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Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju. - In: Econometric theory 25 (2009) 3, pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
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t-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam Ju.; Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
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Thou shall not diversify : why "two of every sort"?
Ibragimov, Rustam (contributor) - 2006
Persistent link: https://www.econbiz.de/10003270244
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Regression asymptotics using martingale convergence methods
Ibragimov, Rustam Ju.; Phillips, Peter C. B. - In: Econometric theory 24 (2008) 4, pp. 888-947
Persistent link: https://www.econbiz.de/10003736839
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T-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003480434
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New majorization theory in economics and martingale convergence results in econometrics
Ibragimov, Rustam - 2005
Persistent link: https://www.econbiz.de/10003553406
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A tale of two tails : peakedness properties in inheritance models of evolutionary theory
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179924
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Copula-based dependence characterizations and modeling for time series
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179938
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Copulas and long memory
Ibragimov, Rustam Ju. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767933
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Thou Shall Not Diversify : Why Two of Every Sort?
Ibragimov, Rustam - 2006
Persistent link: https://www.econbiz.de/10012734582