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Author ID: francq.christian Recent zbMATH articles by "Francq, Christian"
Published as: Francq, Christian; Francq, C.
Homepage: http://christian.francq140.free.fr/
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Publications by Year

Citations contained in zbMATH Open

68 Publications have been cited 1,324 times in 801 Documents Cited by Year
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes. Zbl 1067.62094
Francq, Christian; Zakoïan, Jean-Michel
208
2004
Diagnostic checking in ARMA models with uncorrelated errors. Zbl 1117.62336
Francq, Christian; Roy, Roch; Zakoïan, Jean-Michel
83
2005
Stationarity of multivariate Markov-switching ARMA models. Zbl 0998.62076
Francq, C.; Zakoïan, J.-M.
74
2001
GARCH models. Structure, statistical inference and financial applications. 2nd edition. Zbl 1431.62004
Francq, Christian; Zakoian, Jean-Michel
74
2019
Estimating linear representations of nonlinear processes. Zbl 0942.62100
Francq, Christian; Zakoïan, Jean-Michel
52
1998
Poisson QMLE of count time series models. Zbl 1381.62244
Ahmad, Ali; Francq, Christian
45
2016
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models. Zbl 1274.62590
Francq, Christian; Zakoïan, Jean-Michel
40
2012
Mixing properties of a general class of \(\text{GARCH}(1,1)\) models without moment assumptions on the observed process. Zbl 1100.62083
Francq, Christian; Zakoïan, Jean-Michel
37
2006
Kernel regression estimation for random fields. Zbl 1104.62105
Carbon, Michel; Francq, Christian; Tran, Lanh Tat
35
2007
Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero. Zbl 1116.62025
Francq, Christian; Zakoian, Jean-Michel
35
2007
The \(L^2\)-structures of standard and switching-regime GARCH models. Zbl 1074.60075
Francq, Christian; Zakoïan, Jean-Michel
32
2005
Conditional heteroskedasticity driven by hidden Markov chains. Zbl 0972.62077
Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel
31
2001
QML estimation of a class of multivariate asymmetric GARCH models. Zbl 1234.62120
Francq, Christian; Zakoïan, Jean-Michel
27
2012
Multivariate portmanteau test for autoregressive models with uncorrelated but nonindependent errors. Zbl 1165.62057
Francq, Christian; Raïssi, Hamdi
27
2006
Estimating structural VARMA models with uncorrelated but non-independent error terms. Zbl 1207.62168
Mainassara, Y. Boubacar; Francq, C.
24
2011
QML inference for volatility models with covariates. Zbl 1415.62078
Francq, Christian; Thieu, Le Quyen
24
2019
Inference in nonstationary asymmetric GARCH models. Zbl 1277.62210
Francq, Christian; Zakoïan, Jean-Michel
24
2013
GARCH models without positivity constraints: exponential or log GARCH? Zbl 1285.62105
Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel
23
2013
Ergodicity of autoregressive processes with Markov-switching and consistency of the maximum-likelihood estimator. Zbl 0954.62104
Francq, Christian; Roussignol, Michel
22
1998
Testing the nullity of GARCH coefficients: correction of the standard tests and relative efficiency comparisons. Zbl 1388.62252
Francq, Christian; Zakoïan, Jean-Michel
21
2009
Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. Zbl 1452.62634
Francq, Christian; Zakoıän, Jean-Michel
19
2008
Inconsistency of the MLE and inference based on weighted LS for LARCH models. Zbl 1431.62372
Francq, Christian; Zakoïan, Jean-Michel
19
2010
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE. Zbl 1441.62692
Francq, Christian; Lepage, Guillaume; Zakoïan, Jean-Michel
18
2011
Optimal predictions of powers of conditionally heteroscedastic processes. Zbl 07555451
Francq, Christian; Zakoïan, Jean-Michel
17
2013
Count and duration time series with equal conditional stochastic and mean orders. Zbl 1467.62139
Aknouche, Abdelhakim; Francq, Christian
17
2021
Covariance matrix estimation for estimators of mixing weak ARMA models. Zbl 0976.62086
Francq, Christian; Zakoïan, Jean-Michel
15
2000
Asymptotic normality of frequency polygons for random fields. Zbl 1177.62111
Carbon, Michel; Francq, Christian; Tran, Lanh Tat
15
2010
Risk-parameter estimation in volatility models. Zbl 1331.91138
Francq, Christian; Zakoïan, Jean-Michel
15
2015
HAC estimation and strong linearity testing in weak ARMA models. Zbl 1102.62096
Francq, Christian; Zakoïan, Jean-Michel
14
2007
Bartlett’s formula for a general class of nonlinear processes. Zbl 1224.62054
Francq, Christian; Zakoïan, Jean-Michel
13
2009
Estimating weak GARCH representations. Zbl 0967.62065
Francq, Christian; Zakoïan, Jean-Michel
13
2000
Computing and estimating information matrices of weak ARMA models. Zbl 1239.62107
Mainassara, Y. Boubacar; Carbon, M.; Francq, C.
