Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000912857
Cover Image
Long memory continuous time models
Comte, Fabienne; Renault, Eric - 1993
Persistent link: https://www.econbiz.de/10000880864
Cover Image
Simulation and estimation of long memory continuous time models
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000883136
Cover Image
Non causality in continuous time VARMA models
Comte, Fabienne; Renault, Eric - 1993 - Rev
Persistent link: https://www.econbiz.de/10000854936
Cover Image
Adaptive estimation in an autoregression and a geometrical beta-mixing regression framework
Baraud, Yannick; Comte, Fabienne; Viennet, Gabrielle - 1998
Persistent link: https://www.econbiz.de/10000984188
Cover Image
Regression on log-regularized periodogram : comparison with Whittle estimator and study of the non Gaussian case
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000917307
Cover Image
Model selection for (auto-) regression with dependent data
Baraud, Yannick; Comte, Fabienne; Viennet, Gabrielle - 1999
Persistent link: https://www.econbiz.de/10001391177
Cover Image
Long memory in continuous time stochastic volatility models
Comte, Fabienne; Renault, Eric - 1996
Persistent link: https://www.econbiz.de/10000930699
Cover Image
Discrete and continuous time cointegration
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000895469