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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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Long memory continuous time models
Comte, Fabienne; Renault, Eric - 1993
Persistent link: https://www.econbiz.de/10000880864
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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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Stabilization policy and business cycles phases in Europe : a Markov switching VAR analysis
Beine, Michel; Candelon, Bertrand; Sekkat, Khalid - 1999
Persistent link: https://www.econbiz.de/10001414720
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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