Narrow search
Showing 1 - 10 of 246
Cover Image
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David; Malongo, Hassan - 2013
Persistent link: https://www.econbiz.de/10010342712
Cover Image
Finite and large sample distribution-free inference in median regressions with instrumental variables
Coudin, Elise; Dufour, Jean-Marie - 2010 - Rev.
Persistent link: https://www.econbiz.de/10009406540
Cover Image
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick; Gouriéroux, Christian - 2012
Persistent link: https://www.econbiz.de/10009553161
Cover Image
Nonlinear persistence and copersistence
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10009758935
Cover Image
A new covariance inequality and applications
Dedecker, J.; Doukhan, Paul - 2002
Persistent link: https://www.econbiz.de/10001714382
Cover Image
Large and moderate deviations principles for infinite dimensional autoregressive processes
Mas, André; Menneteau, Ludovic - 2001
Persistent link: https://www.econbiz.de/10001577502
Cover Image
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - 2000
Persistent link: https://www.econbiz.de/10001487993
Cover Image
Weak convergence for the covariance operators of a Hilbertian linear process
Mas, André - 2000
Persistent link: https://www.econbiz.de/10001530299
Cover Image
Simulation and estimation of long memory continuous time models
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000883136
Cover Image
Maximum likelihood estimation of order restricted parameters : a Bayesian approach
Robert, Christian P.; Hwang, J. T. - 1994
Persistent link: https://www.econbiz.de/10000883137