Munich Personal RePEc Archive

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Number of items: 4.

31 March 2014

Gouriéroux, Christian and Zakoian, Jean-Michel (2014): On uniqueness of moving average representations of heavy-tailed stationary processes.

5 May 2016

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)

9 June 2017

Gouriéroux, Christian and Monfort, Alain and Zakoian, Jean-Michel (2017): Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations.

2018

Gouriéroux, Christian and Monfort, Alain and Zakoian, Jean-Michel (2018): Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations. Forthcoming in: Econometrica

This list was generated on Sun Aug 25 08:05:25 2019 CEST.
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