12
2012
Estimating multivariate volatility models equation by equation. Zbl 1414.62362
Francq, Christian; Zakoïan, Jean-Michel
12
2016
A central limit theorem for mixing triangular arrays of variables whose dependence is allowed to grow with the sample size. Zbl 1083.62076
Francq, Christian; Zakoïan, Jean-Michel
11
2005
On white noises driven by hidden Markov chains. Zbl 0919.62100
Francq, Christian; Roussignol, Michel
11
1997
Large sample properties of parameter least squares estimates for time-varying ARMA models. Zbl 1062.62172
Francq, Christian; Gautier, Antony
11
2004
Consistent and asymptotically normal estimators for cyclically time-dependent linear models. Zbl 1049.62094
Bibi, Abdelouahab; Francq, Christian
10
2003
Tests for conditional ellipticity in multivariate GARCH models. Zbl 1403.62162
Francq, C.; Jiménez-Gamero, M. D.; Meintanis, S. G.
9
2017
Asymptotic properties of weighted least squares estimation in weak PARMA models. Zbl 1273.62209
Francq, Christian; Roy, Roch; Saidi, Abdessamad
9
2011
On Bartlett’s formula for nonlinear processes. Zbl 0910.62081
Berlinet, Alain; Francq, Christian
8
1997
Sup-tests for linearity in a general nonlinear AR(1) model. Zbl 1294.62200
Francq, Christian; Horvath, Lajos; Zakoïan, Jean-Michel
8
2010
Estimation of time-varying ARMA models with Markovian changes in regime. Zbl 1095.62108
Francq, Christian; Gautier, Antony
7
2005
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns. Zbl 1351.62164
Francq, Christian; Sucarrat, Genaro
7
2017
Multivariate hypothesis testing using generalized and {2}-inverses – with applications. Zbl 1382.62029
Duchesne, Pierre; Francq, Christian
7
2015
Goodness-of-fit tests for Log-GARCH and EGARCH models. Zbl 06852281
Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel
6
2018
Asymptotics of Cholesky GARCH models and time-varying conditional betas. Zbl 1452.62626
Darolles, Serge; Francq, Christian; Laurent, Sébastien
6
2018
Linear representation based estimation of stochastic volatility models. Zbl 1164.62379
Francq, Christian; Zakoïan, Jean-Michel
6
2006
On diagnostic checking time series models with portmanteau test statistics based on generalized inverses and \(\{2\}\)-inverses. Zbl 1151.62069
Duchesne, Pierre; Francq, Christian
6
2008
Functional GARCH models: the quasi-likelihood approach and its applications. Zbl 1452.62988
Cerovecki, Clément; Francq, Christian; Hörmann, Siegfried; Zakoïan, Jean-Michel
6
2019
ARMA models with bilinear innovations. Zbl 0919.62101
Francq, Christian
5
1999
A tour in the asymptotic theory of GARCH estimation. Zbl 1178.62097
Francq, Christian; Zakoïan, Jean-Michel
5
2009
Stationarity and ergodicity of Markov switching positive conditional mean models. Zbl 07569201
Aknouche, Abdelhakim; Francq, Christian
5
2022
A class of stochastic unit-root bilinear processes: mixing properties and unit-root test. Zbl 1418.62321
Francq, Christian; Makarova, Svetlana; Zakoïan, Jean-Michel
4
2008
Comments on the paper by Minxian Yang: “Some properties of vector autoregressive processes with Markov-switching coefficients”. Zbl 1109.62336
Francq, Christian; Zakoïan, Jean-Michel
4
2002
Asymptotic relative efficiency of goodness-of-fit tests based on inverse and ordinary autocorrelations. Zbl 1150.62045
El Ghini, Ahmed; Francq, Christian
3
2006
Multivariate ARMA models with generalized autoregressive linear innovation. Zbl 0983.62058
Francq, C.; Zakoïan, J. M.
