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Une inégalité de type Bernstein pour les processus mélangeants à temps continu : application à l'estimation de la densité spectrale

Carbon, Michel - In: Publications de l'Institut de Statistique de … 31 (1986) 2, pp. 15-33

Persistent link: https://www.econbiz.de/10001053814

Processus self-similaires

Carbon, Michel - In: Publications de l'Institut de Statistique de … 36 (1991) 1, pp. 43-70

Persistent link: https://www.econbiz.de/10001141266

Manfred Deistler and the general-dynamic-factor-model approach to the statistical analysis of high-dimensional time series

Hallin, Marc - In: Econometrics : open access journal 10 (2022) 4, pp. 1-9

For more than half a century, Manfred Deistler has been contributing to the construction of the rigorous theoretical foundations of the statistical analysis of time series and more general stochastic processes. Half a century of unremitting activity is not easily summarized in a few pages. In...

Persistent link: https://www.econbiz.de/10013533262

Determining the number of factors in the general dynamic factor model

Hallin, Marc; Liška, Roman - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 603-617

Persistent link: https://www.econbiz.de/10003490434

Optimal tests of noncorrelation between multivariate time series

Hallin, Marc; Saidi, Abdessamad - In: Journal of the American Statistical Association : JASA 102 (2007) 479, pp. 938-951

Persistent link: https://www.econbiz.de/10003568026

Dynamic factor models with infinite-dimensional factor spaces : one-sided representations

Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - In: Journal of econometrics 185 (2015) 2, pp. 359-371

Persistent link: https://www.econbiz.de/10011348429

One-step R-estimation in linear models with stable errors

Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David - In: Journal of econometrics 172 (2013) 2, pp. 195-204

Persistent link: https://www.econbiz.de/10009706209

Generalized dynamic factor models and volatilities : recovering the market volatility shocks

Barigozzi, Matteo; Hallin, Marc - In: The econometrics journal 19 (2016) 1, pp. 33-60

Persistent link: https://www.econbiz.de/10011487491

Pseudo-Gaussian and rank-based optimal tests for random individual effects in large small panels

Bennala, Nezar; Hallin, Marc; Paindaveine, Davy - In: Journal of econometrics 170 (2012) 1, pp. 50-67

Persistent link: https://www.econbiz.de/10009673156

Market liquidity as dynamic factors

Hallin, Marc; Mathias, Charles; Pirotte, Hugues; … - In: Journal of econometrics 163 (2011) 1, pp. 42-50

Persistent link: https://www.econbiz.de/10009270591