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Simulation and estimation of long memory continuous time models
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000883136
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Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A. - 1993
Persistent link: https://www.econbiz.de/10000874754
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Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.; Guégan, Dominique - 1993
Persistent link: https://www.econbiz.de/10000879083
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A modification of the HP filter aiming at reducing the end-point bias
Bruchez, Pierre-Alain (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002367344
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Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian; Robert, Christian Yann - 2001
Persistent link: https://www.econbiz.de/10001626924
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Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence; Francq, Christian; Zakoïan, Jean-Michel - 1999
Persistent link: https://www.econbiz.de/10001430412
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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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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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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