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person:"Berred, Alexandre M."
type_genre:"Amtsdruckschrift"
~person:"Comte, Fabienne"
~person:"Delecroix, Michel"
~person:"Francq, Christian"
~person:"Ghysels, Eric"
~source:"econis"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Berred, Alexandre M.
Comte, Fabienne
Delecroix, Michel
Francq, Christian
Ghysels, Eric
Robert, Christian P.
17
Gouriéroux, Christian
15
Guégan, Dominique
11
Zakoïan, Jean-Michel
7
Jasiak, Joann
6
Monfort, Alain
6
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5
Fermanian, Jean-David
5
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5
Robin, Jean-Marc
5
Scaillet, Olivier
5
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4
Bosq, Denis
4
Butucea, Cristina
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Guerre, Emmanuel
4
Hristache, Marian
4
Rousseau, Judith
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3
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Hardouin, C.
3
Hecq, Alain W. J.
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Huang, Kuo S.
3
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3
Léorat, Guillaume
3
Renault, Eric
3
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3
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2
Baraud, Yannick
2
Broze, Laurence
2
Bruchez, Pierre-Alain
2
Clément, Emmanuelle
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Série des documents de travail / Centre de Recherche en Économie et Statistique
23
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
18
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
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ECONIS (ZBW)
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On the maximal and minimal excursion endpoints of the partial sum process
Berred, Alexandre M.
-
1999
Persistent link: https://www.econbiz.de/10001380384
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2
Model selection for (auto-) regression with dependent data
Baraud, Yannick
;
Comte, Fabienne
;
Viennet, Gabrielle
-
1999
Persistent link: https://www.econbiz.de/10001391177
Saved in:
3
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
4
Optimal smoothing in semiparametric index approximation of regression functions
Delecroix, Michel
;
Hristache, Marian
;
Patilea, Valentin
-
1999
Persistent link: https://www.econbiz.de/10001430420
Saved in:
5
Adaptive estimation in an autoregression and a geometrical beta-mixing regression framework
Baraud, Yannick
;
Comte, Fabienne
;
Viennet, Gabrielle
-
1998
Persistent link: https://www.econbiz.de/10000984188
Saved in:
6
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
7
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
8
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
9
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
10
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
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