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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935353
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Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie; Francq, Christian; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935357
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Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935360
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Adaptive Monte Carlo on multivariate binary sampling spaces
Chopin, Nicolas; Schäfer, Christian - 2010
Persistent link: https://www.econbiz.de/10009405981
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On the particle Gibbs sampler
Chopin, Nicolas; Singh, Sumeetpal S. - 2013
Persistent link: https://www.econbiz.de/10010348589
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Theoretical guarantees for approximate sampling from smooth and log-concave densities
Dalalyan, Arnak S. - 2014
Persistent link: https://www.econbiz.de/10010481265
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Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - 2007
Persistent link: https://www.econbiz.de/10003656187
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Minimum variance importance sampling via population Monte Carlo
Douc, Randal; Guillin, Arnaud; Marin, Jean-Michel; … - 2005
Persistent link: https://www.econbiz.de/10003189093
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Optimal Greek weights by Kernel estimation
Elie, Romuald; Fermanian, Jean-David; Touzi, Nizar - 2004
Persistent link: https://www.econbiz.de/10002855875