |
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3 |
9 |
9 |
3 |
11 |
23 |
24 |

Change point tests in functional factor models with application to yield curves |
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2 |
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11 |

Change-Point Detection in Angular Data |
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12 |
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1 |
1 |
63 |

Change-Point Detection in Long-Memory Processes |
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17 |
3 |
4 |
5 |
47 |

Change-point detection in multinomial data using phi-divergence test statistics |
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11 |
1 |
2 |
3 |
42 |

Change-point detection in panel data |
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1 |
3 |
38 |
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1 |
10 |
120 |

Change-point monitoring in linear models |
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0 |
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41 |
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0 |
4 |
231 |

Confidence bands for quantile function under random censorship |
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0 |
0 |
7 |
1 |
2 |
2 |
26 |

Convergence of integrals of uniform empirical and quantile processes |
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0 |
0 |
11 |
0 |
0 |
1 |
37 |

Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence |
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0 |
0 |
7 |
0 |
0 |
1 |
28 |

Delay time in sequential detection of change |
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1 |
5 |
25 |
3 |
5 |
10 |
66 |

Delay times of sequential procedures for multiple time series regression models |
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0 |
0 |
28 |
0 |
1 |
5 |
154 |

Detecting at-Most-m Changes in Linear Regression Models |
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1 |
2 |
1 |
2 |
6 |
14 |

Detecting changes in functional linear models |
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0 |
0 |
0 |
2 |
3 |
5 |
8 |

Detecting changes in the mean of functional observations |
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28 |
3 |
3 |
5 |
124 |

Detection of Changes in Linear Sequences |
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15 |
3 |
3 |
5 |
55 |

ESTIMATION FROM A LENGTH-BIASED DISTRIBUTION |
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1 |
2 |
2 |
3 |
4 |
6 |

ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES |
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2 |
4 |
35 |
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3 |
11 |
67 |

Effect of aggregation on estimators in AR(1) sequence |
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0 |
1 |
13 |
1 |
1 |
3 |
46 |

Estimates for the probability of ruin starting with a large initial reserve |
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1 |
1 |
8 |
1 |
2 |
2 |
31 |

Estimation in Random Coefficient Autoregressive Models |
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0 |
3 |
169 |
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0 |
4 |
361 |

Estimation in nonstationary random coefficient autoregressive models |
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0 |
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36 |
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0 |
4 |
97 |

Estimation of a change-point in the mean function of functional data |
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0 |
0 |
23 |
1 |
2 |
4 |
66 |

Estimation of influence functions |
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0 |
0 |
5 |
2 |
2 |
3 |
29 |

Estimation of the mean of functional time series and a two-sample problem |
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0 |
1 |
14 |
0 |
0 |
5 |
46 |

Extensions of some classical methods in change point analysis |
1 |
1 |
1 |
23 |
4 |
7 |
15 |
75 |

Functional Generalized Autoregressive Conditional Heteroskedasticity |
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0 |
2 |
1 |
2 |
12 |
25 |

Functional data analysis with increasing number of projections |
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2 |
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1 |
31 |

How large must be the difference between local time and mesure du voisinage of Brownian motion? |
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1 |
4 |
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1 |
27 |

INTEGRAL TESTS FOR SUPREMA OF KIEFER PROCESSES WITH APPLICATION |
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2 |
6 |
0 |
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2 |
16 |

Inference for Functional Data with Applications by Lajos Horváth and Piotr Kokoszka |
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1 |
1 |
6 |
1 |
2 |
4 |
28 |

Invariance principles for changepoint problems |
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0 |
25 |
3 |
3 |
4 |
59 |

LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS |
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0 |
0 |
3 |
3 |
4 |
8 |
47 |

Limit results for the empirical process of squared residuals in GARCH models |
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2 |
11 |
0 |
0 |
2 |
30 |

Limit theorems for change in linear regression |
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0 |
0 |
14 |
1 |
2 |
3 |
54 |

Limit theorems for permutations of empirical processes with applications to change point analysis |
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0 |
0 |
13 |
2 |
3 |
9 |
48 |

Limit theorems for short distances in |
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0 |
0 |
1 |
2 |
2 |
2 |
26 |

Logarithmic averages of stable random variables are asymptotically normal |
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0 |
0 |
1 |
0 |
0 |
0 |
14 |

Merits and Drawbacks of Variance Targeting in GARCH Models |
1 |
1 |
1 |
22 |
1 |
4 |
11 |
87 |

Monitoring shifts in mean: Asymptotic normality of stopping times |
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0 |
0 |
16 |
2 |
2 |
7 |
73 |

ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES |
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0 |
20 |
1 |
1 |
3 |
76 |

On best possible approximations of local time |
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0 |
0 |
9 |
2 |
3 |
6 |
34 |

On sequential detection of parameter changes in linear regression |
1 |
1 |
2 |
19 |
3 |
4 |
7 |
76 |

On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models |
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0 |
0 |
23 |
1 |
1 |
3 |
61 |

