海量图书期刊资源,随时随地畅享阅读乐趣
Asymptotics for statistical functionals of long-memory sequencesEric Beutner; Wei Biao Wu; Henryk Zähle · 2012
Bootstrapping Average Value at Risk of Single and Collective RisksBeutner, Eric; Zähle, Henryk · Risks · 2018
A modified functional delta method and its application to the estimation of risk functionalsEric Beutner; Henryk Zähle · 2010
Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processesBeutner, Eric; Zähle, Henryk · Bernoulli · 2012
Sieve Bootstrap for Time SeriesPeter Bühlmann · Bernoulli · 1997
Resampling and Exchangeable ArraysPeter McCullagh · Bernoulli · 2000
On Multivariate Median RegressionBiman Chakraborty · Bernoulli · 1999
Local mixture models of exponential familiesAnaya-Izquierdo, Karim; Marriott, Paul · Bernoulli · 2007
GARCH processes: structure and estimationBerkes, Istv'an; Horv'ath, Lajos; Kokoszka, Piotr · Bernoulli · 2003
Multivariate Generalized Pareto DistributionsHolger Rootzén and Nader Tajvidi · Bernoulli · 2006
Maximum likelihood characterization of distributionsDuerinckx, Mitia; Ley, Christophe; Swan, Yvik · Bernoulli · 2014
Nonparametric inference for fractional diffusionSaussereau, Bruno · Bernoulli · 2014