3
2000
Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes. Zbl 1030.62064
Broze, L.; Francq, C.; Zakoïan, J.-M.
3
2001
On efficient inference in GARCH processes. Zbl 1102.62095
Francq, Christian; Zakoïan, Jean-Michel
3
2006
Consistent estimation of the value at risk when the error distribution of the volatility model is misspecified. Zbl 1335.62130
El Ghourabi, Mohamed; Francq, Christian; Telmoudi, Fedya
3
2016
Fourier-type estimation of the power GARCH model with stable-Paretian innovations. Zbl 1349.62400
Francq, Christian; Meintanis, Simos G.
3
2016
Nonparametric estimation of density, regression and dependence coefficients. Zbl 1013.62037
Francq, Christian; Tran, Lanh Tat
3
2002
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models. Zbl 07767715
Aknouche, Abdelhakim; Francq, Christian
3
2023
Testing the existence of moments for GARCH processes. Zbl 07491148
Francq, Christian; Zakoïan, Jean-Michel
3
2022
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models. Zbl 1452.62763
Francq, Christian; Zakoïan, Jean-Michel
3
2018
Identification of a univariate ARMA model. Zbl 0937.62088
Berlinet, Alain; Francq, Christian
2
1994
Quasi score-driven models. Zbl 07674657
Blasques, F.; Francq, Christian; Laurent, Sébastien
2
2023
Estimation of asymptotic covariances of empirical autovariances and autocorrelations of multivariate processes. (Estimation du comportement asymptotique des autocovariances et autocorrélations empiriques de processus multivariés.) Zbl 0946.62081
Berlinet, Alain; Francq, Christian
1
1999
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models. Zbl 07467732
Francq, Christian; Zakoïan, Jean-Michel
1
2022
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models. Zbl 07767715
Aknouche, Abdelhakim; Francq, Christian
3
2023
Quasi score-driven models. Zbl 07674657
Blasques, F.; Francq, Christian; Laurent, Sébastien
2
2023
Stationarity and ergodicity of Markov switching positive conditional mean models. Zbl 07569201
Aknouche, Abdelhakim; Francq, Christian
5
2022
Testing the existence of moments for GARCH processes. Zbl 07491148
Francq, Christian; Zakoïan, Jean-Michel
3
2022
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models. Zbl 07467732
Francq, Christian; Zakoïan, Jean-Michel
1
2022
Count and duration time series with equal conditional stochastic and mean orders. Zbl 1467.62139
Aknouche, Abdelhakim; Francq, Christian
17
2021
GARCH models. Structure, statistical inference and financial applications. 2nd edition. Zbl 1431.62004
Francq, Christian; Zakoian, Jean-Michel
74
2019
QML inference for volatility models with covariates. Zbl 1415.62078
Francq, Christian; Thieu, Le Quyen
24
2019
Functional GARCH models: the quasi-likelihood approach and its applications. Zbl 1452.62988
Cerovecki, Clément; Francq, Christian; Hörmann, Siegfried; Zakoïan, Jean-Michel
6
2019
Goodness-of-fit tests for Log-GARCH and EGARCH models. Zbl 06852281
Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel
6
2018
Asymptotics of Cholesky GARCH models and time-varying conditional betas. Zbl 1452.62626
Darolles, Serge; Francq, Christian; Laurent, Sébastien
6
2018
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models. Zbl 1452.62763
Francq, Christian; Zakoïan, Jean-Michel
3
2018
Tests for conditional ellipticity in multivariate GARCH models. Zbl 1403.62162
Francq, C.; Jiménez-Gamero, M. D.; Meintanis, S. G.
