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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Statistique non paramétrique des processus à longue mémoire : le cas du modèle de régression
Bosq, Denis, (1991)
Non parametric estimation of the chaotic function and the invariant measure of a dynamical system
Bosq, Denis, (1993)
Statistical estimation of the embedding dimension of a dynamic system
Bosq, Denis, (1998)