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Showing 1-8 of 8 results

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Consistent model selection criteria and goodness-of-fit test for common time series models

Bardet, Jean-Marc, Kamila, Kare, and Kengne, William
Electronic Journal of Statistics Volume 14, Number 1 (2020), 2009-2052.

Journal article

Non-parametric estimation of time varying AR(1)–processes with local stationarity and periodicity

Bardet, Jean-Marc and Doukhan, Paul
Electronic Journal of Statistics Volume 12, Number 2 (2018), 2323-2354.

Journal article

Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes

Bardet, Jean-Marc, Boularouk, Yakoub, and Djaballah, Khedidja
Electronic Journal of Statistics Volume 11, Number 1 (2017), 452-479.

Journal article

Multiple breaks detection in general causal time series using penalized quasi-likelihood

Bardet, Jean-Marc, Kengne, William, and Wintenberger, Olivier
Electronic Journal of Statistics Volume 6, (2012), 435-477.

Journal article

Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes

Bardet, Jean-Marc and Bibi, Hatem
Electronic Journal of Statistics Volume 6, (2012), 2383-2419.

Journal article

Measuring the roughness of random paths by increment ratios

Bardet, Jean-Marc and Surgailis, Donatas
Bernoulli Volume 17, Number 2 (May 2011), 749-780.

Journal article

Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes

Bardet, Jean-Marc and Wintenberger, Olivier
Annals of Statistics Volume 37, Number 5B (October 2009), 2730-2759.

Journal article

Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes

Bardet, Jean-Marc, Bibi, Hatem, and Jouini, Abdellatif
Bernoulli Volume 14, Number 3 (August 2008), 691-724.

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