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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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Non causality in continuous time VARMA models
Comte, Fabienne; Renault, Eric - 1993 - Rev
Persistent link: https://www.econbiz.de/10000854936
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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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Adaptative estimation of the spectrum of a stationary Gaussian sequence
Comte, Fabienne - 1999
Persistent link: https://www.econbiz.de/10009758933
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Linear-representations based estimation of switching-regime GARCH models
Francq, Christian; Zakoïan, Jean-Michel - 1999
Persistent link: https://www.econbiz.de/10001430409
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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
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Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian; Zakoïan, Jean-Michel - 2000
Persistent link: https://www.econbiz.de/10001549029
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Stationarity of multivariate markov-switching ARMA models
Francq, Christian; Zakoïan, Jean-Michel - 2000
Persistent link: https://www.econbiz.de/10001530320
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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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Estimating linear representations of nonlinear processes
Francq, Christian; Zakoïan, Jean-Michel - 1995
Persistent link: https://www.econbiz.de/10000926258