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  • Search: subject:"Local asymptotic normality"
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Year of publication
Subject
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Local asymptotic normality 20 local asymptotic normality 20 Estimation theory 16 Schätztheorie 16 Local Asymptotic Normality 11 Nichtparametrisches Verfahren 9 Nonparametric statistics 9 Statistical test 8 Statistischer Test 8 Multivariate ranks 6 Ranking method 6 Ranking-Verfahren 6 Statistical distribution 6 Statistische Verteilung 6 Cointegration model 5 Elliptical densities 5 Time series analysis 5 Zeitreihenanalyse 5 Cointegration rank 4 Dickey-Fuller test 4 Lagrange multiplier test 4 Einheitswurzeltest 3 GIG distributions 3 Hellinger distance 3 IG distributions 3 Local Asymptotic Brownian Functional 3 Local Asymptotic Mixed Normality 3 Maximin tests 3 R-estimation 3 Rank test 3 Statistical theory 3 Statistische Methodenlehre 3 Stochastic process 3 Stochastischer Prozess 3 Unit root 3 Unit root test 3 asymptotic linearity 3 maximum likelihood estimator 3 ranks 3 uniform local asymptotic normality 3
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Online availability
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Free 37 Undetermined 22
Type of publication
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Book / Working Paper 42 Article 23
Type of publication (narrower categories)
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Working Paper 16 Arbeitspapier 14 Graue Literatur 10 Non-commercial literature 10 Article in journal 4 Aufsatz in Zeitschrift 4 Aufsatz im Buch 1 Book section 1
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Language
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Undetermined 41 English 24
Author
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Hallin, Marc 24 Paindaveine, Davy 11 Ley, Christophe 8 Verdebout, Thomas 8 Werker, Bas J.M. 6 Akker, Ramon van den 5 La Vecchia, Davide 4 van den Akker, R. 4 Akharif, Abdelhadi 3 Hallin, M. 3 Koudou, Angelo Efoevi 3 Küchler, Uwe 3 Bennala, Nezar 2 Cassart, Delphine 2 Drost, Feike C. 2 Falk, Michael 2 Fihri, Mohamed 2 Frahm, Gabriel 2 Gushchin, Alexander A. 2 Liu, Hang 2 Marohn, Frank 2 Mellouk, Amal 2 Nagai, Keiji 2 Phillips, Peter C.B. 2 Ploberger, Werner 2 Pouzo, Demian 2 Psaradakis, Zacharias G. 2 Schick, Anton 2 Sola, Martin 2 Swan, Yves-Caoimhin 2 Swan, Yvik 2 Werker, Bas 2 Werker, Bas J. M. 2 van den Akker, Ramon 2 Allal, Jelloul 1 Andreou, Elena 1 Babić, Slađana 1 Basawa, I. V. 1 Becheri, I. Gaia 1 Becheri, I.G. 1
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Institution
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 13 Tilburg University, Center for Economic Research 4 HAL 2 Cowles Foundation for Research in Economics, Yale University 1 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 University of Cyprus Department of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Working Papers ECARES 13 ECARES working paper 10 Annals of the Institute of Statistical Mathematics 7 Discussion Paper / Tilburg University, Center for Economic Research 4 Journal of Econometrics 3 Journal of Multivariate Analysis 3 Statistical Inference for Stochastic Processes 3 Discussion paper / Center for Economic Research, Tilburg University 2 Journal of econometrics 2 Post-Print / HAL 2 Statistics & Probability Letters 2 Birkbeck working papers in economics and finance : BWPEF 1 Cambridge working papers in economics 1 Cambridge-INET working papers 1 Cowles Foundation Discussion Papers 1 Discussion Papers in Econometrics and Statistics 1 Discussion Papers in Statistics and Econometrics 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Essays in honor of Joon Y. Park : econometric theory 1 KIER discussion paper series : discussion paper ... 1 MPRA Paper 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 ULB Institutional Repository 1 University of Cyprus Working Papers in Economics 1
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Source
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RePEc 44 ECONIS (ZBW) 19 EconStor 2
Showing 61 - 65 of 65
Cover Image
Local asymptotic normality of a sequential model for marked point processes and its applications
Nishiyama, Yoichi - In: Annals of the Institute of Statistical Mathematics 47 (1995) 2, pp. 195-209
Persistent link: https://www.econbiz.de/10005616169
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Local asymptotic normality of multivariate ARMA processes with a linear trend
Garel, Bernard; Hallin, Marc - In: Annals of the Institute of Statistical Mathematics 47 (1995) 3, pp. 551-579
Persistent link: https://www.econbiz.de/10005169232
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LAN of extreme order statistics
Falk, Michael - In: Annals of the Institute of Statistical Mathematics 47 (1995) 4, pp. 693-717
Persistent link: https://www.econbiz.de/10005184698
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Parameter estimation for the simple self-correcting point process
Inagaki, Nobuo; Hayashi, Toshihabu - In: Annals of the Institute of Statistical Mathematics 42 (1990) 1, pp. 89-98
Persistent link: https://www.econbiz.de/10005760152
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On stochastic estimation
Kreiss, Jens - In: Annals of the Institute of Statistical Mathematics 40 (1988) 3, pp. 507-520
Persistent link: https://www.econbiz.de/10005616285
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