Anne Peguin-Feissolle

Available identifiers

zbMath Open peguin-feissolle.anneMaRDI QIDQ671795

List of research outcomes

Publication	Date of Publication	Type
Testing for misspecification in the short-run component of GARCH-type models	2023-03-30	Paper
A smooth transition long-memory model	2023-03-13	Paper
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form	2013-05-13	Paper
Modelling squared returns using a SETAR model with long-memory dynamics	2013-01-02	Paper
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\)	2008-06-11	Paper
Econometric Modeling and Inference	2007-10-02	Paper
A comparison of the power of some tests for conditional heteroscedasticity	1999-04-28	Paper
Bayesian estimation and forecasting in non-linear models	1997-02-27	Paper
Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model	1995-03-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Anne Peguin-Feissolle