Zobrazeno 1 - 10
of 983
pro vyhledávání: '"Bardet, Jean"'
Autor:
Gotman, Anne
Publikováno v:
Revue française de sociologie, 2018 Jan 01. 59(1), 139-142.
Externí odkaz:
https://www.jstor.org/stable/26409024
The purpose of this paper is to study the convergence of the quasi-maximum likelihood (QML) estimator for long memory linear processes. We first establish a correspondence between the long-memory linear process representation and the long-memory AR$(
Externí odkaz:
http://arxiv.org/abs/2310.14711
Autor:
Bardet, Jean-Marc
Publikováno v:
Journal of Time Series Analysis, In press
The aim of this paper is to provide a new estimator of parameters for LARCH$(\infty)$ processes, and thus also for LARCH$(p)$ or GLARCH$(p,q)$ processes. This estimator results from minimising a contrast leading to a least squares estimator for the a
Externí odkaz:
http://arxiv.org/abs/2110.12721
This paper studies the model selection problem in a large class of causal time series models, which includes both the ARMA or AR($\infty$) processes, as well as the GARCH or ARCH($\infty$), APARCH, ARMA-GARCH and many others processes. We first study
Externí odkaz:
http://arxiv.org/abs/2110.09785
Autor:
Barat, Eric *, Pouant, Camille, Soubieux, Annaelle, Arrii, Marianne, Bardet, Jean-Didier, Chenailler, Catherine, Varin, Rémi
Publikováno v:
In Therapies July-August 2024 79(4):443-451
Autor:
Boudjaaba, Fabrice
Publikováno v:
Annales de démographie historique, 2011 Jan 012 (122), 293-296.
Externí odkaz:
https://www.jstor.org/stable/26251314
Autor:
Sangoï, Jean-Claude
Publikováno v:
Annales de démographie historique, 2007 Jan 012 (114), 191-193.
Externí odkaz:
https://www.jstor.org/stable/26251113
Autor:
HECHT, Jacqueline
Publikováno v:
Annales de démographie historique, 2005 Jan 011 (109), 227-235.
Externí odkaz:
https://www.jstor.org/stable/26250946
Autor:
MICHEL, Youenn
Publikováno v:
Histoire de l'education, 2004 Jan 01(101), 91-95.
Externí odkaz:
https://www.jstor.org/stable/41160120