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Olivier Scaillet - MaRDI portal

Olivier Scaillet

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Person:738135

Available identifiers

zbMath Open scaillet.olivierMaRDI QIDQ738135

List of research outcomes





PublicationDate of PublicationType
Multi-signal approaches for repeated sampling schemes in inertial sensor calibration2024-09-12Paper
A penalized two-pass regression to predict stock returns with time-varying risk premia2023-11-17Paper
Saddlepoint Approximations for Spatial Panel Data Models2023-07-04Paper
A higher-order correct fast moving-average bootstrap for dependent data2023-06-09Paper
On ill-posedness of nonparametric instrumental variable regression with convexity constraints2022-08-02Paper
Spanning tests for Markowitz stochastic dominance2020-06-18Paper
A diagnostic criterion for approximate factor structure2019-10-23Paper
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets2019-01-31Paper
Tikhonov regularization for nonparametric instrumental variable estimators2016-08-15Paper
Robust subsampling2016-08-15Paper
Testing for symmetry and conditional symmetry using asymmetric kernels2015-07-21Paper
Discussion: Nonparametric estimation of noisy integral equations of the second kind2014-08-01Paper
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects2013-11-08Paper
Testing for Stochastic Dominance Efficiency2010-10-11Paper
Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data2009-05-20Paper
Testing for equality between two copulas2009-02-09Paper
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases2008-03-31Paper
Multivariate wavelet-based shape-preserving estimation for dependent observations2008-01-09Paper
Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters2007-03-29Paper
A kolmogorov-smirnov type test for positive quadrant dependence2006-01-16Paper
CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA2005-06-07Paper
Testing for Concordance Ordering2005-03-30Paper
Density estimation using inverse and reciprocal inverse Gaussian kernels2004-09-27Paper
Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall2004-05-27Paper
Instrumental Models and Indirect Encompassing2002-05-28Paper
https://portal.mardi4nfdi.de/entity/Q27823622002-01-01Paper
Convergence of discrete time option pricing models under stochastic interest rates2000-05-24Paper
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary2000-05-24Paper
Path dependent options on yields in the affine term structure model1999-05-25Paper
Unemployment insurance and mortgages1998-03-17Paper
https://portal.mardi4nfdi.de/entity/Q48673121996-03-31Paper
Default risk and derivative products1996-01-01Paper

Research outcomes over time

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