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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
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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
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Long memory continuous time models
Comte, Fabienne; Renault, Eric - 1993
Persistent link: https://www.econbiz.de/10000880864
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Simulation and estimation of long memory continuous time models
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000883136
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Non causality in continuous time VARMA models
Comte, Fabienne; Renault, Eric - 1993 - Rev
Persistent link: https://www.econbiz.de/10000854936
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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
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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
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Model selection for (auto-) regression with dependent data
Baraud, Yannick; Comte, Fabienne; Viennet, Gabrielle - 1999
Persistent link: https://www.econbiz.de/10001391177
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On variance noncausality and cointegration
Comte, Fabienne; Lieberman, Offer - 1995
Persistent link: https://www.econbiz.de/10000926250
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Adaptative estimation of the spectrum of a stationary Gaussian sequence
Comte, Fabienne - 1999
Persistent link: https://www.econbiz.de/10009758933