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subject:"Germany"
~person:"Francq, Christian"
~subject:"ARIMA"
~subject:"Stochastic process"
~subject:"Time series analysis"
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7
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Francq, Christian
Gil-Alaña, Luis A.
13
Beran, Jan
11
Sibbertsen, Philipp
11
Maravall Herrero, Agustín
10
McAleer, Michael
8
Feng, Yuanhua
7
Gupta, Rangan
7
Chan, Joshua
6
Hyndman, Rob J.
6
Lütkepohl, Helmut
6
Poskitt, Donald Stephen
6
Silvestrini, Andrea
6
Baillie, Richard
5
Boubaker, Heni
5
Chan, Joshua C. C.
5
Cochrane, John H.
5
Cubadda, Gianluca
5
Hecq, Alain W. J.
5
Kaiser, Regina
5
Koopman, Siem Jan
5
Lacroix, Renaud
5
Ocker, Dirk
5
Palm, Franz C.
5
Rodriguez, Gabriel
5
Bhardwaj, Geetesh
4
Candelon, Bertrand
4
Chambers, Marcus J.
4
Hauser, Michael A.
4
Hoesli, Martin
4
Nielsen, Morten Ørregaard
4
Saikkonen, Pentti
4
Serrano, Camilo
4
Thornton, Michael A.
4
Vahid, Farshid
4
Veredas, David
4
Wüger, Michael
4
Yu, Jun
4
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4
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Journal of econometrics
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ECONIS (ZBW)
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Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935357
Saved in:
2
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
3
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
Saved in:
4
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
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