6 results
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION
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- Journal:
- Econometric Theory / Volume 38 / Issue 5 / October 2022
- Published online by Cambridge University Press:
- 13 July 2021, pp. 986-1013
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RANDOMIZATION TESTS OF COPULA SYMMETRY
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- Journal:
- Econometric Theory / Volume 36 / Issue 6 / December 2020
- Published online by Cambridge University Press:
- 06 April 2020, pp. 1025-1063
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REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES
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- Journal:
- Econometric Theory / Volume 36 / Issue 5 / October 2020
- Published online by Cambridge University Press:
- 22 November 2019, pp. 773-802
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NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING
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- Journal:
- Econometric Theory / Volume 31 / Issue 3 / June 2015
- Published online by Cambridge University Press:
- 08 September 2014, pp. 471-492
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TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS
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- Journal:
- Econometric Theory / Volume 30 / Issue 5 / October 2014
- Published online by Cambridge University Press:
- 16 April 2014, pp. 923-960
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ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
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- Journal:
- Econometric Theory / Volume 28 / Issue 6 / December 2012
- Published online by Cambridge University Press:
- 27 April 2012, pp. 1165-1185
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