Narrow search
Showing 1 - 10 of 144
Cover Image
Kernel based nonlinear canonical analysis
Darolles, Serge; Florens, Jean-Pierre; Gourieroux, Christian - 1998
Persistent link: https://www.econbiz.de/10001355860
Cover Image
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge; Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10000956286
Cover Image
Truncated dynamics and estimation of diffusion equations
Darolles, Serge; Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10000975628
Cover Image
Truncated dynamics and estimation of diffusion equations
Darolles, Serge; Gouriéroux, Christian - In: Journal of econometrics 102 (2001) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Cover Image
Compound autoregressive models
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - 2001
Persistent link: https://www.econbiz.de/10001596247
Cover Image
Parametric sufficiency and model encompassing
Florens, Jean-Pierre - 1990
Persistent link: https://www.econbiz.de/10001326578
Cover Image
Exhaustivité paramétrique et enveloppement de modèles
Florens, Jean-Pierre - In: Mélanges économiques : essais en l'honneur de Edmond …, (pp. 929-951). 1988
Persistent link: https://www.econbiz.de/10001271474
Cover Image
Nonparametric estimation of a diffusion equation from tick observations
Burgayran, E.; Darolles, Serge - 1997
Persistent link: https://www.econbiz.de/10000984170
Cover Image
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge; Francq, Christian; Laurent, Sébastien - In: Journal of econometrics 204 (2018) 2, pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Cover Image
ARCH models and financial applications
Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10011519880