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Estimation of a non-centrality parameter under Stein type like losses
Fourdrinier, Dominique; Philippe, Anne; Robert, Christian P. - 1996
Persistent link: https://www.econbiz.de/10000952885
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Estimation of quadratic functions : noninformative priors for non-centrality parameters
Berger, James O.; Philippe, Anne; Robert, Christian P. - 1996
Persistent link: https://www.econbiz.de/10000936720
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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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A note on the confidence properties of reference priors for the calibration model
Philippe, Anne; Robert, Christian P. - 1994
Persistent link: https://www.econbiz.de/10000908208
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MCMC control spreadsheets for exponentiel mixture estimation
Gruet, Marie-Anne; Philippe, Anne; Robert, Christian P. - 1998
Persistent link: https://www.econbiz.de/10000984187
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Estimating Long Memory in Panel Random‐Coefficient AR(1) Data
Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė - In: Journal of Time Series Analysis 41 (2020) 4, pp. 520-535
Persistent link: https://www.econbiz.de/10012192371
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Detection of nonconstant long memory parameter
Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; … - In: Econometric theory 29 (2013) 5, pp. 1009-1056
Persistent link: https://www.econbiz.de/10010248314
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A test for stationarity versus trends and unit roots for a wide class of dependent errors
Giraitis, Liudas; Leipus, Remigijus; Philippe, Anne - In: Econometric theory 22 (2006) 6, pp. 989-1029
Persistent link: https://www.econbiz.de/10003396931
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A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
Giraitis, Liudas; Leipus, Remigijus; Philippe, Anne - In: Econometric theory 22 (2006) 6, pp. 989-1029
Persistent link: https://www.econbiz.de/10007393749
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CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES
Philippe, Anne; Puplinskaite, Donata; Surgailis, Donatas - In: Journal of Time Series Analysis 35 (2014) 1, pp. 16-39
Persistent link: https://www.econbiz.de/10010722427