Rapports de recherche, comptes rendus, lettres à l'éditeur, working papers (89)
33.
Hallin, M. (2018). From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance”. (ECARES Working Papers No 2018-12).
34.
Del Barrio, E., Cuesta Albertos, J., Hallin, M., & Matran, C. (2018). Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions. (ECARES Working Papers No 2018-15).
35.
Hallin, M., Hörmann, S., & Lippi, M. (2017). Optimal Dimension Reduction for High-dimensional and Functional Time Series. (ECARES Working Papers No ECARES 2017-39).
36.
Hallin, M. (2017). On Distribution and Quantile Functions, Ranks and Signs in R_d. (ECARES Working Papers No ECARES 2017-34).
37.
Fihri, M., Akharif, A., Mellouk, A., & Hallin, M. (2017). Parametrically and Semiparametrically Efficient Detection of Random Regression Coefficients. (ECARES Working Papers No ECARES 2017-14).
38.
Barigozzi, M., Hallin, M., & Soccorsi, S. (2017). Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (ECARES Working Papers No ECARES 2017-10).
39.
Hallin, M., & La Vecchia, D. (2017). A Simple R-Estimation Method for Semiparametric Duration Models. (ECARES Working Papers No ECARES 2017-01).
40.
Birr, S., Dette, H., Hallin, M., Kley, T., & Volgushev, S. (2016). On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities. (ECARES Working Papers No ECARES 2016-38).
41.
Hallin, M., & Šiman, M. (2016). Multiple-Output Quantile Regression. (ECARES Working Papers No ECARES 2016-03).
42.
Hallin, M., & Šiman, M. (2015). Elliptical Multiple Output Quantile Regression and Convex Optimization. (ECARES Working Papers No ECARES 2015-47).
43.
Barigozzi, M., & Hallin, M. (2015). Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (ECARES Working Papers No ECARES 2015-34).
44.
Birr, S., Volgushev, S., Kley, T., Dette, H., & Hallin, M. (2015). Quantile Spectral Analysis for Locally Stationary Time Series. (ECARES Working Papers No ECARES 2015-27).