Beth Andrews
Affiliations: | Statistics | Northwestern University, Evanston, IL |
Area:
StatisticsGoogle:
"Beth Andrews"Children
Sign in to add trainee| Huanhuan Wang | grad student | 2012 | Northwestern |
| Jiening Chen | grad student | 2015 | Northwestern |
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Andrews B, Davis RA. (2013) Model identification for infinite variance autoregressive processes Journal of Econometrics. 172: 222-234 |
| Andrews B. (2012) Rank-Based estimation for garch processes Econometric Theory. 28: 1037-1064 |
| Trindade AA, Zhu Y, Andrews B. (2010) Time series models with asymmetric Laplace innovations Journal of Statistical Computation and Simulation. 80: 1317-1333 |
| Andrews B, Calder M, Davis RA. (2009) Maximum likelihood estimation for α-stable autoregressive processes Annals of Statistics. 37: 1946-1982 |
| Andrews B. (2008) Rank-based estimation for autoregressive moving average time series models Journal of Time Series Analysis. 29: 51-73 |
| Andrews B, Davis RA, Breidt FJ. (2007) Rank-based estimation for all-pass time series models Annals of Statistics. 35: 844-869 |
| Andrews B, Davis RA, Breidt FJ. (2006) Maximum likelihood estimation for all-pass time series models Journal of Multivariate Analysis. 97: 1638-1659 |