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 | 2012 | |
|---|---|---|
| 4 |      | Y. Boubacar Mainassara, M. Carbon, Christian Francq: Computing and estimating information matrices of weak ARMA models. Computational Statistics & Data Analysis 56(2): 345-361 (2012) |
| 2011 | ||
| 3 | | Y. Boubacar Mainassara, Christian Francq: Estimating structural VARMA models with uncorrelated but non-independent error terms. J. Multivariate Analysis 102(3): 496-505 (2011) |
| 2008 | ||
| 2 | | Christian Francq, Jean-Michel Zakoian: Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. Computational Statistics & Data Analysis 52(6): 3027-3046 (2008) |
| 2006 | ||
| 1 | | Alessandra Amendola, Christian Francq, Siem Jan Koopman: Special Issue on Nonlinear Modelling and Financial Econometrics. Computational Statistics & Data Analysis 51(4): 2115-2117 (2006) |
| 1 | Alessandra Amendola | [1] |
| 2 | M. Carbon | [4] |
| 3 | Siem Jan Koopman | [1] |
| 4 | Y. Boubacar Mainassara | [3] [4] |
| 5 | Jean-Michel Zakoian | [2] |
Colors in the list of coauthors
Last update Wed May 30 22:34:44 2012 CET by the DBLP Team —
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