Parties d'ouvrages collectifs (42)
  1. 34. Hallin, M., & Allal, J. (1993). A Chernoff-Savage result for serial signed rank statistics. In R. T. Subba (Ed.), Developments in time series analysis: volume in honour of Maurice Priestley (pp. 241-253). London: Chapman and Hall.
  2. 35. Hallin, M., & Puri, M. L. (1992). Rank tests for time-series analysis: a survey. In D. Brillinger, E. Parzen, & M. Rosenblatt (Eds.), New directions in time series analysis (pp. 111-154). New York: Springer-Verlag.
  3. 36. Hallin, M. (1988). Modèles non stationnaires-Séries univariées et multivariées. In J.-J. Droesbeke, B. Fichet, & P. Tassi (Eds.), Analyse des séries chronologiques: spécification, estimation et validation de modèles stochastiques. Paris: Economica.
  4. 37. Hallin, M., & Puri, M. L. (1986). Locally asymptotically optimal tests for randomness. In M. L. Puri, J.-P. Vilaplana, & W. Wertz (Eds.), New perspectives in theoretical and applied statistics (pp. 87-95). New York: J.Wiley.
  5. 38. Hallin, M. (1984). Modèles non stationnaires-Séries univariées et multivariées. In J.-J. Droesbeke, B. Fichet, & P. Tassi (Eds.), Analyse des séries chronologiques: spécification, estimation et validation de modèles stochastiques (pp. 117-153). Paris: Publications de l'A.S.U.
  6. 39. Hallin, M. (1983). Nonstationary second-order moving average processes II: model-building and invertibility. In O. D. Anderson (Ed.), Time series analysis: theory and practice 4 (pp. 55-64). Amsterdam: North-Holland.
  7. 40. Hallin, M., & Ingenbleek, J.-F. (1982). The model-building problem for nonstationary multivariate autoregressive processes. In O. D. Anderson (Ed.), Time series analysis: theory and practice I (pp. 599-607). Amsterdam: North-Holland.
  8. 41. Hallin, M. (1982). Nonstationary second-order moving average processes. In O. D. Anderson (Ed.), Applied time series analysis (pp. 75-83). Amsterdam: North-Holland.
  9. 42. Hallin, M. (1981). Nonstationary first-order moving average processes: the model-building problem. In O. D. Anderson & M. R. Perryman (Eds.), Time series analysis (pp. 189-206). Amsterdam, New York, North-Holland.
    10.   Articles dans des revues avec comité de lecture (188)
  10. 1. Hallin, M., & Werker, B. (2006). Discussion of Quantile autoregression, by Koenker and Xiao. American Statistical Association. Journal.
  11. 2. Hallin, M., & Ley, C. (2014). Skew-Symmetric Distributions and Fisher Information: the double sin of the skew-normal. Bernoulli. doi:10.3150/13-BEJ528
  12. 3. Chernozhukov, V., Galichon, A., Hallin, M., & Henry, M. (2016). Monge-Kantorovich depth, quantiles, ranks, and signs. Annals of statistics. doi:10.1214/16-AOS1450
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