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A spectral method for deconvolving a density
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 27 (2011) 3, pp. 546-581
Persistent link: https://www.econbiz.de/10009266726
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Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Journal of econometrics 119 (2004) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
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Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - 2000
Persistent link: https://www.econbiz.de/10001487993
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Dynamic error-in-variables models and limited information analysis
Florens, Jean-Pierre
Persistent link: https://www.econbiz.de/10001268034
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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924112
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Alternative approaches to time series analysis : proceedings of the 3rd Franco-Belgian Meeting of Statisticians, November 1982
Florens, J. P. (ed.); Mouchart, M. (ed.) - 1984
Persistent link: https://www.econbiz.de/10013275277
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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - In: Econometric theory 14 (1998) 6, pp. 744-769
Persistent link: https://www.econbiz.de/10001352152
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Kernel based nonlinear canonical analysis
Darolles, Serge; Florens, Jean-Pierre; Gourieroux, Christian - 1998
Persistent link: https://www.econbiz.de/10001355860