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Deheuvels, Paul - 1985

Persistent link: https://www.econbiz.de/10001325534

A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors

Richter, W.-D. - In: Metrika : international journal for theoretical and … 41 (1994) 6, pp. 325-353

Persistent link: https://www.econbiz.de/10001172144

On precise asymptotics for the Erdös-Rényi increments of random fields

Pfuhl, Wilfried - In: Publications de l'Institut de Statistique de … 33 (1988) 3, pp. 49-66

Persistent link: https://www.econbiz.de/10001078903

Variance estimation in the change analysis of a linear regression model

Riedle, M.; Steinebach, Josef - In: Metrika : international journal for theoretical and … 54 (2001) 2, pp. 139-157

Persistent link: https://www.econbiz.de/10001648266

Sequential testing for the stability of high-frequency portfolio betas

Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; … - In: Econometric theory 28 (2012) 4, pp. 804-837

Persistent link: https://www.econbiz.de/10009669735

Detecting structural breaks in factor copula models and in vectors of dependence measures

Stark, Florian - 2019

Persistent link: https://www.econbiz.de/10012061878

Estimation in Random Coefficient Autoregressive Models

Aue, Alexander; Horváth, Lajos; Steinebach, Josef - 2006

We propose the quasi-maximum likelihood method to estimate the parameters of an RCA(1) process, i.e. a random coefficient autoregressive time series of order 1. The strong consistency and the asymptotic normality of the estimators are derived under optimal conditions

Persistent link: https://www.econbiz.de/10014060141

ON A RESULT OF GLICK IN SAMPLE-BASED MULTINOMIAL CLASSIFICATION

Steinebach, Josef - In: Statistics & Decisions 2 (1984) 1-2, pp. 145-162

Persistent link: https://www.econbiz.de/10014621487