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Weak conditional independence and relative invariance in Bayesian statistics
Florens, Jean-Pierre; Mouchart, Michel; Rolin, Jean-Marie - 1990
Persistent link: https://www.econbiz.de/10000802556
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Invariance arguments in Bayesian statistics
Florens, Jean-Pierre; Mouchart, Michel; Rolin, Jean-Marie - 1989
Persistent link: https://www.econbiz.de/10000780981
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Duration models and point processes
Florens, Jean-Pierre (contributor);  … - 2007
This survey is devoted to the statistical analysis of duration models and point processes. The first section introduces specific concepts and definitions for single-spell duration models. Section two is devoted to the presentation of conditional duration models which incorporate the effects of...
Persistent link: https://www.econbiz.de/10003635142
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Duration models and point processes
Florens, Jean-Pierre; Fougère, Denis; Mouchart, Michel - 2007
Persistent link: https://www.econbiz.de/10003656170
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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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Exhaustivité, ancillarité et statistique bayesienne
Florens, Jean-Pierre - In: Annales d'économie et de statistique 4 (1986), pp. 63-93
Persistent link: https://www.econbiz.de/10001036597
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Duration models
Florens, Jean-Pierre - 1995
Persistent link: https://www.econbiz.de/10000908395
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Noncausality and marginalization of Markov processes
Florens, Jean-Pierre - In: Econometric theory 9 (1993) 2, pp. 241-262
Persistent link: https://www.econbiz.de/10001143731
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Bayesian specification tests
Florens, Jean-Pierre; Mouchart, Michel - 1988
Persistent link: https://www.econbiz.de/10011843023
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Non-causality and marginal Markov processes
Florens, Jean-Pierre; Mouchart, Michel; Rolin, Jean-Marie - 1987
Persistent link: https://www.econbiz.de/10011843065