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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"NBER working paper series"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Comte, Fabienne"
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Comte, Fabienne
Hyndman, Rob J.
27
Caporale, Guglielmo Maria
19
Gil-Alaña, Luis A.
17
Athanasopoulos, George
15
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3
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Working paper / Department of Econometrics and Business Statistics, Monash University
CESifo working papers
Journal of macroeconomics
NBER working paper series
Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
2
Journal of econometrics
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ECONIS (ZBW)
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Long memory in continuous time stochastic volatility models
Comte, Fabienne
;
Renault, Eric
-
1996
Persistent link: https://www.econbiz.de/10000930699
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2
Regression on log-regularized periodogram under assumption on bounded spectral densities : the non fractional and the fractional cases
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000912012
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3
Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000912857
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4
On variance noncausality and cointegration
Comte, Fabienne
;
Lieberman, Offer
-
1995
Persistent link: https://www.econbiz.de/10000926250
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5
Simulation and estimation of long memory continuous time models
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000883136
Saved in:
6
Discrete and continuous time cointegration
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000895469
Saved in:
7
Long memory continuous time models
Comte, Fabienne
;
Renault, Eric
-
1993
Persistent link: https://www.econbiz.de/10000880864
Saved in:
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