Dieses anerkannte Lehrbuch dient auch als Nachschlagewerk, das Ihnen schnell
eindeutige und komplette Anweisungen gibt, wie und wann sie die gebräuchlichsten …

This book contains a up-to-date overview of nonlinear time series models and their
application to modelling economic relationships. It considers nonlinear models in stationary …

Deheuvels (1981a) described a decomposition of the empirical copula process into a finite
number of asymptotically mutually independent sub-processes whose joint limiting …

Rank-based testing procedures have proven quite efficient in classical linear models with
independent observations; they long ago have entered daily practice in such fields as …

Matrix models of 2D quantum gravity are either exactly solvable for matter of central charge
c⩽ 1, or not understood. It would be useful to devise an approximate scheme which would …

Extending rank-based inference to a multivariate setting such as multiple-output regression
or MANOVA with unspecified d-dimensional error density has remained an open problem for …

The supplementary material consists of four sections. In Section 1 of the supplementary
material we give some more details of Section 4.2 of the main article concerning the …

We propose a new class of R-estimators for semiparametric VARMA models in which the
innovation density plays the role of the nuisance parameter. Our estimators are based on the …

Linear models in which the unobserved error constitutes a realization of some stationary
ARMA process or, equivalently, ARMA processes with a linear regression trend, are …

Semi-parametric models typically involve a finite-dimensional parameter of interest
${\pmb\theta}\in {\pmb\Theta}\subseteq\mathbb {R}^ k $, along with an infinite-dimensional …