Articles dans des revues avec comité de lecture (188)
88.
Paindaveine, D., & Hallin, M. (2002). Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence. Bernoulli, 8, 787-815.
89.
Hallin, M., & Paindaveine, D. (2002). Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Annals of Statistics, 30(4), 1103-1133. doi:10.1214/aos/1031689019
90.
Hallin, M., & El Bantli, F. (2002). Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles. Bernoulli, 8, 255-274.
91.
Reichlin, L., Forni, M., Hallin, M., & Lippi, M. (2001). Coincident and leading indicators for the Euro area. The Economic Journal, 111(471), 62-85. doi:10.1111/1468-0297.00620
92.
Hallin, M., & El Bantli, F. (2001). Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions. Canadian Journal of Statistics, 29(1), 155-168. doi:10.2307/3316058
93.
Hallin, M., Mellouk, A., & Rifi, K. (2001). Projection de Hájek et polynômes de Bernstein. Canadian journal of statistics, 29(1), 141-154. doi:10.2307/3316057
94.
El Bantli, F., & Hallin, M. (2001). Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions. Canadian journal of statistics, 29(1), 155-168. doi:10.2307/3316058
95.
Hallin, M., & Mizera, I. (2001). Sample heterogeneity and the asymptotics of M-estimators. Journal of Statistical Planning and Inference, 93, 139-160.
96.
Hallin, M., Lu, Z., & Tran, L. T. (2001). Density estimation for spatial linear processes. Bernoulli, 7, 657-668.
97.
El Bantli, F., & Hallin, M. (2001). Estimation in autoregressive models based on autoregression rank scores. Journal of nonparametric statistics, 13(5), 667-697.
98.
Forni, M., Hallin, M., Reichlin, L., & Lippi, M. (2000). The generalised dynamic factor model: identification and estimation. The Review of Economics and Statistics, 82(4), 540-554.
99.
Hallin, M., Ferguson, T. S., & Genest, C. (2000). Kendall's tau for serial dependence. Canadian Journal of Statistics, 28(3), 587-604. doi:10.2307/3315967