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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Alquier, Pierre"
~person:"Francq, Christian"
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Search: subject_exact:"Trend-cycle estimation"
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Alquier, Pierre
Francq, Christian
Gouriéroux, Christian
11
Guégan, Dominique
9
Comte, Fabienne
7
Zakoïan, Jean-Michel
7
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5
Jasiak, Joann
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Renault, Eric
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Broze, Laurence
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Fermanian, Jean-David
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Darolles, Serge
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Entorf, Horst
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Hardouin, C.
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Jouneau-Sion, Frédéric
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Touzi, Nizar
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
6
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Handbook of financial time series
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ECONIS (ZBW)
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Estimating the marginal law of a time series with applications to heavy tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
-
2011
Persistent link: https://www.econbiz.de/10009552653
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2
Model selection for weakly dependent time series forecasting
Alquier, Pierre
;
Wintenberger, Olivier
-
2010
Persistent link: https://www.econbiz.de/10009406557
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3
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
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4
Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935357
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5
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
6
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:
7
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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