Narrow search
Showing 1 - 10 of 281
Cover Image
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
Cover Image
Compound autoregressive models
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - 2001
Persistent link: https://www.econbiz.de/10001596247
Cover Image
Simulation and estimation of long memory continuous time models
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000883136
Cover Image
Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A. - 1993
Persistent link: https://www.econbiz.de/10000874754
Cover Image
Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.; Guégan, Dominique - 1993
Persistent link: https://www.econbiz.de/10000879083
Cover Image
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
Cover Image
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian; Jasiak, Joann - 2006
Persistent link: https://www.econbiz.de/10003468054
Cover Image
On semiparametric M-estimation in single-index regression
Delecroix, Michel; Hristache, Marian; Patilea, Valentin - 2004
Persistent link: https://www.econbiz.de/10002553921
Cover Image
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian; Robert, Christian Yann - 2001
Persistent link: https://www.econbiz.de/10001626924
Cover Image
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