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Robust Backtesting Tests for Value-at-risk Models.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 132, doi. 10.1093/jjfinec/nbq021
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- Article
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation.
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- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. 412, doi. 10.1093/jjfinec/nbp011
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- Article
Kernel Conditional Quantile Estimation for Stationary Processes with Application to Conditional Value-at-Risk.
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- Journal of Financial Econometrics, 2008, v. 6, n. 2, p. 253, doi. 10.1093/jjfinec/nbm022
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- Article
Semiparametric Estimation of the Intercept of a Sample Selection Model.
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- Review of Economic Studies, 1998, v. 65, n. 3, p. 497, doi. 10.1111/1467-937x.00055
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- Article
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties.
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- Review of Economic Studies, 1996, v. 63, n. 3, p. 435, doi. 10.2307/2297890
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Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification.
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- Review of Economic Studies, 1987, v. 54, n. 4, p. 665, doi. 10.2307/2297488
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- Article
Testing Linear versus Logarithmic Regression Models: A Comment.
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- Review of Economic Studies, 1982, v. 49, n. 3, p. 477, doi. 10.2307/2297371
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- Article
Nine Limit Cycles in a 5-Degree Polynomials Liénard System.
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- Complexity, 2020, p. 1, doi. 10.1155/2020/8584616
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- Article
Convergence of the High-Accuracy Algorithm for Solving the Dirichlet Problem of the Modified Helmholtz Equation.
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- Complexity, 2020, p. 1, doi. 10.1155/2020/6484890
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- Article
Bidisperse Shrinking Core Model for Supercritical Fluid Extraction.
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- Chemical Engineering & Technology, 2015, v. 38, n. 7, p. 1203, doi. 10.1002/ceat.201400627
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- Article
Importance for DEA of Zeros in Data, Multipliers, and Solutions.
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- Journal of Productivity Analysis, 1993, v. 4, n. 4, p. 379, doi. 10.1007/BF01073546
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- Article
Evaluating the Noncentral Chi-Square Distribution for the Cox-Ingersoll-Ross Process.
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- Computational Economics, 2004, v. 24, n. 1, p. 35, doi. 10.1023/B:CSEM.0000038840.58451.c9
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- Article
Introduction: Considerations on the Logical Structure of Evolutionary Theories.
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- Computational & Mathematical Organization Theory, 2003, v. 9, n. 3, p. 183, doi. 10.1023/B:CMOT.0000026581.28302.7a
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- Article
Asymptotic linear expansion of regularized M-estimators.
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- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 1, p. 167, doi. 10.1007/s10463-021-00792-5
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- Article
Asymptotic properties of parallel Bayesian kernel density estimators.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 771, doi. 10.1007/s10463-018-0662-0
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- Article
AIC for the non-concave penalized likelihood method.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 2, p. 247, doi. 10.1007/s10463-018-0649-x
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- Article
Frequentist model averaging for threshold models.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 2, p. 275, doi. 10.1007/s10463-017-0642-9
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- Article
An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 1, p. 163, doi. 10.1007/s10463-017-0629-6
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The limit distribution of weighted $$L^2$$ -goodness-of-fit statistics under fixed alternatives, with applications.
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- Annals of the Institute of Statistical Mathematics, 2017, v. 69, n. 5, p. 969, doi. 10.1007/s10463-016-0567-8
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- Article
Change-point model selection via AIC.
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- Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 5, p. 943, doi. 10.1007/s10463-014-0481-x
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- Article
Efficient ANOVA for directional data.
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- Annals of the Institute of Statistical Mathematics, 2017, v. 69, n. 1, p. 39, doi. 10.1007/s10463-015-0533-x
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- Article
Momentum-space approach to asymptotic expansion for stochastic filtering.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 93, doi. 10.1007/s10463-013-0405-1
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Asymptotic Palm likelihood theory for stationary point processes.
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- Annals of the Institute of Statistical Mathematics, 2013, v. 65, n. 2, p. 387, doi. 10.1007/s10463-012-0376-7
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Loss of information of a statistic for a family of non-regular distributions, II: more general case.
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- Annals of the Institute of Statistical Mathematics, 2012, v. 64, n. 6, p. 1121, doi. 10.1007/s10463-011-0347-4
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The local power of the gradient test.
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- Annals of the Institute of Statistical Mathematics, 2012, v. 64, n. 2, p. 373, doi. 10.1007/s10463-010-0315-4
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Asymptotic normality of Powell's kernel estimator.
