Gouriéroux, Christian and Zakoian, Jean-Michel (2014): On uniqueness of moving average representations of heavy-tailed stationary processes.
Gouriéroux, Christian and Zakoian, Jean-Michel (2016): Local Explosion Modelling by Noncausal Process. Forthcoming in: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Gouriéroux, Christian and Monfort, Alain and Zakoian, Jean-Michel (2017): Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations.
Gouriéroux, Christian and Monfort, Alain and Zakoian, Jean-Michel (2018): Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations. Forthcoming in: Econometrica
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