9
2017
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns. Zbl 1351.62164
Francq, Christian; Sucarrat, Genaro
7
2017
Poisson QMLE of count time series models. Zbl 1381.62244
Ahmad, Ali; Francq, Christian
45
2016
Estimating multivariate volatility models equation by equation. Zbl 1414.62362
Francq, Christian; Zakoïan, Jean-Michel
12
2016
Consistent estimation of the value at risk when the error distribution of the volatility model is misspecified. Zbl 1335.62130
El Ghourabi, Mohamed; Francq, Christian; Telmoudi, Fedya
3
2016
Fourier-type estimation of the power GARCH model with stable-Paretian innovations. Zbl 1349.62400
Francq, Christian; Meintanis, Simos G.
3
2016
Risk-parameter estimation in volatility models. Zbl 1331.91138
Francq, Christian; Zakoïan, Jean-Michel
15
2015
Multivariate hypothesis testing using generalized and {2}-inverses – with applications. Zbl 1382.62029
Duchesne, Pierre; Francq, Christian
7
2015
Inference in nonstationary asymmetric GARCH models. Zbl 1277.62210
Francq, Christian; Zakoïan, Jean-Michel
24
2013
GARCH models without positivity constraints: exponential or log GARCH? Zbl 1285.62105
Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel
23
2013
Optimal predictions of powers of conditionally heteroscedastic processes. Zbl 07555451
Francq, Christian; Zakoïan, Jean-Michel
17
2013
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models. Zbl 1274.62590
Francq, Christian; Zakoïan, Jean-Michel
40
2012
QML estimation of a class of multivariate asymmetric GARCH models. Zbl 1234.62120
Francq, Christian; Zakoïan, Jean-Michel
27
2012
Computing and estimating information matrices of weak ARMA models. Zbl 1239.62107
Mainassara, Y. Boubacar; Carbon, M.; Francq, C.
12
2012
Estimating structural VARMA models with uncorrelated but non-independent error terms. Zbl 1207.62168
Mainassara, Y. Boubacar; Francq, C.
24
2011
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE. Zbl 1441.62692
Francq, Christian; Lepage, Guillaume; Zakoïan, Jean-Michel
18
2011
Asymptotic properties of weighted least squares estimation in weak PARMA models. Zbl 1273.62209
Francq, Christian; Roy, Roch; Saidi, Abdessamad
9
2011
Inconsistency of the MLE and inference based on weighted LS for LARCH models. Zbl 1431.62372
Francq, Christian; Zakoïan, Jean-Michel
19
2010
Asymptotic normality of frequency polygons for random fields. Zbl 1177.62111
Carbon, Michel; Francq, Christian; Tran, Lanh Tat
15
2010
Sup-tests for linearity in a general nonlinear AR(1) model. Zbl 1294.62200
Francq, Christian; Horvath, Lajos; Zakoïan, Jean-Michel
8
2010
Testing the nullity of GARCH coefficients: correction of the standard tests and relative efficiency comparisons. Zbl 1388.62252
Francq, Christian; Zakoïan, Jean-Michel
21
2009
Bartlett’s formula for a general class of nonlinear processes. Zbl 1224.62054
Francq, Christian; Zakoïan, Jean-Michel
13
2009
A tour in the asymptotic theory of GARCH estimation. Zbl 1178.62097
Francq, Christian; Zakoïan, Jean-Michel
5
2009
Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. Zbl 1452.62634
Francq, Christian; Zakoıän, Jean-Michel
19
2008
On diagnostic checking time series models with portmanteau test statistics based on generalized inverses and \(\{2\}\)-inverses. Zbl 1151.62069
Duchesne, Pierre; Francq, Christian
6
2008
