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Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc; La Vecchia, Davide - 2014
Persistent link: https://www.econbiz.de/10010418928
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A simple R-estimation method for semiparametric duration models
Hallin, Marc; La Vecchia, Davide - 2017
Persistent link: https://www.econbiz.de/10011673050
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Rank-based testing for semiparametric VAR model: a measure transportation approach
Hallin, Marc; La Vecchia, Davide; Liu, Hang - 2020
Persistent link: https://www.econbiz.de/10012317217
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Center-outward R-estimation for semiparametric VARMA models
Hallin, Marc; La Vecchia, Davide; Liu, Hang - 2019
Persistent link: https://www.econbiz.de/10012179421