The following pages link to Jean-Michel Zakoian (Q178776):
Displaying 50 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- (Q290957) (redirect page) (← links)
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- (Q385778) (redirect page) (← links)
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- (Q473359) (redirect page) (← links)
- Risk-parameter estimation in volatility models (Q473360) (← links)
- Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Stationarity and geometric ergodicity of a class of nonlinear ARCH models (Q997428) (← links)
- Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
- Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
- GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
- The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232) (← links)
- Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
- ESTIMATING WEAK GARCH REPRESENTATIONS (Q2716484) (← links)
- Conditional Heteroskedasticity Driven by Hidden Markov Chains (Q2740104) (← links)
- Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models (Q2859073) (← links)
- Bartlett's formula for a general class of nonlinear processes (Q3077657) (← links)
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
- (Q3141118) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE (Q3377447) (← links)
- MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS (Q3408521) (← links)
- On Efficient Inference in GARCH Processes (Q3416896) (← links)
- On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes (Q3452746) (← links)
- SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631) (← links)
- A Tour in the Asymptotic Theory of GARCH Estimation (Q3646950) (← links)
- Estimation de représentations GARCH faibles (Q4219561) (← links)
- Estimation de la précision asymptotique dans l'estimation de modèles ARMA faibles (Q4219587) (← links)
- Efficient use of higher‐lag autocorrelations for estimating autoregressive processes (Q4431621) (← links)
- Modèles ARCH avec changement de régime markovien (Q4495525) (← links)
- Stationnarité des modèles ARMA à changement de régime markovien (Q4498356) (← links)
- COMMENTS ON THE PAPER BY MINXIAN YANG: “SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS” (Q4807312) (← links)
- (Q4867312) (← links)
- (Q4896468) (← links)
- Multivariate arma models with generalized autoregressive linear innovation (Q4949463) (← links)
- Optimal Predictions of Powers of Conditionally Heteroscedastic Processes (Q5088221) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- GARCH Models (Q5222822) (← links)
