Articles dans des revues avec comité de lecture (188)
  1. 4. Hallin, M. (2022). Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series. Econometrics, 10(4), 37. doi:10.3390/econometrics10040037
  2. 5. Hallin, M., Hlubinka, D., & Hudecová, Š. (2022). Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA. Journal of the American Statistical Association., https://doi.org/10.1080/01621459.2021.2021921. doi:10.1080/01621459.2021.2021921
  3. 6. Hallin, M. (2022). Measure Transportation and Statistical Decision Theory. Annual Review of Statistics and Its Application, 9, 401-424. doi:10.1146/annurev-statistics-040220-105948
  4. 7. Babić, S., