Generalized Impulse Response Analysis in a Fractionally Integrated Vector Autoregressive Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Hung Xuan Do | Robert Darren Brooks | Sirimon Treepongkaruna

Canonical Decompositions of Certain Generalized Brownian Bridges

JOURNAL ARTICLE published 1 January 2002 in Electronic Communications in Probability

Authors: Larbi Alili

Free Generalized Gamma Convolutions

JOURNAL ARTICLE published 1 January 2008 in Electronic Communications in Probability

Authors: Victor Perez Abreu | Noriyoshi Sakuma

Estimating Aggregate Autoregressive Processes When Only Macro Data are Available

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Eric Jondeau | Florian Pelgrin

Generalized Peano problem with Lévy noise

JOURNAL ARTICLE published 1 January 2020 in Electronic Communications in Probability

Authors: Ilya Pavlyukevich | Andrey Pilipenko

Couplings, generalized couplings and uniqueness of invariant measures

JOURNAL ARTICLE published 1 January 2020 in Electronic Communications in Probability

Authors: Michael Scheutzow

Berry–Esseen bounds for generalized U-statistics

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Probability

Authors: Zhuo-Song Zhang

Bayesian Graphical Models for Structural Vector Autoregressive Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Daniel Felix Ahelegbey | Monica Billio | Roberto Casarin

Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Markku Lanne | Pentti Saikkonen

General branching processes conditioned on extinction are still branching processes

JOURNAL ARTICLE published 1 January 2008 in Electronic Communications in Probability

Authors: Peter Jagers | Andreas Lagerås

Limit shape formulas for a generalized Seppäläinen–Johansson model

JOURNAL ARTICLE published 1 January 2024 in Electronic Communications in Probability

Authors: Julian Ransford

Instrumental Variables Estimation for Infinite Order Panel Autoregressive Processes

JOURNAL ARTICLE published 2023 in SSRN Electronic Journal

Authors: Yoon-Jin Lee | Ryo Okui | Mototsugu Shintani

Inequalities for permanental processes

JOURNAL ARTICLE published 1 January 2013 in Electronic Journal of Probability

Authors: Nathalie Eisenbaum

Processes with inert drift

JOURNAL ARTICLE published 1 January 2007 in Electronic Journal of Probability

Authors: David White

Finitely dependent insertion processes

JOURNAL ARTICLE published 1 January 2017 in Electronic Journal of Probability

Authors: Avi Levy

On some generalized reinforced random walk on integers

JOURNAL ARTICLE published 1 January 2009 in Electronic Journal of Probability

Authors: Olivier Raimond | Bruno Schapira

Explicit solutions to fractional differential equations via generalized gamma convolution

JOURNAL ARTICLE published 1 January 2010 in Electronic Communications in Probability

Authors: Mirko D'Ovidio

Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Claudio Morana

Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Claudio Morana

Noncentral limit theorem for the generalized Hermite process

JOURNAL ARTICLE published 1 January 2017 in Electronic Communications in Probability

Authors: Denis Bell | David Nualart