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A bootstrap test for single index models
Härdle, Wolfgang; Proença, Isabel - 1994
Persistent link: https://www.econbiz.de/10000891356
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Discrete and continuous time cointegration
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000895469
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On variance noncausality and cointegration
Comte, Fabienne; Lieberman, Offer - 1995
Persistent link: https://www.econbiz.de/10000926250
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Long memory in continuous time stochastic volatility models
Comte, Fabienne; Renault, Eric - 1996
Persistent link: https://www.econbiz.de/10000930699
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A review of nonparametric time series analysis
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong - 1996
Persistent link: https://www.econbiz.de/10000949642
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Adaptive estimation in an autoregression and a geometrical beta-mixing regression framework
Baraud, Yannick; Comte, Fabienne; Viennet, Gabrielle - 1998
Persistent link: https://www.econbiz.de/10000984188
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Regression on log-regularized periodogram : comparison with Whittle estimator and study of the non Gaussian case
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000917307
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Regression on log-regularized periodogram under assumption on bounded spectral densities : the non fractional and the fractional cases
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000912012
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Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000912857