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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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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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Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000912857
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Regression on log-regularized periodogram under assumption on bounded spectral densities : the non fractional and the fractional cases
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000912012
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Long memory continuous time models
Comte, Fabienne; Renault, Eric - 1993
Persistent link: https://www.econbiz.de/10000880864
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Long memory in continuous time stochastic volatility models
Comte, Fabienne; Renault, Eric - 1996
Persistent link: https://www.econbiz.de/10000930699
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Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric - In: Econometric theory 12 (1996) 3, pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
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Error bounds and asymptotoic expansions for Toeplitz product functionals of unbounded spectra
Lieberman, Offer; Phillips, Peter C. B. - 2002
Persistent link: https://www.econbiz.de/10001673807