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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
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Model selection for (auto-) regression with dependent data
Baraud, Yannick; Comte, Fabienne; Viennet, Gabrielle - 1999
Persistent link: https://www.econbiz.de/10001391177
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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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Discrete and continuous time cointegration
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000895469
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Non causality in continuous time VARMA models
Comte, Fabienne; Renault, Eric - 1993 - Rev
Persistent link: https://www.econbiz.de/10000854936
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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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Adaptative estimation of the spectrum of a stationary Gaussian sequence
Comte, Fabienne - 1999
Persistent link: https://www.econbiz.de/10009758933
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Estimation of convolution in the model with noise
Chesneau, Christophe; Comte, Fabienne; Mabon, Gwennae͏̈lle - 2014
Persistent link: https://www.econbiz.de/10010465131
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On variance noncausality and cointegration
Comte, Fabienne; Lieberman, Offer - 1995
Persistent link: https://www.econbiz.de/10000926250
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Long memory in continuous time stochastic volatility models
Comte, Fabienne; Renault, Eric - 1996
Persistent link: https://www.econbiz.de/10000930699