BibTeX records: Jeroen V. K. Rombouts

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@article{DBLP:journals/csda/KontoghiorghesDB14,
  author       = {Erricos John Kontoghiorghes and
                  Herman K. van Dijk and
                  David A. Belsley and
                  Tim Bollerslev and
                  Francis X. Diebold and
                  Jean{-}Marie Dufour and
                  Robert F. Engle and
                  Andrew Harvey and
                  Siem Jan Koopman and
                  Hashem Pesaran and
                  Peter C. B. Phillips and
                  Richard J. Smith and
                  Mike West and
                  Qiwei Yao and
                  Alessandra Amendola and
                  Monica Billio and
                  Cathy W. S. Chen and
                  Carl Chiarella and
                  Ana Colubi and
                  Manfred Deistler and
                  Christian Francq and
                  Marc Hallin and
                  Eric Jacquier and
                  Kenneth Judd and
                  Gary Koop and
                  Helmut L{\"{u}}tkepohl and
                  James G. MacKinnon and
                  Stefan Mittnik and
                  Yasuhiro Omori and
                  D. S. G. Pollock and
                  Tommaso Proietti and
                  Jeroen V. K. Rombouts and
                  Olivier Scaillet and
                  Willi Semmler and
                  Mike K. P. So and
                  Mark F. J. Steel and
                  Robert Taylor and
                  Elias Tzavalis and
                  Jean{-}Michel Zakoian and
                  H. Peter Boswijk and
                  Alessandra Luati and
                  John M. Maheu},
  title        = {CFEnetwork: The Annals of Computational and Financial Econometrics:
                  2nd Issue},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {76},
  pages        = {1--3},
  year         = {2014},
  url          = {https://doi.org/10.1016/j.csda.2014.04.006},
  doi          = {10.1016/J.CSDA.2014.04.006},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/csda/KontoghiorghesDB14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/csda/RomboutsS14,
  author       = {Jeroen V. K. Rombouts and
                  Lars Stentoft},
  title        = {Bayesian option pricing using mixed normal heteroskedasticity models},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {76},
  pages        = {588--605},
  year         = {2014},
  url          = {https://doi.org/10.1016/j.csda.2013.06.023},
  doi          = {10.1016/J.CSDA.2013.06.023},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/csda/RomboutsS14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/csda/BauwensR12,
  author       = {Luc Bauwens and
                  Jeroen V. K. Rombouts},
  title        = {On marginal likelihood computation in change-point models},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {56},
  number       = {11},
  pages        = {3415--3429},
  year         = {2012},
  url          = {https://doi.org/10.1016/j.csda.2010.06.025},
  doi          = {10.1016/J.CSDA.2010.06.025},
  timestamp    = {Tue, 18 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/BauwensR12.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/csda/BouezmarniR10,
  author       = {Taoufik Bouezmarni and
                  Jeroen V. K. Rombouts},
  title        = {Nonparametric density estimation for positive time series},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {54},
  number       = {2},
  pages        = {245--261},
  year         = {2010},
  url          = {https://doi.org/10.1016/j.csda.2009.08.016},
  doi          = {10.1016/J.CSDA.2009.08.016},
  timestamp    = {Tue, 18 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/BouezmarniR10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/ma/BouezmarniRT10,
  author       = {Taoufik Bouezmarni and
                  Jeroen V. K. Rombouts and
                  Abderrahim Taamouti},
  title        = {Asymptotic properties of the Bernstein density copula estimator for
                  alpha-mixing data},
  journal      = {J. Multivar. Anal.},
  volume       = {101},
  number       = {1},
  pages        = {1--10},
  year         = {2010},
  url          = {https://doi.org/10.1016/j.jmva.2009.02.014},
  doi          = {10.1016/J.JMVA.2009.02.014},
  timestamp    = {Wed, 17 Feb 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/ma/BouezmarniRT10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/csda/BouezmarniR09,
  author       = {Taoufik Bouezmarni and
                  Jeroen V. K. Rombouts},
  title        = {Semiparametric multivariate density estimation for positive data using
                  copulas},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {53},
  number       = {6},
  pages        = {2040--2054},
  year         = {2009},
  url          = {https://doi.org/10.1016/j.csda.2008.06.005},
  doi          = {10.1016/J.CSDA.2008.06.005},
  timestamp    = {Tue, 18 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/BouezmarniR09.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/csda/BauwensHR07,
  author       = {Luc Bauwens and
                  Christian M. Hafner and
                  Jeroen V. K. Rombouts},
  title        = {Multivariate mixed normal conditional heteroskedasticity},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {51},
  number       = {7},
  pages        = {3551--3566},
  year         = {2007},
  url          = {https://doi.org/10.1016/j.csda.2006.10.012},
  doi          = {10.1016/J.CSDA.2006.10.012},
  timestamp    = {Sat, 16 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/csda/BauwensHR07.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}