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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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Guide pratique des séries non-stationnaires
Salanié, Bernard - 1999
Persistent link: https://www.econbiz.de/10001390192
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Modèles ARCH : une revue de la littérature
Zakoïan, Jean-Michel - In: Journal de la Société de Statistique de Paris 133 (1992) 1, pp. 40-57
Persistent link: https://www.econbiz.de/10001128098
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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