Francq, Christian; Roy, Roch and Saidi, Abdessamad (2011): Asymptotic properties of weighted least squares estimation in weak parma models. Unpublished.
Francq, Christian and Zakoian, Jean-Michel (2009): Bartlett's formula for a general class of non linear processes. Unpublished.
Dabo-Niang, Sophie; Francq, Christian and Zakoian, Jean-Michel (2009): Combining parametric and nonparametric approaches for more efficient time series prediction. Unpublished.
Boubacar Mainassara, Yacouba; Carbon, Michel and Francq, Christian (2010): Computing and estimating information matrices of weak arma models. Unpublished.
Amendola, Alessandra and Francq, Christian (2009): Concepts and tools for nonlinear time series modelling. Forthcoming in: Handbook of Computational Econometrics (July 2009)
Boubacar Mainassara, Yacouba and Francq, Christian (2009): Estimating structural VARMA models with uncorrelated but non-independent error terms. Unpublished.
Francq, Christian and Zakoian, Jean-Michel (2009): Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models. Unpublished.
Francq, Christian; Horvath, Lajos and Zakoian, Jean-Michel (2009): Merits and drawbacks of variance targeting in GARCH models. Unpublished.
Duchesne, Pierre and Francq, Christian (2010): On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses. Unpublished.
Francq, Christian and Zakoian, Jean-Michel (2010): Optimal predictions of powers of conditionally heteroskedastic processes. Unpublished.
Carbon, Michel and Francq, Christian (2010): Portmanteau goodness-of-fit test for asymmetric power GARCH models. Unpublished.
Francq, Christian and Zakoian, Jean-Michel (2010): QML estimation of a class of multivariate GARCH models without moment conditions on the observed process. Unpublished.
Francq, Christian and Zakoian, Jean-Michel (2010): Strict stationarity testing and estimation of explosive ARCH models. Unpublished.
Francq, Christian; Horvath, Lajos and Zakoian, Jean-Michel (2008): Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space. Unpublished.
Francq, Christian and Zakoian, Jean-Michel (2008): Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons. Unpublished.
