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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Estimation theory
236
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236
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183
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183
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63
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63
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Gouriéroux, Christian
31
Zakoïan, Jean-Michel
20
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19
Francq, Christian
17
Guégan, Dominique
15
Jasiak, Joann
13
Monfort, Alain
12
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11
Bertail, Patrice
9
Fermanian, Jean-David
8
Guerre, Emmanuel
8
Cybakov, Aleksandr B.
7
Doukhan, Paul
7
Patilea, Valentin
7
Darolles, Serge
6
Gautier, Eric
6
Hristache, Marian
6
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6
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6
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5
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5
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5
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4
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4
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4
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4
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3
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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2,124
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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299
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222
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212
Journal of quantitative economics : official journal of the Indian Econometric Society
195
Finance research letters
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ECONIS (ZBW)
272
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1
Simulation and estimation of long memory continuous time models
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000883136
Saved in:
2
Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A.
-
1993
Persistent link: https://www.econbiz.de/10000874754
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3
Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.
;
Guégan, Dominique
-
1993
Persistent link: https://www.econbiz.de/10000879083
Saved in:
4
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Bardet, Jean-Marc
;
Doukhan, Paul
;
León, José-Raphael
-
2005
Persistent link: https://www.econbiz.de/10003333894
Saved in:
5
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
6
On semiparametric M-estimation in single-index regression
Delecroix, Michel
;
Hristache, Marian
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002553921
Saved in:
7
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
8
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
9
The general asymptotic behavior of estimators of the box-cox model for integrated times series
Guerre, Emmanuel
-
1995
Persistent link: https://www.econbiz.de/10000921097
Saved in:
10
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
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