Test for tail index constancy of GARCH innovations based on conditional volatility.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 947, doi. 10.1007/s10463-018-0669-6
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- Publication type:
- Article
Works matching IS 00203157 AND DT 2019 AND VI 71 AND IP 4
Results: 10
1
2
Simultaneous confidence bands for the distribution function of a finite population in stratified sampling.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 983, doi. 10.1007/s10463-018-0668-7
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- Publication type:
- Article
3
Bias reduction using surrogate endpoints as auxiliary variables.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 837, doi. 10.1007/s10463-018-0667-8
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- Publication type:
- Article
4
Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 911, doi. 10.1007/s10463-018-0666-9
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- Publication type:
- Article
5
Dimension reduction for kernel-assisted M-estimators with missing response at random.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 889, doi. 10.1007/s10463-018-0664-y
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- Publication type:
- Article
6
Asymptotic properties of parallel Bayesian kernel density estimators.
- Published in:
- 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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- Publication type:
- Article
7
Robust functional estimation in the multivariate partial linear model.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 743, doi. 10.1007/s10463-018-0661-1
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- Publication type:
- Article
8
Weighted allocations, their concomitant-based estimators, and asymptotics.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 811, doi. 10.1007/s10463-018-0660-2
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- Publication type:
- Article
9
Unified estimation of densities on bounded and unbounded domains.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 853, doi. 10.1007/s10463-018-0663-z
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- Publication type:
- Article
10
Asymptotic properties of the realized skewness and related statistics.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 703, doi. 10.1007/s10463-018-0659-8
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- Publication type:
- Article