The following pages link to Philippe Soulier (Q180830):
Displaying 50 items.
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Optimal rates of convergence in the Weibull model based on kernel-type estimators (Q419172) (← links)
- Function-indexed empirical processes based on an infinite source Poisson transmission stream (Q442075) (← links)
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- (Q1397470) (redirect page) (← links)
- The central limit theorem for stationary associated sequences (Q1397471) (← links)
- Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. (Q1427715) (← links)
- Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
- An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
- The tail process revisited (Q1633433) (← links)
- Tail measure and spectral tail process of regularly varying time series (Q1634191) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Adaptive estimation of the spectral density of a weakly or strongly dependent Gaussian process (Q1856453) (← links)
- The periodogram of an i.i.d. sequence. (Q1879538) (← links)
- Practical drift conditions for subgeometric rates of convergence. (Q1879912) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← links)
- Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
- Monotone spectral density estimation (Q2429936) (← links)
- Estimating the scaling function of multifractal measures and multifractal random walks using ratios (Q2444671) (← links)
- Estimation of the memory parameter of the infinite-source Poisson process (Q2465274) (← links)
- Computable convergence rates for sub-geometric ergodic Markov chains (Q2469654) (← links)
- On the existence of some ARCH\((\infty)\)processes (Q2483465) (← links)
- The diameter of an elliptical cloud (Q2515893) (← links)
- Data driven order selection for projection estimator of the spectral density of time series with long range dependence (Q2703255) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY (Q3181946) (← links)
- LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
- Subgeometric ergodicity of Markov chains (Q3416884) (← links)
- Long Memory in Nonlinear Processes (Q3416892) (← links)
- Corrigendum to "Estimating Long Memory in Volatility" (Q3506473) (← links)
- Limit Conditional Distributions for Bivariate Vectors with Polar Representation (Q3562373) (← links)
- Stochastic Volatility Models with Long Memory (Q3646960) (← links)
- (Q3985716) (← links)
- Recent advances on the semi-parametric estimation of the long-range dependence coefficient (Q4226115) (← links)
- (Q4351557) (← links)
- Non parametric estimation of the diffusion coefficient of a diffusion process (Q4385659) (← links)
- (Q4407607) (← links)
- (Q4410084) (← links)
- Estimation adaptative de la densité spectrale d'un processus gaussien faiblement ou fortement dépendant (Q4489353) (← links)
- (Q4496052) (← links)
- Markov Chains (Q4583332) (← links)
- Nonlinear functionals of the periodogram (Q4677008) (← links)
- TESTING FOR LONG MEMORY IN VOLATILITY (Q4807333) (← links)
- Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
