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Documents Bardet, Jean-Marc 12 results

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The extrapolation of correlation Panaretos, Victor 26/09/2022 G
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Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes Bardet, Jean-Marc 15/02/16 G
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Consistent model selection criteria and goodness-of-fit test for common time series models Bardet, Jean-Marc 15/06/2020 G
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Modeling of time series using random forests: theoretical developments Davis, Richard 14/09/2020 G
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Detecting seasonality changes in multivariate extremes from climatological time series Naveau, Philippe 14/09/2020 G
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Reconciling the Gaussian and Whittle Likelihood with an application to estimation in the frequency domain Subba Rao, Suhasini 14/09/2020 G
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Likelihood-based estimation, model selection, and forecasting of integer-valued trawl processes Veraart, Almut 14/09/2020 G
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Testing the existence of moments for GARCH-type processes Zakoïan, Jean-Michel 14/09/2020 G
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Scan statistics for the detection of anomalies in random fields Kirch, Claudia 26/09/2022 G
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Mixing properties of non-stationary INGARCH(1,1) processes Leucht, Anne 26/09/2022 G