Documents (Authors)

• [Virtualconference] Consistent model selection criteria and goodness-of-fit test for common time series models / Author of the conference Bardet, Jean-Marc. CIRM
  
• [Post-edited] Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes / Author of the conference Bardet, Jean-Marc. CIRM
  

Documents (Event Organizers)

• [Multi angle] Conditional independence in extremes / Author of the conference Strokorb, Kirstin. -Marseille : CIRM
  
• [Multi angle] Modelling multivariate extreme value distributions via Markov trees / Author of the conference Segers, Johan. -Marseille : CIRM
  
• [Multi angle] The extrapolation of correlation / Author of the conference Panaretos, Victor. -Marseille : CIRM
  
• [Multi angle] Mixing properties of non-stationary INGARCH(1,1) processes / Author of the conference Leucht, Anne. -Marseille : CIRM
  
• [Multi angle] Scan statistics for the detection of anomalies in random fields / Author of the conference Kirch, Claudia. -Marseille : CIRM
  
• [Multi angle] Testing the existence of moments for GARCH-type processes / Author of the conference Zakoïan, Jean-Michel. -Marseille : CIRM
  
• [Virtualconference] Likelihood-based estimation, model selection, and forecasting of integer-valued trawl processes / Author of the conference Veraart, Almut. CIRM
  
• [Virtualconference] Reconciling the Gaussian and Whittle Likelihood with an application to estimation in the frequency domain / Author of the conference Subba Rao, Suhasini. CIRM
  
• [Multi angle] Detecting seasonality changes in multivariate extremes from climatological time series / Author of the conference Naveau, Philippe. CIRM
  
• [Virtualconference] Modeling of time series using random forests: theoretical developments / Author of the conference Davis, Richard. CIRM
  

Linked documents : [12 document(s)]