On the asymptotic distributions of weighted uniform multivariate empirical processes |
0 |
0 |
0 |
5 |
4 |
4 |
4 |
28 |

On the asymptotic normality of kernel estimators of the long run covariance of functional time series |
0 |
0 |
1 |
4 |
0 |
1 |
3 |
16 |

On the best approximation for bootstrapped empirical processes |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
31 |

On the central limit theorem for modulus trimmed sums |
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0 |
0 |
1 |
0 |
0 |
1 |
18 |

On the estimation of spread rate for a biological population |
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0 |
0 |
3 |
0 |
1 |
4 |
25 |

On the tail behaviour of quantile processes |
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0 |
0 |
3 |
0 |
0 |
0 |
16 |

Rate of convergence in limit theorems for Brownian excursions |
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0 |
0 |
1 |
1 |
1 |
1 |
12 |

Rejoinder on: Extensions of some classical methods in change point analysis |
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0 |
0 |
1 |
0 |
1 |
1 |
16 |

Rescaled range analysis in the presence of stochastic trend |
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0 |
1 |
21 |
1 |
1 |
3 |
97 |

Rényi-type empirical processes |
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0 |
0 |
17 |
0 |
0 |
0 |
39 |

SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS |
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0 |
0 |
11 |
0 |
0 |
2 |
75 |

SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL |
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0 |
0 |
18 |
0 |
0 |
3 |
68 |

Sample and Implied Volatility in GARCH Models |
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0 |
0 |
57 |
0 |
1 |
4 |
192 |

Segmenting mean-nonstationary time series via trending regressions |
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0 |
0 |
22 |
0 |
1 |
9 |
117 |

Short distances on the line |
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0 |
0 |
0 |
1 |
1 |
2 |
13 |

Stability and instability of local time of random walk in random environment |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
14 |

Statistical inference in a random coefficient panel model |
1 |
4 |
5 |
18 |
5 |
9 |
20 |
70 |

Strong Approximations of Open Queueing Networks |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |

Strong approximation of certain stopped sums |
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0 |
1 |
7 |
0 |
0 |
1 |
22 |

Strong approximation of renewal processes |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
38 |

Strong approximations of the quantile process of the product-limit estimator |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
69 |

Structural breaks in panel data: Large number of panels and short length time series |
0 |
0 |
0 |
0 |
3 |
8 |
14 |
14 |

Structural breaks in time series |
1 |
2 |
9 |
61 |
3 |
5 |
26 |
132 |

TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
31 |

TESTS OF FIT FOR COMPOSITE HYPOTHESES WITH CENSORED DATA |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
6 |

Test of independence for functional data |
1 |
1 |
1 |
11 |
1 |
2 |
4 |
64 |

Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes |
0 |
0 |
0 |
14 |
1 |
1 |
6 |
58 |

Testing for independence between functional time series |
0 |
0 |
1 |
15 |
2 |
3 |
6 |
67 |

Testing for parameter constancy in GARCH(p,q) models |
0 |
0 |
0 |
30 |
3 |
3 |
5 |
86 |

Testing for randomness in a random coefficient autoregression model |
1 |
1 |
2 |
2 |
1 |
2 |
10 |
10 |

Testing for stochastic dominance using the weighted McFadden-type statistic |
0 |
0 |
2 |
36 |
1 |
3 |
5 |
147 |

Testing for structural change of AR model to threshold AR model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
33 |

Testing stationarity of functional time series |
2 |
4 |
15 |
72 |
7 |
11 |
32 |
237 |

Testing the Equality of Covariance Operators in Functional Samples |
0 |
2 |
2 |
5 |
0 |
3 |
6 |
35 |

Testing the stability of the functional autoregressive process |
0 |
0 |
1 |
48 |
2 |
2 |
6 |
148 |

The central limit theorem for sums of trimmed variables with heavy tails |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
45 |

The functional central limit theorem for a family of GARCH observations with applications |
0 |
0 |
0 |
18 |
2 |
3 |
5 |
58 |

The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability |
0 |
0 |
0 |
15 |
1 |
1 |
2 |
71 |

The logarithmic average of sample extremes is asymptotically normal |
0 |
0 |
0 |
1 |
2 |
2 |
4 |
43 |

The rate of consistency of the quasi-maximum likelihood estimator |
0 |
3 |
3 |
41 |
2 |
5 |
7 |
122 |

The rate of strong uniform consistency for the multivariate product-limit estimator |
0 |
0 |
0 |
4 |
2 |
2 |
2 |
26 |

The use of a thermal energy recycle unit in conjunction with a basin-type solar still for enhanced productivity |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
20 |

Variance Targeting Estimation of Multivariate GARCH Models |
0 |
0 |
1 |
7 |
1 |
2 |
7 |
35 |

Weak invariance principles for sums of dependent random functions |
1 |
1 |
2 |
11 |
2 |
2 |
3 |
29 |

Weight functions and pathwise local central limit theorems |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
21 |

Total Journal Articles |
12 |
34 |
96 |
1,622 |
124 |
210 |
516 |
5,995 |