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Time irreversible copula-based Markov models
Beare, Brendan K.; Seo, Juwon - In: Econometric theory 30 (2014) 5, pp. 923-960
Persistent link: https://www.econbiz.de/10010502134
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Randomization tests of copula symmetry
Beare, Brendan K.; Seo, Juwon - In: Econometric theory 36 (2020) 6, pp. 1025-1063
Persistent link: https://www.econbiz.de/10012404089
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Archimedean copulas and temporal dependence
Beare, Brendan K. - In: Econometric theory 28 (2012) 6, pp. 1165-1185
Persistent link: https://www.econbiz.de/10009743177
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ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
Beare, Brendan K. - In: Econometric theory 28 (2012) 6, pp. 1165-1186
Persistent link: https://www.econbiz.de/10010041902
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Nonparametric tests of density ratio ordering
Beare, Brendan K.; Moon, Jong-Myun - In: Econometric theory 31 (2015) 3, pp. 471-492
Persistent link: https://www.econbiz.de/10011290911
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Representation of I(1) and I(2) autoregressive hilbertian processes
Beare, Brendan K.; Seo, Won-Ki - In: Econometric theory 36 (2020) 5, pp. 773-802
Persistent link: https://www.econbiz.de/10012307239
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Tail behavior of stopped Lévy processes with Markov modulation
Beare, Brendan K.; Seo, Won-Ki; Akira Toda, Alexis - In: Econometric theory 38 (2022) 5, pp. 986-1013
Persistent link: https://www.econbiz.de/10013469688