Narrow search
Showing 1 - 9 of 9
Cover Image
A note on the confidence properties of reference priors for the calibration model
Philippe, Anne; Robert, Christian P. - 1994
Persistent link: https://www.econbiz.de/10000908208
Cover Image
Estimation of a non-centrality parameter under Stein type like losses
Fourdrinier, Dominique; Philippe, Anne; Robert, Christian P. - 1996
Persistent link: https://www.econbiz.de/10000952885
Cover Image
Riemann sums for MCMC estimation and convergence monitoring
Philippe, Anne; Robert, Christian P. - 1998
Persistent link: https://www.econbiz.de/10000997342
Cover Image
MCMC control spreadsheets for exponentiel mixture estimation
Gruet, Marie-Anne; Philippe, Anne; Robert, Christian P. - 1998
Persistent link: https://www.econbiz.de/10000984187
Cover Image
Estimation of quadratic functions : noninformative priors for non-centrality parameters
Berger, James O.; Philippe, Anne; Robert, Christian P. - 1996
Persistent link: https://www.econbiz.de/10000936720
Cover Image
A model for long memory conditional heteroscedasticity
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas - 2000
Persistent link: https://www.econbiz.de/10001490719
Cover Image
Variance-type estimation of long memory
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas - 1998
Persistent link: https://www.econbiz.de/10000996492
Cover Image
ARCH (∞) models and long memory properties
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas - In: Handbook of financial time series, (pp. 71-84). 2009
Persistent link: https://www.econbiz.de/10003833780
Cover Image
Stationary integrated Arch(∞) and Ar(∞) processes with finite variance
Giraitis, Liudas; Surgailis, Donatas; Škarnulis, Andrius - In: Econometric theory 34 (2018) 6, pp. 1159-1179
Persistent link: https://www.econbiz.de/10012038038