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Estimating weak Garch representations
Francq, Christian; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000975633
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Reparameterisation issues in mixture modelling and their bearing on the Gibbs sampler
Robert, Christian P.; Mengersen, Kerrie - 1995
Persistent link: https://www.econbiz.de/10000917306
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Regression on log-regularized periodogram : comparison with Whittle estimator and study of the non Gaussian case
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000917307
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Seasonal adjustment of first time registered new passenger cars in Norway by structural time series analysis
Skjerpen, Terje - 1995
Persistent link: https://www.econbiz.de/10000920255
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Latent separability : grouping goods without weak separability
Blundell, Richard W.; Robin, Jean-Marc - 1995
Persistent link: https://www.econbiz.de/10000921088
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Kernel M-estimators and functional residuals plots
Gouriéroux, Christian; Monfort, Alain; Tenreiro, Carlos - 1995
Persistent link: https://www.econbiz.de/10000921091
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The general asymptotic behavior of estimators of the box-cox model for integrated times series
Guerre, Emmanuel - 1995
Persistent link: https://www.econbiz.de/10000921097
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Trends, cycles and measures of persistence in the Norwegian economy
Bjørnland, Hilde Christiane - 1995
Persistent link: https://www.econbiz.de/10000923609
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Switching state space models : likelihood function, filtering and smoothing
Billio, Monica; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000924125