Articles dans des revues avec comité de lecture (188)
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Trucíos, C., Mazzeu, J. H. G., Hallin, M., Hotta, L. K., Valls Pereira, P. L., & Zevallos, M. (2021). Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach. Journal of business & economic statistics, 41, 40--52. doi:10.1080/07350015.2021.19963809.
Hallin, M., del Barrio, E., Cuesta-Albertos, J., & Matrán, C. (2021). Distribution and quantile functions, ranks and signs in dimension d: A measure transportation approach. Annals of statistics, 49(2), 1139-1165. doi:10.1214/20-AOS199614.
Birr, S., Dette, H., Hallin, M., Kley, T., & Volgushev, S. (2018). On Wigner–Ville Spectra and the Uniqueness of Time-Varying Copula-Based Spectral Densities. Journal of time series analysis, 39(3), 242-250. doi:10.1111/jtsa.12252