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Search: subject:"Moderate deviation"
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Subject
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Moderate deviation
12
moderate deviation
8
Large deviation
6
Many moment inequalities
6
multiplier and empirical bootstrap
5
non-asymptotic bound
5
self-normalized sum
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Theorie
4
Theory
4
Central limit theorem
3
Moderate deviation principle
3
Multiplier
3
Multiplikator
3
Realized volatility
3
Statistical test
3
Statistischer Test
3
Einheitswurzeltest
2
Estimation theory
2
Method of moments
2
Momentenmethode
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Unit root test
2
Zeitreihenanalyse
2
Asymptotic normality
1
Autocorrelation
1
Autocovariance
1
Autokorrelation
1
Autoregression
1
Autoregressive process
1
Berry–Essen bound
1
Box-Pierce test
1
Branching process
1
Brownian excursion
1
Brownian motion on the unit sphere of Rd
1
Bubble
1
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Undetermined
16
Free
9
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Article
16
Book / Working Paper
9
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Working Paper
7
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Article in journal
3
Aufsatz in Zeitschrift
3
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Undetermined
13
English
12
Author
All
Chernozhukov, Victor
5
Chetverikov, Denis
5
Kato, Kengo
5
Djellout, Hacène
2
Gao, Fuqing
2
Kanaya, Shin
2
Otsu, Taisuke
2
Wang, Shaochen
2
Cai, Yujie
1
Chen, Lei
1
Diallo, Amadou Oury Korbe
1
Fei, Yijie
1
Fuh, Cheng-Der
1
Giraitis, Liudas
1
Guillin, Arnaud
1
Hu, Wei
1
Huang, Chunmao
1
Kousha, Termeh
1
Kurozumi, Eiji
1
Liu, Quansheng
1
Louani, Djamal
1
Ma, Chunhua
1
Mao, Mingzhi
1
Nishi, Mikihito
1
Phillips, Peter C. B.
1
Samoura, Yacouba
1
Shen, Xinmei
1
Teng, Huei-Wen
1
Wang, Ren-Her
1
Wu, Liming
1
Wu, Wei Biao
1
Xiao, Han
1
Yang, Xu
1
Zhang, Yi
1
Četverikov, Denis N.
1
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Cowles Foundation for Research in Economics, Yale University
2
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Statistics & Probability Letters
8
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cowles Foundation Discussion Papers
2
Stochastic Processes and their Applications
2
cemmap working paper
2
Computational economics
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Economics letters
1
IRTG 1792 Discussion Paper
1
Insurance: Mathematics and Economics
1
Journal of Multivariate Analysis
1
Statistical Inference for Stochastic Processes
1
The review of economic studies : RES
1
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RePEc
15
ECONIS (ZBW)
7
EconStor
3
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10
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25
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1
Stochastic local and moderate departures from a unit root and its application to unit root testing
Nishi, Mikihito
;
Kurozumi, Eiji
-
2022
Persistent link: https://www.econbiz.de/10013364485
Saved in:
2
Portmanteau Test and Simultaneous Inference for Serial Covariances
Xiao, Han
;
Wu, Wei Biao
-
2019
The paper presents a systematic theory for asymptotic inferences based on autocovariances of stationary processes. We consider nonparametric tests for se rial correlations using the maximum and the quadratic deviations of sample autocovariances. For these cases, with proper centering and...
Persistent link: https://www.econbiz.de/10012433231
Saved in:
3
Testing many moment inequalities
Chernozhukov, Victor
;
Chetverikov, Denis
;
Kato, Kengo
-
2016
based upon (i) the union bound combined with a
moderate
deviation
inequality for self-normalized sums, (ii) the multiplier …
Persistent link: https://www.econbiz.de/10011594352
Saved in:
4
Testing many moment inequalities
Chernozhukov, Victor
;
Chetverikov, Denis
;
Kato, Kengo
-
2016
-
This version: September 10, 2015
based upon (i) the union bound combined with a
moderate
deviation
inequality for self-normalized sums, (ii) the multiplier …
Persistent link: https://www.econbiz.de/10011525823
Saved in:
5
Inference on causal and structural parameters using many moment inequalities
Chernozhukov, Victor
;
Četverikov, Denis N.
;
Kato, Kengo
- In:
The review of economic studies : RES
86
(
2019
)
5
,
pp. 1867-1900
Persistent link: https://www.econbiz.de/10012111907
Saved in:
6
Testing many moment inequalities
Chernozhukov, Victor
;
Chetverikov, Denis
;
Kato, Kengo
-
2014
based upon (i) the union bound combined with a
moderate
deviation
inequality for self-normalized sums, (ii) the multiplier …
Persistent link: https://www.econbiz.de/10011445706
Saved in:
7
Testing many moment inequalities
Chernozhukov, Victor
;
Chetverikov, Denis
;
Kato, Kengo
-
2014
-
This version: December 16, 2014
based upon (i) the union bound combined with a
moderate
deviation
inequality for self-normalized sums, (ii) the multiplier …
Persistent link: https://www.econbiz.de/10010459258
Saved in:
8
Efficient simulation of value-at-risk under a jump diffusion model : a new method for
moderate
deviation
events
Fuh, Cheng-Der
;
Teng, Huei-Wen
;
Wang, Ren-Her
- In:
Computational economics
51
(
2018
)
4
,
pp. 973-990
Persistent link: https://www.econbiz.de/10011972209
Saved in:
9
Limit theory for mildly integrated process with intercept
Fei, Yijie
- In:
Economics letters
163
(
2018
),
pp. 98-101
Persistent link: https://www.econbiz.de/10011982962
Saved in:
10
Testing regression monotonicity in econometric models
Chetverikov, Denis
-
2012
Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical analysis. This paper develops a general nonparametric...
Persistent link: https://www.econbiz.de/10009667989
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