Details about Kairat T. Mynbaev

Access statistics for papers by Kairat T. Mynbaev.

Last updated 2024-12-07. Update your information in the RePEc Author Service.

Short-id: pmy10

Working Papers

2020

1. Using full limit order book for price jump prediction
   MPRA Paper, University Library of Munich, Germany

2019

2. Analyzing variance in central limit theorems
   MPRA Paper, University Library of Munich, Germany

2018

3. OLS Asymptotics for Vector Autoregressions with Deterministic Regressors
   MPRA Paper, University Library of Munich, Germany
4. Unified estimation of densities on bounded and unbounded domains
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Unified estimation of densities on bounded and unbounded domains, Annals of the Institute of Statistical Mathematics, Springer (2019) View citations (1) (2019)
5. Weak convergence of linear and quadratic forms and related statements on Lp-approximability
   MPRA Paper, University Library of Munich, Germany

2016

6. Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view, Statistics & Probability Letters, Elsevier (2017) (2017)

2014

7. A class of nonparametric density derivative estimators based on global Lipschitz conditions
   MPRA Paper, University Library of Munich, Germany
   See also Chapter A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions, Advances in Econometrics, Emerald Group Publishing Limited (2016) View citations (2) (2016)
8. Consistency and asymptotic normality for a nonparametric prediction under measurement errors
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Consistency and asymptotic normality for a nonparametric prediction under measurement errors, Journal of Multivariate Analysis, Elsevier (2015) (2015)
9. Improving bias in kernel density estimation
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Improving bias in kernel density estimation, Statistics & Probability Letters, Elsevier (2014) View citations (2) (2014)

2012

10. Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation
    MPRA Paper, University Library of Munich, Germany View citations (3)

2011

11. Housing market of Almaty
    MPRA Paper, University Library of Munich, Germany View citations (2)

2010

12. Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne
    MPRA Paper, University Library of Munich, Germany
13. Profit Maximization and the Threshold Price
    MPRA Paper, University Library of Munich, Germany

2009

14. Bias reduction in kernel density estimation via Lipschitz condition
    MPRA Paper, University Library of Munich, Germany View citations (9)
    See also Journal Article Bias reduction in kernel density estimation via Lipschitz condition, Journal of Nonparametric Statistics, Taylor & Francis Journals (2010) View citations (10) (2010)
15. OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model: Extended Version
    MPRA Paper, University Library of Munich, Germany
16. Regressions with Asymptotically Collinear Regressor
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Regressions with asymptotically collinear regressors, Econometrics Journal, Royal Economic Society (2011) View citations (1) (2011)

2008

17. Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips
    MPRA Paper, University Library of Munich, Germany

2006

18. A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model
    MPRA Paper, University Library of Munich, Germany View citations (1)
19. Asymptotic Distribution of the OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model
    MPRA Paper, University Library of Munich, Germany View citations (2)

2005

20. Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends
    MPRA Paper, University Library of Munich, Germany View citations (3)

2001

21. $L_p$-Approximable sequences of vectors and limit distribution of quadratic forms of random variables
    MPRA Paper, University Library of Munich, Germany View citations (10)
22. The strengths and weaknesses of L2 approximable regressors
    MPRA Paper, University Library of Munich, Germany View citations (3)

Journal Articles

2019

1. Unified estimation of densities on bounded and unbounded domains
   Annals of the Institute of Statistical Mathematics, 2019, 71, (4), 853-887 View citations (1)
   See also Working Paper Unified estimation of densities on bounded and unbounded domains, MPRA Paper (2018) (2018)

2017

2. Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view
   Statistics & Probability Letters, 2017, 123, (C), 17-22
   See also Working Paper Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view, MPRA Paper (2016) (2016)

2015

3. Consistency and asymptotic normality for a nonparametric prediction under measurement errors
   Journal of Multivariate Analysis, 2015, 139, (C), 166-188
   See also Working Paper Consistency and asymptotic normality for a nonparametric prediction under measurement errors, MPRA Paper (2014) (2014)

2014

4. Improving bias in kernel density estimation
   Statistics & Probability Letters, 2014, 94, (C), 106-112 View citations (2)
   See also Working Paper Improving bias in kernel density estimation, MPRA Paper (2014) View citations (2) (2014)

2011

5. Regressions with asymptotically collinear regressors
   Econometrics Journal, 2011, 14, (2), 304-320 View citations (1)
   See also Working Paper Regressions with Asymptotically Collinear Regressor, MPRA Paper (2009) (2009)

2010

6. Asymptotic distribution of the OLS estimator for a mixed spatial model
   Journal of Multivariate Analysis, 2010, 101, (3), 733-748 View citations (3)
7. Bias reduction in kernel density estimation via Lipschitz condition
   Journal of Nonparametric Statistics, 2010, 22, (2), 219-235 View citations (10)
   See also Working Paper Bias reduction in kernel density estimation via Lipschitz condition, MPRA Paper (2009) View citations (9) (2009)

2009

8. CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: LP -APPROXIMABILITY VERSUS BROWNIAN MOTION
   Econometric Theory, 2009, 25, (3), 748-763 View citations (7)

2008

9. Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
   Journal of Multivariate Analysis, 2008, 99, (2), 245-277 View citations (7)

Chapters

2016

1. A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions
   A chapter in Essays in Honor of Aman Ullah, 2016, vol. 36, pp 591-615 View citations (2)
   See also Working Paper A class of nonparametric density derivative estimators based on global Lipschitz conditions, University Library of Munich, Germany (2014) (2014)