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Estimation in autoregressivemodels based on autoregressionrank scores, и . Journal of Nonparametric Statistics, 13 (5): 667--697 (2001)Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores, , , и . Journal of Statistical Planning and Inference, 75 (2): 319--330 (01.01.1999)The generalized dynamic factor model consistency and rates, , , и . Journal of Econometrics, 119 (2): 231--255 (апреля 2004)Special issue on Time Series Econometrics., , , и . Comput. Stat. Data Anal., (2016)A note on the regularity of optimal-transport-based center-outward distribution and quantile functions., , и . J. Multivar. Anal., (2020)Optimal rank-based tests against first-order superdiagonal bilinear dependence, и . Journal of Statistical Planning and Inference, 32 (1): 45--61 (июля 1992)Generalized runs tests for heteroscedastic time series, , и . Journal of Nonparametric Statistics, 9 (1): 39--86 (1998)When does Edgeworth beat Berry and Esséen?: Numerical evaluations of Edgeworth expansions, и . Journal of Statistical Planning and Inference, 63 (1): 19--38 (30.09.1997)Happy Birthday to You, Mr. Wilcoxon!.. GfKl, стр. 217-228. Springer, (2006)Do financial variables help forecasting inflation and real activity in the euro area?, , , и . Journal of Monetary Economics, 50 (6): 1243--1255 (сентября 2003)