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Asymptotic normality of frequency polygons for random fields
Carbon, Michel - 2008
Persistent link: https://www.econbiz.de/10003755840
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Long memory in continuous time stochastic volatility models
Comte, Fabienne; Renault, Eric - 1996
Persistent link: https://www.econbiz.de/10000930699
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On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David; Malongo, Hassan - 2013
Persistent link: https://www.econbiz.de/10010342712
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Copulas of a vector-valued stationary weakly dependent process
Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel - 2004
Persistent link: https://www.econbiz.de/10003435092
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Statistical inference for random variance option pricing
Pastorello, Sergio; Renault, Eric; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000984169
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Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel; Maes, J. - 1998
Persistent link: https://www.econbiz.de/10000984193
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Testing the proportional odds model under random censoring
Dauxois, Jean-Yves; Kirmani, Syed N. U. A. - 2001
Persistent link: https://www.econbiz.de/10001572444
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Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel - 2013
Persistent link: https://www.econbiz.de/10010348527
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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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Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000912857