The following pages link to Gilles Teyssière (Q180849):
Displaying 12 items.
- Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels'' (Q262787) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives (Q1415885) (← links)
- Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Detection of multiple change-points in multivariate time series (Q2471636) (← links)
- The increment ratio statistic (Q2476149) (← links)
- Microeconomic Models for Long Memory in the Volatility of Financial Time Series (Q3368284) (← links)
- (Q3400726) (← links)
- (Q3400728) (← links)
- (Q3400729) (← links)
- A LARCH(∞) Vector Valued Process (Q3416893) (← links)
