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Expansions of penalized likelihood ratio statistics and consequences on matching priors for HPD regions
Rousseau, Judith - 1996
Persistent link: https://www.econbiz.de/10000927786
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Asymptotic properties of HPD regions in the discrete case
Rousseau, Judith - 1997
Persistent link: https://www.econbiz.de/10000968639
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Coverage properties of one-sided intervals in the discrete case and application to matching priors
Rousseau, Judith - 1997
Persistent link: https://www.econbiz.de/10000968640
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Small sample asymptotics for the sample autocorrelation function under long range dependence
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - 1999
Persistent link: https://www.econbiz.de/10001391152
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Small-sample likelihood-based inference in the ARFIMA-model
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - 1999
Persistent link: https://www.econbiz.de/10001396408
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Valid Edgeworth expansion for the sample autocorrelation function under long range dependence
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - In: Econometric theory 17 (2001) 1, pp. 257-275
Persistent link: https://www.econbiz.de/10001556120
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Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - In: Econometric theory 16 (2000) 2, pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
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Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, gaussian, strongly dependent process
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - 2002
Persistent link: https://www.econbiz.de/10001640913
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A mixture approach to Bayesian goodness of fit
Robert, Christian P.; Rousseau, Judith - 2002
Persistent link: https://www.econbiz.de/10001669706
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Laplace expansions in MCMC algorithms for latent variable models
Guihenneuc, C.; Rousseau, Judith - 2002
Persistent link: https://www.econbiz.de/10001669709