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Search: subject:"non-stationary process"
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Estimation theory
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Mélard, Guy
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Alj, Abdelkamel
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General estimation results for tdVARMA Array Models
Alj, Abdelkamel
;
Azrak, Rajae
;
Mélard, Guy
-
2022
Persistent link: https://www.econbiz.de/10013343501
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2
Asymptotic properties of conditional least-squares estimators for array time series
Azral, Rajae
;
Mélard, Guy
-
2020
Persistent link: https://www.econbiz.de/10012242676
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3
An indirect proof for the asymptotic properties of VARMA model estimators
Mélard, Guy
-
2020
Persistent link: https://www.econbiz.de/10012242681
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4
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients
Alj, Abdelkamer
;
Azrak, Rajae
;
Ley, Christophe
;
Mélard, Guy
-
2016
Persistent link: https://www.econbiz.de/10011672524
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5
Threshold factor models for high-dimensional time series
Liu, Xialu
;
Chen, Rong
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10012439636
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6
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients : part I
Alj, Abdelkamel
;
Ley, Christophe
;
Mélard, Guy
-
2015
Persistent link: https://www.econbiz.de/10011289207
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7
A conditional equity risk model for regulatory assessment
Floryszczak, A.
;
Lévy Véhel, Jacques
;
Majri, M.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 217-242
Persistent link: https://www.econbiz.de/10012105450
Saved in:
8
Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients
Azrak, Rajae
;
Mélard, Guy
- In:
Statistical Inference for Stochastic Processes
9
(
2006
)
3
,
pp. 279-330
Persistent link: https://www.econbiz.de/10005616044
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