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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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A symptotic theory or multivariate GARCH processes
Comte, Fabienne; Lieberman, Offer - 2001
Persistent link: https://www.econbiz.de/10001637163
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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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Discrete and continuous time cointegration
Comte, Fabienne - In: Journal of econometrics 88 (1999) 2, pp. 207-226
Persistent link: https://www.econbiz.de/10001252786
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Discrete and continuous time cointegration
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000895469
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Adaptative estimation of the spectrum of a stationary Gaussian sequence
Comte, Fabienne - 1999
Persistent link: https://www.econbiz.de/10009758933
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Strike data with a crisis point
Lieberman, Offer - In: Journal of quantitative economics : official journal of … 14 (1998) 2, pp. 85-96
Persistent link: https://www.econbiz.de/10001444769
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The exact bias of the log-periodogram regression estimator
Lieberman, Offer - In: Econometric reviews 20 (2001) 3, pp. 369-383
Persistent link: https://www.econbiz.de/10001606196
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On the approximation of saddlepoint expansions in statistics
Lieberman, Offer - In: Econometric theory 10 (1994) 5, pp. 900-916
Persistent link: https://www.econbiz.de/10001175052
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On plug-in estimation of long memory models
Lieberman, Offer - In: Econometric theory 21 (2005) 2, pp. 431-454
Persistent link: https://www.econbiz.de/10002740760