Narrow search
Showing 1 - 8 of 8
Cover Image
Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D. - In: Econometric theory 26 (2010) 2, pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
Cover Image
Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
Kapetanios, George; Blake, Andrew P. - In: Econometric theory 26 (2010) 5, pp. 1363-1397
Persistent link: https://www.econbiz.de/10008662665
Cover Image
Martingale limit theorem revisited and nonlinear cointegrating regression
Wang, Qiying - In: Econometric theory 30 (2014) 3, pp. 509-535
Persistent link: https://www.econbiz.de/10010500889
Cover Image
Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation
Tanaka, Katsuto - In: Econometric theory 30 (2014) 5, pp. 1078-1109
Persistent link: https://www.econbiz.de/10010502130
Cover Image
Linear nonstationary models : a review of the work of Professor P. C. B. Phillips
Tanaka, Katsuto - In: Econometric theory 30 (2014) 4, pp. 815-838
Persistent link: https://www.econbiz.de/10010502142
Cover Image
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-719
Persistent link: https://www.econbiz.de/10003351877
Cover Image
A limit theorem for quadratic forms and its applications
Wu, Wei Biao; Shao, Xiaofeng - In: Econometric theory 23 (2007) 5, pp. 930-951
Persistent link: https://www.econbiz.de/10003549673
Cover Image
Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei; Lee, Lung-fei - In: Econometric theory 37 (2021) 3, pp. 573-612
Persistent link: https://www.econbiz.de/10012593449