The following pages link to Christian Francq (Q288101):
Displaying 50 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- (Q198106) (redirect page) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- (Q385777) (redirect page) (← links)
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- Risk-parameter estimation in volatility models (Q473360) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Kernel regression estimation for random fields (Q866620) (← links)
- Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
- Asymptotic normality of frequency polygons for random fields (Q1039489) (← links)
- On the identifiability of minimal VARMA representations (Q1281920) (← links)
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- Estimating ARMA models with recurrent regime changes (Q1876898) (← links)
- Consistent and asymptotically normal estimators for cyclically time-dependent linear models (Q1881377) (← links)
- Identification of a univariate ARMA model (Q1965949) (← links)
- Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397) (← links)
- GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
- The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232) (← links)
- Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
- Quasi score-driven models (Q2697985) (← links)
- ESTIMATING WEAK GARCH REPRESENTATIONS (Q2716484) (← links)
- Conditional Heteroskedasticity Driven by Hidden Markov Chains (Q2740104) (← links)
- Poisson QMLE of Count Time Series Models (Q2802909) (← links)
- Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (Q2851994) (← links)
- Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models (Q2859073) (← links)
- Bartlett's formula for a general class of nonlinear processes (Q3077657) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE (Q3377447) (← links)
- MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS (Q3408521) (← links)
- On Efficient Inference in GARCH Processes (Q3416896) (← links)
- Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified (Q3466886) (← links)
- Asymptotic Relative Efficiency of Goodness-Of-Fit Tests Based on Inverse and Ordinary Autocorrelations (Q3505308) (← links)
- (Q3535260) (← links)
- SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631) (← links)
- A Tour in the Asymptotic Theory of GARCH Estimation (Q3646950) (← links)