A class of stochastic unit-root bilinear processes: mixing properties and unit-root test. Zbl 1418.62321
Francq, Christian; Makarova, Svetlana; Zakoïan, Jean-Michel
4
2008
Kernel regression estimation for random fields. Zbl 1104.62105
Carbon, Michel; Francq, Christian; Tran, Lanh Tat
35
2007
Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero. Zbl 1116.62025
Francq, Christian; Zakoian, Jean-Michel
35
2007
HAC estimation and strong linearity testing in weak ARMA models. Zbl 1102.62096
Francq, Christian; Zakoïan, Jean-Michel
14
2007
Mixing properties of a general class of \(\text{GARCH}(1,1)\) models without moment assumptions on the observed process. Zbl 1100.62083
Francq, Christian; Zakoïan, Jean-Michel
37
2006
Multivariate portmanteau test for autoregressive models with uncorrelated but nonindependent errors. Zbl 1165.62057
Francq, Christian; Raïssi, Hamdi
27
2006
Linear representation based estimation of stochastic volatility models. Zbl 1164.62379
Francq, Christian; Zakoïan, Jean-Michel
6
2006
Asymptotic relative efficiency of goodness-of-fit tests based on inverse and ordinary autocorrelations. Zbl 1150.62045
El Ghini, Ahmed; Francq, Christian
3
2006
On efficient inference in GARCH processes. Zbl 1102.62095
Francq, Christian; Zakoïan, Jean-Michel
3
2006
Diagnostic checking in ARMA models with uncorrelated errors. Zbl 1117.62336
Francq, Christian; Roy, Roch; Zakoïan, Jean-Michel
83
2005
The \(L^2\)-structures of standard and switching-regime GARCH models. Zbl 1074.60075
Francq, Christian; Zakoïan, Jean-Michel
32
2005
A central limit theorem for mixing triangular arrays of variables whose dependence is allowed to grow with the sample size. Zbl 1083.62076
Francq, Christian; Zakoïan, Jean-Michel
11
2005
Estimation of time-varying ARMA models with Markovian changes in regime. Zbl 1095.62108
Francq, Christian; Gautier, Antony
7
2005
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes. Zbl 1067.62094
Francq, Christian; Zakoïan, Jean-Michel
208
2004
Large sample properties of parameter least squares estimates for time-varying ARMA models. Zbl 1062.62172
Francq, Christian; Gautier, Antony
11
2004
Consistent and asymptotically normal estimators for cyclically time-dependent linear models. Zbl 1049.62094
Bibi, Abdelouahab; Francq, Christian
10
2003
Comments on the paper by Minxian Yang: “Some properties of vector autoregressive processes with Markov-switching coefficients”. Zbl 1109.62336
Francq, Christian; Zakoïan, Jean-Michel
4
2002
Nonparametric estimation of density, regression and dependence coefficients. Zbl 1013.62037
Francq, Christian; Tran, Lanh Tat
3
2002
Stationarity of multivariate Markov-switching ARMA models. Zbl 0998.62076
Francq, C.; Zakoïan, J.-M.
74
2001
Conditional heteroskedasticity driven by hidden Markov chains. Zbl 0972.62077
Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel
31
2001
Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes. Zbl 1030.62064
Broze, L.; Francq, C.; Zakoïan, J.-M.
3
2001
Covariance matrix estimation for estimators of mixing weak ARMA models. Zbl 0976.62086
Francq, Christian; Zakoïan, Jean-Michel
15
2000
Estimating weak GARCH representations. Zbl 0967.62065
Francq, Christian; Zakoïan, Jean-Michel
13
2000
Multivariate ARMA models with generalized autoregressive linear innovation. Zbl 0983.62058
Francq, C.; Zakoïan, J. M.
