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(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian; Monfort, Alain - 2006
Persistent link: https://www.econbiz.de/10003468607
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Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri; Monfort, Alain; Pegoraro, Fulvio - 2006
Persistent link: https://www.econbiz.de/10003447913
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Compound autoregressive models
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - 2001
Persistent link: https://www.econbiz.de/10001596247
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Sharp large deviations in nonparametric estimation
Joutard, Cyrille - 2002
Persistent link: https://www.econbiz.de/10001720949
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Local likelihood density estimation and value at risk
Gouriéroux, Christian; Jasiak, Joann - 2001 - Rev. version
Persistent link: https://www.econbiz.de/10001626927
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Nonparametric density estimation for deterministic dynamical systems
Lardjane, Salim - 1999
Persistent link: https://www.econbiz.de/10001430382
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Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David - 2001
Persistent link: https://www.econbiz.de/10001577411
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001470592
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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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Maximum likelihood estimation of order restricted parameters : a Bayesian approach
Robert, Christian P.; Hwang, J. T. - 1994
Persistent link: https://www.econbiz.de/10000883137