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Weak dependence : models and applications to econometrics
Ango Nze, Patrick; Doukhan, Paul - In: Econometric theory 20 (2004) 6, pp. 995-1045
Persistent link: https://www.econbiz.de/10002424835
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Weak dependence : models and applications
Ango Nze, Patrick; Doukhan, Paul - 2001
Persistent link: https://www.econbiz.de/10001637944
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Subsampling under weak dependence conditions
Ango Nze, Patrick; Dupoiron, Stéphanie; Rios, Ricardo - 2003
Persistent link: https://www.econbiz.de/10001900001
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Estimation of the density and of the regression functions of an absolutely regular stationary process
Ango Nze, Patrick - In: Publications de l'Institut de Statistique de … 38 (1994) 2, pp. 59-88
Persistent link: https://www.econbiz.de/10001165292
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A functional limit theorem for [eta]-weakly dependent processes and its applications
Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael - 2005
Persistent link: https://www.econbiz.de/10003357223
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A LARCH (∞) vector valued process
Doukhan, Paul; Teyssière, Gilles; Winant, Pablo - 2005
Persistent link: https://www.econbiz.de/10003340239
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Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Bardet, Jean-Marc; Doukhan, Paul; León, José-Raphael - 2005
Persistent link: https://www.econbiz.de/10003333894
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Zero-one laws for binary random fields
Coupier, David; Doukhan, Paul; Ycart, Bernard - 2005
Persistent link: https://www.econbiz.de/10003333899
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Weak dependence beyond mixing for infinite ARCH-type bilinear models
Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu - 2005
Persistent link: https://www.econbiz.de/10003334735
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An invariance principle for new weakly dependent stationary models using sharp moment assumptions
Doukhan, Paul; Wintenberger, Olivier - 2006
Persistent link: https://www.econbiz.de/10003334737