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The possible shapes of recoveries in Markov-switching models
Bec, Frédérique; Bouabdallah, Othman; Ferrara, Laurent - 2011
Persistent link: https://www.econbiz.de/10009406402
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Estimation and applications of Gegenbauer processes
Ferrara, Laurent; Guégan, Dominique - 1999
Persistent link: https://www.econbiz.de/10001391170
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Bayesian estimation of switching ARMA models
Billio, Monica; Monfort, Alain; Robert, Christian P. - 1996
Persistent link: https://www.econbiz.de/10000952928
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Switching state space models : likelihood function, filtering and smoothing
Billio, Monica; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000924125
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The simulated likelihood ratio (SLR) method
Billio, Monica; Monfort, Alain; Robert, Christian P. - 1998
Persistent link: https://www.econbiz.de/10000986955
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Functional indirect inference
Billio, Monica; Monfort, Alain - 1999
Persistent link: https://www.econbiz.de/10001355607