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subject:"Estimation theory"
~person:"Fermanian, Jean-David"
~person:"Francq, Christian"
~subject:"Theorie"
~type_genre:"Government document"
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Estimation theory
Theorie
Theory
16
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11
Time series analysis
4
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4
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3
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3
Markov chain
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36
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36
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Fermanian, Jean-David
Francq, Christian
Gouriéroux, Christian
44
Robert, Christian P.
36
Guégan, Dominique
18
Jouini, Elyès
14
Monfort, Alain
13
Jasiak, Joann
12
Renault, Eric
12
Scaillet, Olivier
12
Salanié, Bernard
11
Comte, Fabienne
10
Kramarz, Francis
10
Zakoïan, Jean-Michel
10
Darolles, Serge
9
Robin, Jean-Marc
9
Koehl, Pierre-François
8
Röger, Werner
8
Fagart, Marie-Cécile
7
Mas, André
7
Pham, Huyên
7
Rousseau, Judith
7
Touzi, Nizar
7
Beine, Michel
6
Berg, Gerard J. van den
6
Casella, George
6
Docquier, Frédéric
6
Florens, Jean-Pierre
6
Ghysels, Eric
6
Guerre, Emmanuel
6
Jullien, Bruno
6
Laurent, Jean-Paul
6
Lieberman, Offer
6
Pommeret, Denys
6
Souam, Saïd
6
Veld, Jan in 't
6
Visser, Michael S.
6
Berred, Alexandre M.
5
Clément, Emmanuelle
5
Holmøy, Erling
5
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Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
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ECONIS (ZBW)
16
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Goodness of fit tests for copulas
Fermanian, Jean-David
-
2003
Persistent link: https://www.econbiz.de/10001812439
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2
Weak convergence of empirical copula processes
Fermanian, Jean-David
;
Radulovic, Dragan
;
Wegkamp, Marten H.
-
2002
Persistent link: https://www.econbiz.de/10001660114
Saved in:
3
Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David
-
2001
Persistent link: https://www.econbiz.de/10001577411
Saved in:
4
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
Saved in:
5
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
Saved in:
6
Lower bounds in hazard estimation
Fermanian, Jean-David
-
2000
Persistent link: https://www.econbiz.de/10001470521
Saved in:
7
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
8
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
Saved in:
9
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:
10
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
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