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Stationarity of multivariate markov-switching ARMA models
Francq, Christian; Zakoïan, Jean-Michel - 2000
Persistent link: https://www.econbiz.de/10001530320
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Linear-representations based estimation of switching-regime GARCH models
Francq, Christian; Zakoïan, Jean-Michel - 1999
Persistent link: https://www.econbiz.de/10001430409
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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
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Estimating linear representations of nonlinear processes
Francq, Christian; Zakoïan, Jean-Michel - 1995
Persistent link: https://www.econbiz.de/10000926258
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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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Estimating weak Garch representations
Francq, Christian; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000975633
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Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel - 1998
Persistent link: https://www.econbiz.de/10000997344
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Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian; Zakoïan, Jean-Michel - 2000
Persistent link: https://www.econbiz.de/10001549029
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Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000968635
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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