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Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
Chopin, Nicolas; Liseo, B.; Rousseau, Judith - 2010
Persistent link: https://www.econbiz.de/10009406558
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Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Lieberman, Offer; Rosemarin, Roy; Rousseau, Judith - In: Econometric theory 28 (2012) 2, pp. 457-470
Persistent link: https://www.econbiz.de/10009520934
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On the error rate for asymptotic chi-squared distributions in the lattice case
Rousseau, Judith; Skovgaard, Ib M. - 2002
Persistent link: https://www.econbiz.de/10001728876
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Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - In: Econometric theory 16 (2000) 2, pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
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Nonparametric Bayesian estimation of level sets
Gayraud, Ghislaine; Rousseau, Judith - 2002
Persistent link: https://www.econbiz.de/10001660111
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Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, gaussian, strongly dependent process
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - 2002
Persistent link: https://www.econbiz.de/10001640913
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Valid Edgeworth expansion for the sample autocorrelation function under long range dependence
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - In: Econometric theory 17 (2001) 1, pp. 257-275
Persistent link: https://www.econbiz.de/10001556120
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Expansions of penalized likelihood ratio statistics and consequences on matching priors for HPD regions
Rousseau, Judith - 1996
Persistent link: https://www.econbiz.de/10000927786
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Asymptotic properties of HPD regions in the discrete case
Rousseau, Judith - 1997
Persistent link: https://www.econbiz.de/10000968639
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Coverage properties of one-sided intervals in the discrete case and application to matching priors
Rousseau, Judith - 1997
Persistent link: https://www.econbiz.de/10000968640