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Statistique paramétrique des processus longue mémoire

Guégan, Dominique - In: Publications de l'Institut de Statistique de … 36 (1991) 1, pp. 125-140

Persistent link: https://www.econbiz.de/10001141256

The multivariate threshold model : an alternative to detect breaks and hidden cycles on real data

Guégan, Dominique; Nguyen, Jean-Marc - 1998

Persistent link: https://www.econbiz.de/10000996740

Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions

Guégan, Dominique; Tschernig, Rolf - 1998

Persistent link: https://www.econbiz.de/10000984196

Processus à longue mémoire : propriétés probabilistes et statistiques

Guégan, Dominique - In: Publications de l'Institut de Statistique de … 36 (1991) 1, pp. 5-41

Persistent link: https://www.econbiz.de/10001141267

Lagrange multiplier test for contigous hypothesis

Guégan, Dominique; Ngatchou Wandji, J. - 1994

Persistent link: https://www.econbiz.de/10000891347

A note on the estimation of the parameters of the diagonal bilinear model by the method of least squares

Guégan, Dominique - In: Scandinavian journal of statistics : SJS ; theory and … 16 (1989) 2, pp. 129-136

Persistent link: https://www.econbiz.de/10001100561

Detecting deterministic chaos from observational data

Delecroix, Michel; Guégan, Dominique; Léorat, Guillaume - 1994

Persistent link: https://www.econbiz.de/10000896439

The cascade Bayesian approach : prior transformation for a controlled integration of internal data, external data and scenarios

Hassani, Bertrand; Renaudin, Alexis - In: Risks : open access journal 6 (2018) 2, pp. 1-17

According to the last proposals of the Basel Committee on Banking Supervision, banks or insurance companies under the advanced measurement approach (AMA) must use four different sources of information to assess their operational risk capital requirement. The fourth includes ’business...

Persistent link: https://www.econbiz.de/10011866503