3
2000
ARMA models with bilinear innovations. Zbl 0919.62101
Francq, Christian
5
1999
Estimation of asymptotic covariances of empirical autovariances and autocorrelations of multivariate processes. (Estimation du comportement asymptotique des autocovariances et autocorrélations empiriques de processus multivariés.) Zbl 0946.62081
Berlinet, Alain; Francq, Christian
1
1999
Estimating linear representations of nonlinear processes. Zbl 0942.62100
Francq, Christian; Zakoïan, Jean-Michel
52
1998
Ergodicity of autoregressive processes with Markov-switching and consistency of the maximum-likelihood estimator. Zbl 0954.62104
Francq, Christian; Roussignol, Michel
22
1998
On white noises driven by hidden Markov chains. Zbl 0919.62100
Francq, Christian; Roussignol, Michel
11
1997
On Bartlett’s formula for nonlinear processes. Zbl 0910.62081
Berlinet, Alain; Francq, Christian
8
1997
Identification of a univariate ARMA model. Zbl 0937.62088
Berlinet, Alain; Francq, Christian
2
1994
all top 5

Cited by 930 Authors

47 Francq, Christian
33 Zakoïan, Jean-Michel
32 Lee, Sangyeol
25 Aknouche, Abdelhakim
22 Mainassara, Yacouba Boubacar
21 Cavicchioli, Maddalena
20 Bibi, Abdelouahab
14 Ling, Shiqing
13 Li, Dong
13 Raïssi, Hamdi
12 Zhu, Fukang
12 Zhu, Ke
10 Dabo-Niang, Sophie
10 Fokianos, Konstantinos
9 Duchesne, Pierre
9 Ghezal, Ahmed
9 Meintanis, Simos G.
8 Lee, Taewook
8 Rahbek, Anders
8 Wintenberger, Olivier
8 Zhang, Rongmao
7 Bardet, Jean-Marc
7 Chen, Min
7 Doukhan, Paul
7 Gautier, Antony
7 Hill, Jonathan B.
7 Jiménez-Gamero, María Dolores
7 Li, Guodong
7 Li, Qi
7 Pedersen, Rasmus Søndergaard
7 Song, Junmo
6 Kengne, William Charky
6 Laksaci, Ali
6 Saussereau, Bruno
6 Xing, Guodong
6 Younso, Ahmad
5 Almohaimeed, Bader S.
5 Blasques, Francisco
5 Cavaliere, Giuseppe
5 Diop, Mamadou Lamine
5 Gourieroux, Christian
5 Hafner, Christian Matthias
5 Kang, Jiwon
5 Li, Wai Keung
5 Liu, Jichun
5 Peng, Liang
5 Rice, Gregory
5 Saikkonen, Pentti
5 Truquet, Lionel
5 Yang, Shanchao
5 Zhu, Qianqian
4 Arvanitis, Stelios
4 Carbon, Michel
4 Cui, Yunwei
4 Davis, Richard A.
4 Dimitrakopoulos, Stefanos
4 Diop, Aliou
4 Escanciano, Juan Carlos
4 Harel, Michel
4 Hušková, Marie
4 Ilmi Amir, Abdoulkarim
4 Kim, Byungsoo
4 Koopman, Siem Jan
4 Lafaye de Micheaux, Pierre
4 Lescheb, Ines
4 Li, Muyi
4 Meitz, Mika
4 Ngatchou Wandji, Joseph
4 Niglio, Marcella
4 Oh, Haejune
4 Pan, Jiazhu
4 Patilea, Valentin
4 Preminger, Arie
4 Rombouts, Jeroen V. K.
4 Stelzer, Robert
4 Vitale, Cosimo Damiano
4 Yao, Anne-Françoise
3 Abdi, Ahmedoune Ould
3 Abdi, Sidi Ali Ould
3 Anatolyev, Stanislav
3 Andrews, Beth
3 Bentarzi, Mohamed
3 Beutner, Eric
3 Christou, Vasiliki
3 Douc, Randal
3 El Ghini, Ahmed
3 El Machkouri, Mohamed
3 Elek, Péter
3 Elharfaoui, Echarif
3 Ghysels, Eric
3 Guerbyenne, Hafida
3 Haas, Markus
3 Hallin, Marc
3 Hong, Yongmiao
3 Horváth, Lajos
3 Iglesias, Emma M.
3 Jasiak, Joann
3 Jiang, Feiyu
3 Jo, Minyoung
3 Kadmiri, Othman
...and 830 more Authors
all top 5

Cited in 116 Serials

90 Journal of Econometrics
81 Journal of Time Series Analysis
47 Econometric Theory
32 Communications in Statistics. Theory and Methods
30 Computational Statistics and Data Analysis
26 Statistics & Probability Letters
24 Journal of Multivariate Analysis
23 Econometric Reviews
