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Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency, , , и . Journal of Time Series Analysis, 22 (5): 517--535 (244 09 2001)doi: 10.1111/1467-9892.00239.Modelling and managing financial risk: An overview., , и . Math. Comput. Simul., 79 (8): 2521-2524 (2009)Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency, , и . Stochastic Processes and their Applications, 99 (2): 295--321 (июня 2002)Asymptotic normality of pseudo-LS estimator for partly linear autoregression models, и . Statistics & Probability Letters, 23 (1): 27--34 (апреля 1995)Moment inequalities for spatial processes, , и . Statistics & Probability Letters, 78 (6): 687--697 (15.04.2008)Semiparametric Approximation Methods in Multivariate Model Selection., , и . J. Complex., 17 (4): 754-772 (2001)Special Issue on "Estimation, Testing and Forecasting in Econometrics"., и . Model. Assist. Stat. Appl., 10 (3): 175-177 (2015)Nonparametric simultaneous testing for structural breaks, , и . Journal of Econometrics, 143 (1): 123--142 (марта 2008)Central limit theorems for generalized <i>U</i>-statistics with applications in nonparametric specification, и . Journal of Nonparametric Statistics, 20 (1): 61--76 (2008)An adaptive empirical likelihood test for parametric time series regression models, и . Journal of Econometrics, 141 (2): 950--972 (декабря 2007)