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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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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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Subsampling under weak dependence conditions
Ango Nze, Patrick; Dupoiron, Stéphanie; Rios, Ricardo - 2003
Persistent link: https://www.econbiz.de/10001900001