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Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors
Christopeit, Norbert, (2012)
A Note on an Estimation Problem in Models with Adaptive Learning
Christopeit, Norbert, (2013)
Posterior Odds Testing for a Unit Root with Data-Based Model Selection
Phillips, Peter C.B., (1992)
The predicted miss problem with unknown drift parameter
Christopeit, N.,
Strong consistency of least squares estimators in the monotone regression model with stochastic regressors
On stochastic "bang-bang" control for linear diffusions with point process observation