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LIKELIHOOD INFERENCE FOR A FRACTIONALLY COINTEGRATED VECTOR AUTOREGRESSIVE MODEL

Econometrica, 2012-11, Vol.80 (6), p.2667-2732

2012

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Coarse quantization for random interleaved sampling of bandlimited signals

ESAIM. Mathematical modelling and numerical analysis, 2012-05, Vol.46 (3), p.605-618

2012

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DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES

Econometrica, 2012-05, Vol.80 (3), p.911-967

Hansen, Lars Peter

2012

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Number of distinct sites visited by a random walk with internal states

Probability theory and related fields, 2011-08, Vol.150 (3-4), p.373-403

NANDORI, Peter

2011

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Poisson process Fock space representation, chaos expansion and covariance inequalities

Probability theory and related fields, 2011-08, Vol.150 (3-4), p.663-690

2011

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Efficient Estimation of an Additive Quantile Regression Model

Scandinavian journal of statistics, 2011-03, Vol.38 (1), p.46-62

2011

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Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

Scandinavian journal of statistics, 2011-03, Vol.38 (1), p.1-22

2011

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The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

Probability theory and related fields, 2011-02, Vol.149 (1-2), p.303-330

2011

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Sequential Estimation of a Continuous Distribution Function from Delayed Observations

Communications in statistics. Theory and methods, 2011-01, Vol.40 (10), p.1717-1733

Stępień-Baran, Agnieszka

2011

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Asymptotic Behaviors of the Lorenz Curve for Censored Data Under Strong Mixing

Communications in statistics. Theory and methods, 2011-01, Vol.40 (2), p.323-332

2011

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Notes on the projective limit theorem of Kolmogorov

Positivity : an international journal devoted to the theory and applications of positivity in analysis, 2010-12, Vol.14 (4), p.771-783

König, Heinz

2010

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Quenched large deviation principle for words in a letter sequence

Probability theory and related fields, 2010-11, Vol.148 (3-4), p.403-456

2010

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Structured Spatio-Temporal Shot-Noise Cox Point Process Models, with a View to Modelling Forest Fires

Scandinavian journal of statistics, 2010-03, Vol.37 (1), p.2-25

2010

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Central limit theorems for solutions of the Kac equation: speed of approach to equilibrium in weak metrics

Probability theory and related fields, 2010-03, Vol.146 (3-4), p.451-480, Article 451

2010

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Large Risks, Limited Liability, and Dynamic Moral Hazard

Econometrica, 2010-01, Vol.78 (1), p.73-118

2010

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Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients

Communications in statistics. Theory and methods, 2010-01, Vol.39 (1), p.38-51

2010

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Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data

Communications in statistics. Theory and methods, 2010-01, Vol.39 (12), p.2271-2279

2010

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Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process

Communications in statistics. Theory and methods, 2010-01, Vol.39 (1), p.177-185

Negri, Ilia

2010

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Rectangular random matrices, related convolution

Probability theory and related fields, 2009-07, Vol.144 (3-4), p.471-515

Benaych-Georges, Florent

2009

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An Elementary Theory of Comparative Advantage

Econometrica, 2009-07, Vol.77 (4), p.1165-1192

Costinot, Arnaud

2009

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A stochastic gradient type algorithm for closed-loop problems

Mathematical programming, 2009-06, Vol.119 (1), p.51-78

2009

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On Bernoulli decompositions for random variables, concentration bounds, and spectral localization

Probability theory and related fields, 2009-01, Vol.143 (1-2), p.219-238

2009

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Long-Term Risk: An Operator Approach

Econometrica, 2009-01, Vol.77 (1), p.177-234

2009

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An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications

Probability theory and related fields, 2008-09, Vol.142 (1-2), p.219-247

2008

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Testing Models of Low-Frequency Variability

Econometrica, 2008-09, Vol.76 (5), p.979-1016

2008

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LIKELIHOOD INFERENCE FOR A FRACTIONALLY COINTEGRATED VECTOR AUTOREGRESSIVE MODEL

Coarse quantization for random interleaved sampling of bandlimited signals

DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES

Number of distinct sites visited by a random walk with internal states

Poisson process Fock space representation, chaos expansion and covariance inequalities

Efficient Estimation of an Additive Quantile Regression Model

Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

Sequential Estimation of a Continuous Distribution Function from Delayed Observations

Asymptotic Behaviors of the Lorenz Curve for Censored Data Under Strong Mixing

Notes on the projective limit theorem of Kolmogorov

Quenched large deviation principle for words in a letter sequence

Structured Spatio-Temporal Shot-Noise Cox Point Process Models, with a View to Modelling Forest Fires

Central limit theorems for solutions of the Kac equation: speed of approach to equilibrium in weak metrics

Large Risks, Limited Liability, and Dynamic Moral Hazard

Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients

Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data

Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process

Rectangular random matrices, related convolution

An Elementary Theory of Comparative Advantage

A stochastic gradient type algorithm for closed-loop problems

On Bernoulli decompositions for random variables, concentration bounds, and spectral localization

Long-Term Risk: An Operator Approach

An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications

Testing Models of Low-Frequency Variability

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