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A review on techniques of estimation in long-memory processes : application to intra-day data
Bisaglia, Luisa; Guégan, Dominique - 1996
Persistent link: https://www.econbiz.de/10000950816
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Structural change tests for simulated method of moments
Ghysels, Eric; Guay, Alain - 1998
Persistent link: https://www.econbiz.de/10000995783
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Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian; Jasiak, Joann - 1998
Persistent link: https://www.econbiz.de/10000996742
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Riemann sums for MCMC estimation and convergence monitoring
Philippe, Anne; Robert, Christian P. - 1998
Persistent link: https://www.econbiz.de/10000997342
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Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel - 1998
Persistent link: https://www.econbiz.de/10000997344
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Evidence and theory on asymmetries in US aggregate job flows
Collard, Fabrice (contributor) - 1998
Persistent link: https://www.econbiz.de/10000997347
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Imperfect estimation of the loss and non-linear costs : the optimal design of insurance contracts
Spaeter, Sandrine - 1997
Persistent link: https://www.econbiz.de/10000965182
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Consistent estimation of kind of activity units and local units using the calibration method
Gouweleeuw, J. M.; Heerschop, M. J.; Huis, L. T. van - 1997
Persistent link: https://www.econbiz.de/10000966637
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Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000968635
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Asymptotic properties of HPD regions in the discrete case
Rousseau, Judith - 1997
Persistent link: https://www.econbiz.de/10000968639