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~person:"Francq, Christian"
~person:"Planas, Christophe"
~type_genre:"Government document"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
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Francq, Christian
Planas, Christophe
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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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Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
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Applied time series analysis : modelling, forecasting, unobserved components analysis and the Wiener-Kolmogorov filter
Planas, Christophe
-
1997
Persistent link: https://www.econbiz.de/10000989709
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Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
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