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Bayesian optimal adaptive estimation using a sieve prior
Arbel, Julyan; Gayraud, Ghislaine; Rousseau, Judith - 2013
Persistent link: https://www.econbiz.de/10010342727
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Rates of convergence for a Bayesian level set estimation
Gayraud, Ghislaine; Rousseau, Judith - 2003
Persistent link: https://www.econbiz.de/10001771885
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Estimation of functionals of density support
Gayraud, Ghislaine - 1995
Persistent link: https://www.econbiz.de/10000910560
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Adaptive minimax testing in the discrete regression scheme
Gayraud, Ghislaine; Pouet, Christophe - 2003
Persistent link: https://www.econbiz.de/10001900020
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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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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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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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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. - 1999
Persistent link: https://www.econbiz.de/10001355613
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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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Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Lieberman, Offer; Rosemarin, Roy; Rousseau, Judith - In: Econometric theory 28 (2012) 2, pp. 457-470
Persistent link: https://www.econbiz.de/10009520934