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Martingale Limit Theory and Its Application
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The article was published on 2014-09-23 and is currently open access. It has received 3075 citations till now. The article focuses on the topics: Local martingale & Doob's martingale inequality.read more
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Simulation Output Analysis Using Standardized Time Series
TL;DR: The goal in this paper is to generalize the STS method and to study some of its basic properties, finding a lower bound is obtained for the expected length of the asymptotic as the run size becomes large STS confidence intervals.
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Quasi-Likelihood and Optimal Estimation, Correspondent Paper
V. P. Godambe,C. C. Heyde +1 more
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Nonparametric cointegration analysis
TL;DR: In this paper, consistent cointegration tests, and estimators of a basis of the space of cointegrating vectors, that do not used specification of the data-generating process, apart from some mild regularity conditions, or estimation of structural and/or nuisance parameters, are proposed.
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A likelihood-based method for real-time estimation of the serial interval and reproductive number of an epidemic
TL;DR: This work presents a method for the simultaneous estimation of the basic reproductive number, R(0), and the serial interval for infectious disease epidemics, using readily available surveillance data and implements the proposed method with data from three infectious disease outbreaks.
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Nonparametric regression estimation for dependent functional data: asymptotic normality
TL;DR: In this paper, the estimation of a regression functional where the explanatory variables take values in some abstract function space is considered and the principal aim is to establish the asymptotic normality of such estimates for dependent functional data.