The following pages link to Guillaume Chevillon (Q1657331):
Displaying 7 items.
- Perpetual learning and apparent long memory (Q1657333) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- Learning can generate long memory (Q2294508) (← links)
- Probabilistic forecasting of bubbles and flash crashes (Q5083227) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
- We modeled long memory with just one lag! (Q6175544) (← links)
