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Issue Date
Title
Author(s)
2008
Central limit theorems for generalized U-statistics with applications in nonparametric specification
Gao, J.
;
Hong, Y.
2008
Moment inequalities for spatial processes
Gao, J.
;
Lu, Z.
;
Tjostheim, D.
2008
Specification testing in discretized diffusion models: Theory and practice
Gao, J.
;
Casas, I.
2008
Econometric estimation in long-range dependent volatility models: Theory and practice
Casas, I.
;
Gao, J.
2008
Nonparametric simultaneous testing for structural breaks
Gao, J.
;
Gijbels, I.
;
Van Bellegem, S.
2008
Econometric modelling in finance and risk management: An overview
Gao, J.
;
McAleer, M.
;
Allen, D.
2008
Bandwidth Selection in Nonparametric Kernel Testing
Gao, J.
;
Gijbels, I.
2008
A test for model specification of diffusion processes
Chen, S.
;
Gao, J.
;
Cheng, Y.
Discover
Author
2
Casas, I.
2
Gijbels, I.
1
Allen, D.
1
Chen, S.
1
Cheng, Y.
1
Hong, Y.
1
Lu, Z.
1
McAleer, M.
1
Tjostheim, D.
1
Van Bellegem, S.
.
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Subject
2
Continuous-time model
2
Long-range dependence
2
Nonparametric testing
1
Asymptotic theory
1
Bootstrap
1
central limit theorem
1
Conditional mean and variance fun...
1
Continuous-time diffusion process
1
Correlation test
1
Diffusion process
.
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