22 Journal of Statistical Planning and Inference
21 Economics Letters
21 Electronic Journal of Statistics
20 Journal of Statistical Computation and Simulation
18 Comptes Rendus. Mathématique. Académie des Sciences, Paris
16 Statistical Inference for Stochastic Processes
15 Communications in Statistics. Simulation and Computation
15 Test
14 Statistics
12 Bernoulli
11 Scandinavian Journal of Statistics
11 The Annals of Statistics
11 Journal of the Korean Statistical Society
10 Annals of the Institute of Statistical Mathematics
10 Statistical Papers
10 Studies in Nonlinear Dynamics and Econometrics
9 Statistical Methods and Applications
7 Journal of Economic Dynamics & Control
7 Quantitative Finance
7 Journal of Time Series Econometrics
6 The Canadian Journal of Statistics
6 Journal of the American Statistical Association
6 Stochastic Processes and their Applications
6 Mathematical Methods of Statistics
6 Journal of Business and Economic Statistics
5 Metrika
5 Journal of Nonparametric Statistics
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 AStA. Advances in Statistical Analysis
4 Acta Mathematicae Applicatae Sinica. English Series
4 Statistica Sinica
4 Stochastics
3 Advances in Applied Probability
3 Statistica Neerlandica
3 Annals of Operations Research
3 Computational Statistics
3 The Econometrics Journal
3 Methodology and Computing in Applied Probability
3 Journal of Statistical Theory and Practice
3 Science China. Mathematics
3 Communications in Mathematics and Statistics
2 Physica A
2 Econometrica
2 International Statistical Review
2 Journal of Applied Probability
2 Kybernetika
2 Stochastic Analysis and Applications
2 The Annals of Applied Probability
2 Journal of Mathematical Sciences (New York)
2 Random Operators and Stochastic Equations
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Journal of Inequalities and Applications
2 Journal of Applied Statistics
2 Statistical Modelling
2 Computational Management Science
2 Statistics and Computing
2 Statistics & Risk Modeling
2 Dependence Modeling
2 Journal of Econometric Methods
1 Information Sciences
1 Metron
1 Monatshefte für Mathematik
1 Acta Mathematica Hungarica
1 Journal of the Nigerian Mathematical Society
1 Sequential Analysis
1 Queueing Systems
1 Applications of Mathematics
1 Numerical Algorithms
1 European Journal of Operational Research
1 Applied Mathematics. Series B (English Edition)
1 Fractals
1 The Journal of Artificial Intelligence Research (JAIR)
1 Electronic Journal of Probability
1 Arab Journal of Mathematical Sciences
1 Mathematical Problems in Engineering
1 Mathematical Communications
1 Differential Equations and Dynamical Systems
1 Discrete Dynamics in Nature and Society
1 Extremes
1 Acta Mathematica Sinica. English Series
1 CEJOR. Central European Journal of Operations Research
1 Probability in the Engineering and Informational Sciences
1 Optimization and Engineering
1 Revista de Matemática: Teoría y Aplicaciones
1 Brazilian Journal of Probability and Statistics
1 Scandinavian Actuarial Journal
1 Stochastic Models
1 Asia-Pacific Financial Markets
1 Review of Derivatives Research
1 International Journal of Wavelets, Multiresolution and Information Processing
1 Statistical Methodology
1 Journal of Mathematical Inequalities
...and 16 more Serials

Citations by Year