Antony Gautier

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATORS FOR PERIODIC BILINEAR MODELS Bulletin of the Korean Mathematical Society	2010-10-22	Paper
Kalman-type recursions for time-varying ARMA models and their implication for least squares procedure	2009-06-18	Paper
Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model Communications in Statistics: Theory and Methods	2007-02-15	Paper
Propriétés dans L<sup>2</sup>et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques The Canadian Journal of Statistics	2006-07-14	Paper
Stationarity and asymptotic inference of some periodic bilinear models. Comptes Rendus. Mathématique. Académie des Sciences, Paris	2005-12-05	Paper
Large sample properties of parameter least squares estimates for time‐varying arma models Journal of Time Series Analysis	2005-05-20	Paper
Asymptotic influence of mean-correction on estimating a periodic AR(1) model. Comptes Rendus. Mathématique. Académie des Sciences, Paris	2005-05-04	Paper
Estimation of time-varying ARMA models with Markovian changes in regime Statistics & Probability Letters	2005-03-08	Paper
Estimating ARMA models with recurrent regime changes Comptes Rendus. Mathématique. Académie des Sciences, Paris	2004-08-20	Paper

Research outcomes over time

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