Becheri, I. Gaia; Drost, Feike C.; Werker, Bas J. M. Asymptotic inference for jump diffusions with state-dependent intensity. (English) Zbl 1419.62207 Scand. J. Stat. 43, No. 2, 520-542 (2016). MSC: 62M05 60J75 62F12 PDFBibTeX XMLCite \textit{I. G. Becheri} et al., Scand. J. Stat. 43, No. 2, 520--542 (2016; Zbl 1419.62207) Full Text: DOI
Becheri, I. Gaia; Drost, Feike C.; van den Akker, Ramon; Wichert, Oliver The power envelope of panel unit root tests in case stationary alternatives offset explosive ones. (English) Zbl 1328.62108 Stat. Probab. Lett. 108, 1-8 (2016). MSC: 62F05 PDFBibTeX XMLCite \textit{I. G. Becheri} et al., Stat. Probab. Lett. 108, 1--8 (2016; Zbl 1328.62108) Full Text: DOI
Becheri, I. Gaia; Drost, Feike C.; van den Akker, Ramon Unit root tests for cross-sectionally dependent panels: the influence of observed factors. (English) Zbl 1311.62129 J. Stat. Plann. Inference 160, 11-22 (2015). MSC: 62M07 62M10 62F05 PDFBibTeX XMLCite \textit{I. G. Becheri} et al., J. Stat. Plann. Inference 160, 11--22 (2015; Zbl 1311.62129) Full Text: DOI