Articles dans des revues avec comité de lecture (188)

  1. 64. Hallin, M., & Liska, R. (2007). The generalized dynamic factor model: determining the number of factors. Journal of the American Statistical Association, 102, 603-617.
  2. 65. Fan, J., Fan, Y., Knight, K., Hallin, M., Werker, B., Hafner, C. C., Linton, O. O., Robinson, P. P., Koenker, R., & Xiao, Z. (2006). Journal of the American Stastistical Association: Comment. Journal of the American Statistical Association, 101(475), 991-1006. doi:10.1198/016214506000000681
  3. 66. Hallin, M., & Werker, B. (2006). Comment. Journal of the American Statistical Association, 101(475), 996-998. doi:10.1198/016214506000000546
  4. 67. Hallin, M., & Paindaveine, D. (2006). Semiparametrically efficient rank-based inference for shape I. Optimal rank-based tests for sphericity. Annals of Statistics, 34, 2707-2756.
  5. 68. Hallin, M., Oja, H., & Paindaveine, D. (2006). Semiparametrically efficient rank-based inference for shape II. Optimal R-estimation of shape. Annals of Statistics, 34, 2757-2789.
  6. 69. Hallin, M., & Paindaveine, D. (2006). Parametric and semiparametric inference for shape: the role of the scale functional. Statistics and Decisions, 24, 327-350.
  7. 70. Hallin, M., Farhat, A., & Dufour, J.-M. (2006). Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series. Journal of Econometrics, 130, 123-142.
  8. 71. Hallin, M., & Paindaveine, D. (2006). Asymptotic linearity of serial and nonserial multivariate signed rank statistics. Journal of Statistical Planning and Inference, 136, 1-32.
  9. 72. Hallin, M., Vermandele, C., & Werker, B. (2006). Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality. Annals of Statistics, 34.
  10. 73. Forni, M., Hallin, M., Lippi, M., & Reichlin, L. (2005). The generalised dynamic factor model: one sided estimation and forecasting. American Statistical Association. Journal, 100(471), 830-840.
  11. 74. Forni, M., Hallin, M., Lippi, M., & Reichlin, L. (2005). The generalized dynamic factor model: One-sided estimation and forecasting. Journal of the American Statistical Association, 100(471), 830-840. doi:10.1198/016214504000002050
  12. 75. Hallin, M., & Saidi, A. (2005). Testing non-correlation and non-causality between two multivariate ARMA time series. Journal of Time Series Analysis, 26(1), 83-106. doi:10.1111/j.1467-9892.2005.00391.x

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