Jonathan B. Hill

Slides from Recent Talks

Extremal Dependence: Nonparametric Characterizations and Robust Asymptotic Theory with an Application to Asset Markets

Tail Trimmed Sums for Dependent, Heterogeneous Data, with Applications to Robust GMM

Central Limit Theory for Tail Trimmed Sums of Dependent, Heterogeneous Data with Applications

Tail and Non-Tail Memory with Applications to Random Volatility

The Kernel Self-Normalized, Tail-Trimmed Sum for Dependent, Heterogeneous Data, with an Application to Robust Least Squares

Robust Nonparametric Tests of Extremal Dependence

Robust Minimum Distance Estimation for Non-Linear Semi-Strong GARCH

Robust Minimum Distance Estimation for Models of Heavy Tailed Data