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Série des documents de travail / Centre de Recherche en Économie et Statistique
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275
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ECONIS (ZBW)
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1
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
Saved in:
2
An invariance principle for new weakly dependent stationary models using sharp moment assumptions
Doukhan, Paul
;
Wintenberger, Olivier
-
2006
Persistent link: https://www.econbiz.de/10003334737
Saved in:
3
On semiparametric M-estimation in single-index regression
Delecroix, Michel
;
Hristache, Marian
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002553921
Saved in:
4
Copulas of a vector-valued stationary weakly dependent process
Doukhan, Paul
;
Fermanian, Jean-David
;
Lang, Gabriel
-
2004
Persistent link: https://www.econbiz.de/10003435092
Saved in:
5
Goodness of fit tests for copulas
Fermanian, Jean-David
-
2003
Persistent link: https://www.econbiz.de/10001812439
Saved in:
6
Empirical CLT for a class of long memory Bernoulli shifts
Doukhan, Paul
;
Lang, Gabriel
;
Surgailis, Donatas
; …
-
2003
Persistent link: https://www.econbiz.de/10001762369
Saved in:
7
Duration time series models with proportional hazard
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714344
Saved in:
8
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
9
The world according to GARP : non-parametric tests of demand theory and rational behavior
Diaye, Marc-Arthur
;
Gardes, François
;
Starzec, Krzysztof
-
2001
Persistent link: https://www.econbiz.de/10001620425
Saved in:
10
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
11
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
12
Guide pratique des séries non-stationnaires
Salanié, Bernard
-
1999
Persistent link: https://www.econbiz.de/10001390192
Saved in:
13
Estimation and applications of Gegenbauer processes
Ferrara, Laurent
;
Guégan, Dominique
-
1999
Persistent link: https://www.econbiz.de/10001391170
Saved in:
14
Nonlinear innovations and impulse responses
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001421278
Saved in:
15
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:
16
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
17
Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
Guégan, Dominique
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000984196
Saved in:
18
The multivariate threshold model : an alternative to detect breaks and hidden cycles on real data
Guégan, Dominique
;
Nguyen, Jean-Marc
-
1998
Persistent link: https://www.econbiz.de/10000996740
Saved in:
19
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
20
Analyse d'intervention et prévisions : problématique et application à des données de la RATP
Ferrara, Luigi
;
Guégan, Dominique
-
1998
Persistent link: https://www.econbiz.de/10000996774
Saved in:
21
Kernel based nonlinear canonical analysis
Darolles, Serge
;
Florens, Jean-Pierre
;
Gourieroux, Christian
-
1998
Persistent link: https://www.econbiz.de/10001355860
Saved in:
22
One-step prediction of chaotic time series by multivariate reconstruction
Lisi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000956284
Saved in:
23
Semiparametric frequency domain estimation for time series with conditional heteroscedasticity
Henry, Mark S.
-
1997
Persistent link: https://www.econbiz.de/10000980264
Saved in:
24
Predictive dimension : an alternative definition of the embedding dimension
Guégan, Dominique
;
Lisi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000980457
Saved in:
25
Prediction in chaotic time series : methods and comparisons using simulations
Guégan, Dominique
;
Mercier, Ludovic
-
1996
Persistent link: https://www.econbiz.de/10000936719
Saved in:
26
Long memory in continuous time stochastic volatility models
Comte, Fabienne
;
Renault, Eric
-
1996
Persistent link: https://www.econbiz.de/10000930699
Saved in:
27
A review of nonparametric time series analysis
Härdle, Wolfgang
;
Lütkepohl, Helmut
;
Chen, Rong
-
1996
Persistent link: https://www.econbiz.de/10000949642
Saved in:
28
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
29
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
30
A review on techniques of estimation in long-memory processes : application to intra-day data
Bisaglia, Luisa
;
Guégan, Dominique
-
1996
Persistent link: https://www.econbiz.de/10000950816
Saved in:
31
On the score function of the box-cox tranformation [transformation] for integrated time series
Guerre, Emmanuel
-
1995
Persistent link: https://www.econbiz.de/10000908210
Saved in:
32
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
33
Regression on log-regularized periodogram under assumption on bounded spectral densities : the non fractional and the fractional cases
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000912012
Saved in:
34
Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000912857
Saved in:
35
The general asymptotic behavior of estimators of the box-cox model for integrated times series
Guerre, Emmanuel
-
1995
Persistent link: https://www.econbiz.de/10000921097
Saved in:
36
Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924112
Saved in:
37
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
38
Geometric versus arithmetic random walk : the case of trended variables
Guerre, Emmanuel
;
Jouneau, Frédéric
-
1995
Persistent link: https://www.econbiz.de/10000924123
Saved in:
39
Switching state space models : likelihood function, filtering and smoothing
Billio, Monica
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000924125
Saved in:
40
On variance noncausality and cointegration
Comte, Fabienne
;
Lieberman, Offer
-
1995
Persistent link: https://www.econbiz.de/10000926250
Saved in:
41
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
42
Simulation and estimation of long memory continuous time models
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000883136
Saved in:
43
Lagrange multiplier test for contigous hypothesis
Guégan, Dominique
;
Ngatchou Wandji, J.
-
1994
Persistent link: https://www.econbiz.de/10000891347
Saved in:
44
Discrete and continuous time cointegration
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000895469
Saved in:
45
Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A.
-
1993
Persistent link: https://www.econbiz.de/10000874754
Saved in:
46
Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.
;
Guégan, Dominique
-
1993
Persistent link: https://www.econbiz.de/10000879083
Saved in:
47
Long memory continuous time models
Comte, Fabienne
;
Renault, Eric
-
1993
Persistent link: https://www.econbiz.de/10000880864
Saved in:
48
Do aggregate measures of mismatch measure mismatch? : A time series analysis of existing concepts
Entorf, Horst
-
1993
Persistent link: https://www.econbiz.de/10000858885
Saved in:
49
Random walks with drift, simultaneous equation errors, and small samples : simulating the bird's-eye view
Entorf, Horst
-
1992
Persistent link: https://www.econbiz.de/10000847424
Saved in:
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