Gilles Teyssière

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
Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels Journal of Econometrics	2016-03-30	Paper
Adaptive detection of multiple change-points in asset price volatility	2010-02-05	Paper
scientific article; zbMATH DE number 5666932 (Why is no real title available?)	2010-02-05	Paper
Prediction, orthogonal polynomials and Toeplitz matrices. A fast and reliable approximation to the Durbin-Levinson algorithm	2010-02-05	Paper
Testing for bubbles and change-points Journal of Economic Dynamics and Control	2008-11-06	Paper
The increment ratio statistic Journal of Multivariate Analysis	2008-03-11	Paper
Detection of multiple change-points in multivariate time series Lithuanian Mathematical Journal	2008-02-18	Paper
A LARCH(∞) Vector Valued Process Lecture Notes in Statistics	2007-01-09	Paper
Microeconomic Models for Long Memory in the Volatility of Financial Time Series Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
Computational Science - ICCS 2004 Lecture Notes in Computer Science	2005-12-23	Paper
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals Journal of Statistical Computation and Simulation	2005-05-09	Paper
scientific article; zbMATH DE number 2096860 (Why is no real title available?)	2004-09-06	Paper
On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives Acta Applicandae Mathematicae	2003-12-09	Paper
Rescaled variance and related tests for long memory in volatility and levels Journal of Econometrics	2003-04-09	Paper
Empirical process of the squared residuals of an ARCH sequence The Annals of Statistics	2002-11-14	Paper
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Statistical Inference for Stochastic Processes	2000-01-01	Paper

Research outcomes over time

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