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Simulation and estimation of long memory continuous time models
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000883136
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Lagrange multiplier test for contigous hypothesis
Guégan, Dominique; Ngatchou Wandji, J. - 1994
Persistent link: https://www.econbiz.de/10000891347
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Discrete and continuous time cointegration
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000895469
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Do aggregate measures of mismatch measure mismatch? : A time series analysis of existing concepts
Entorf, Horst - 1993
Persistent link: https://www.econbiz.de/10000858885
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Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A. - 1993
Persistent link: https://www.econbiz.de/10000874754
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Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.; Guégan, Dominique - 1993
Persistent link: https://www.econbiz.de/10000879083
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Long memory continuous time models
Comte, Fabienne; Renault, Eric - 1993
Persistent link: https://www.econbiz.de/10000880864
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One-step prediction of chaotic time series by multivariate reconstruction
Lisi, Francesco - 1997
Persistent link: https://www.econbiz.de/10000956284
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Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - In: Econometric reviews 25 (2006) 2/3, pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
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Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2/3, pp. 335-360
Persistent link: https://www.econbiz.de/10003355771