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Theory and Methods - The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 830-840
Persistent link: https://www.econbiz.de/10006606305
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Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
Hallin, Marc; Tran, Lanh Tat - In: Annals of the Institute of Statistical Mathematics : AISM 48 (1996) 3, pp. 429-450
Persistent link: https://www.econbiz.de/10007321417
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Local asymptotic normality of multivariate ARMA processes with a linear trend
Garel, Bernard; Hallin, Marc - In: Annals of the Institute of Statistical Mathematics : AISM 47 (1995) 3, pp. 551-580
Persistent link: https://www.econbiz.de/10007336428
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Theory and Methods - Comment - Quantile Autoregression
Hallin, Marc; Werker, Bas J.M. - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 996-997
Persistent link: https://www.econbiz.de/10007292904
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A Berry-Esséen theorem for serial rank statistics
Hallin, Marc; Rifi, Khalid - In: Annals of the Institute of Statistical Mathematics : AISM 49 (1997) 4, pp. 777
Persistent link: https://www.econbiz.de/10007362461
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Theory and Methods - Rank-Based Autoregressive Order Identification
Garel, Bernard; Hallin, Marc - In: Journal of the American Statistical Association : JASA 94 (1999) 448, pp. 1357-1371
Persistent link: https://www.econbiz.de/10006625891
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Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, With Statistical Applications
Dufour, Jean-Marie; Hallin, Marc - In: Journal of the American Statistical Association : JASA 88 (1993) 423, pp. 1026-1033
Persistent link: https://www.econbiz.de/10006638802
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Séquences généralisées: un outil pour l'analyse des séries hétéroscédatiques?
Hallin, Marc - In: Journal de la Société de Statistique de Paris 135 (1994) 3, pp. 7-20
Persistent link: https://www.econbiz.de/10006804503
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La Conférence Lucien le Cam et les Journées de Statistique
Hallin, Marc - In: Journal de la Société Française de Statistique 145 (2004) 1, pp. 3-6
Persistent link: https://www.econbiz.de/10006754818
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The generalized dynamic factor model consistency and rates
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of econometrics 119 (2004) 2, pp. 231-256
Persistent link: https://www.econbiz.de/10006757707