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subject:"Time series analysis"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Lisi, Francesco"
~person:"Zakoïan, Jean-Michel"
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Time series analysis
Estimation theory
17
Schätztheorie
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Theorie
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ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
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1987-1993
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Lisi, Francesco
Zakoïan, Jean-Michel
Gouriéroux, Christian
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Broze, Laurence
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Comte, Fabienne
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Econometric theory
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CORE discussion paper : DP
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Energy economics
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Handbook of financial time series
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Journal de la Société de Statistique de Paris
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ECONIS (ZBW)
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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
Saved in:
2
Predictive dimension : an alternative definition of the embedding dimension
Guégan, Dominique
;
Lisi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000980457
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3
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
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4
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000902196
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