Guillaume Chevillon

Available identifiers

zbMath Open chevillon.guillaumeMaRDI QIDQ1657331

List of research outcomes

Publication	Date of Publication	Type
We modeled long memory with just one lag!	2023-08-18	Paper
Probabilistic forecasting of bubbles and flash crashes	2022-06-22	Paper
Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming	2022-06-07	Paper
ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS	2020-03-03	Paper
Learning can generate long memory	2020-02-11	Paper
Perpetual learning and apparent long memory	2018-08-13	Paper
Generating univariate fractional integration within a large VAR(1)	2018-04-18	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: Guillaume Chevillon