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- Annals of the Institute of Statistical Mathematics, 2012, v. 64, n. 2, p. 255, doi. 10.1007/s10463-010-0310-9
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- Article
The best EBLUP in the Fay-Herriot model.
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- Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 6, p. 1123, doi. 10.1007/s10463-010-0281-x
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- Article
Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations.
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- Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 3, p. 431, doi. 10.1007/s10463-009-0263-z
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- Article
Decompounding random sums: a nonparametric approach.
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- Annals of the Institute of Statistical Mathematics, 2010, v. 62, n. 5, p. 855, doi. 10.1007/s10463-008-0200-6
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- Article
Limiting behavior of relative Rényi entropy in a non-regular location shift family.
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- Annals of the Institute of Statistical Mathematics, 2010, v. 62, n. 3, p. 547, doi. 10.1007/s10463-008-0182-4
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- Article
Recursive parameter estimation: asymptotic expansion.
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- Annals of the Institute of Statistical Mathematics, 2010, v. 62, n. 2, p. 343, doi. 10.1007/s10463-008-0179-z
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- Article
Merging of opinions in game-theoretic probability.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 4, p. 969, doi. 10.1007/s10463-007-0165-x
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Third-order asymptotic expansion of M-estimators for diffusion processes.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 3, p. 629, doi. 10.1007/s10463-008-0190-4
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- Article
Efficient and fast spline-backfitted kernel smoothing of additive models.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 3, p. 663, doi. 10.1007/s10463-007-0157-x
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- Article
A class of rank-based test for left-truncated and right-censored data.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 2, p. 461, doi. 10.1007/s10463-007-0151-3
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Nonparametric density estimation for linear processes with infinite variance.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 2, p. 413, doi. 10.1007/s10463-007-0149-x
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- Article
Varying-coefficient model for the occurrence rate function of recurrent events.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 1, p. 197, doi. 10.1007/s10463-007-0129-1
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- Article
Statistical estimation in partial linear models with covariate data missing at random.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 1, p. 47, doi. 10.1007/s10463-007-0137-1
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- Article
Generalized partially linear mixed-effects models incorporating mismeasured covariates.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 1, p. 27, doi. 10.1007/s10463-007-0146-0
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- Article
Maximum likelihood estimation in the proportional hazards cure model.
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- Annals of the Institute of Statistical Mathematics, 2008, v. 60, n. 3, p. 545, doi. 10.1007/s10463-007-0120-x
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- Article
Nonparametric inference for sequential k-out-of- n systems.
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- Annals of the Institute of Statistical Mathematics, 2008, v. 60, n. 3, p. 605, doi. 10.1007/s10463-007-0115-7
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- Article
On the Yamabe problem on contact Riemannian manifolds.
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- Annals of Global Analysis & Geometry, 2019, v. 56, n. 3, p. 465, doi. 10.1007/s10455-019-09675-8
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- Article
The Simanca metric admits a regular quantization.
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- Annals of Global Analysis & Geometry, 2019, v. 56, n. 3, p. 583, doi. 10.1007/s10455-019-09680-x
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- Article
Strong short-time asymptotics and convolution approximation of the heat kernel.
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- Annals of Global Analysis & Geometry, 2019, v. 55, n. 2, p. 371, doi. 10.1007/s10455-018-9630-4
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- Article
Asymptotics of relative heat traces and determinants on open surfaces of finite area.
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- Annals of Global Analysis & Geometry, 2013, v. 44, n. 2, p. 169, doi. 10.1007/s10455-012-9362-9
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- Article
On the coefficients of the asymptotic expansion of the kernel of Berezin-Toeplitz quantization.
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- Annals of Global Analysis & Geometry, 2012, v. 42, n. 2, p. 207, doi. 10.1007/s10455-011-9309-6
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On homothetic balanced metrics.
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- Annals of Global Analysis & Geometry, 2012, v. 41, n. 4, p. 473, doi. 10.1007/s10455-011-9295-8
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- Article
Some remarks on the Kähler geometry of the Taub-NUT metrics.
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- Annals of Global Analysis & Geometry, 2012, v. 41, n. 4, p. 515, doi. 10.1007/s10455-011-9297-6
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- Article
On the behavior of quasi-local mass at the infinity along nearly round surfaces.
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- Annals of Global Analysis & Geometry, 2009, v. 36, n. 4, p. 419, doi. 10.1007/s10455-009-9169-5
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On Noether’s connection.
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- Annals of Global Analysis & Geometry, 2008, v. 33, n. 4, p. 337, doi. 10.1007/s10455-007-9089-1
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- Article