Strong Laws for Dependent Heterogeneous Processes
This paper presents maximal inequalities and strong law of large numbers for weakly dependent heterogeneous random variables. Specifically considered are L r mixingales for r &g...
Publications
2 shownTests for Parameter Instability in Regressions with 1(1) Processes
This article derives the large-sample distributions of Lagrange multiplier (LM) tests for parameter instability against several alternatives of interest in the context of cointe...
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 1,063
- Institution
- University of Rochester
External Links
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.