Search Results - subject:"Weak consistency"

Consistent Pareto improvement over the student-optimal stable mechanism

Doğan, Battal; Yenmez, M. Bumin - In: Economic theory bulletin 8 (2020) 1, pp. 125-137

Persistent link: https://www.econbiz.de/10012223984

On weak consistency of interval additive reciprocal matrices

Liu, Fang; Zhang, Jia-Wei; Yu, Qin; Peng, Ya-Nan; … - In: Fuzzy optimization and decision making : a journal of … 19 (2020) 2, pp. 153-175

Persistent link: https://www.econbiz.de/10012225074

Nonparametric estimation for second-order jump-diffusion model in high frequency data

Song, Yuping - In: The Singapore economic review : journal of the Economic … 65 (2020) 4, pp. 1033-1063

Persistent link: https://www.econbiz.de/10012509634

Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors

Zhou, Xing-cai; Lin, Jin-guan - In: Journal of Multivariate Analysis 122 (2013) C, pp. 251-270

and the variance of wavelet estimators βˆn and gˆn(⋅) of β and g(⋅) respectively, prove their weak consistency, and …

Persistent link: https://www.econbiz.de/10011041919

Asymptotic properties of least squares statistics in general vector autoregressive models

Nielsen, Bent - Economics Group, Nuffield College, University of Oxford - 2001

A vector autoregression with deterministic terms with no restrictions to its characteristic roots is considered. Strong consistency results and also some weak convergence results are given for a number of least squares statistics. These statistics are related to the denominator matrix of the...

Persistent link: https://www.econbiz.de/10005687531

Asymptotic properties of least square statistics in general vector autoregressive models

Nielsen, Bent - Department of Economics, Oxford University - 2001

A vector autoregression with deterministic terms and with no restrictions to its characteristic roots is considered. Strong consistency results and also some weak convergence results are given for a number of least squares statistics. These statistics are related to the denominator matrix of the...

Persistent link: https://www.econbiz.de/10010604908

Bootstrapping extremes of random variables under power normalization

Nigm, E. - In: TEST: An Official Journal of the Spanish Society of … 15 (2006) 1, pp. 257-269

Persistent link: https://www.econbiz.de/10005613238

Recent contributions to censored regression models

Rao, C. Radhakrishna; Zhao, L. - In: Metrika 42 (1995) 1, pp. 203-213

Persistent link: https://www.econbiz.de/10005598780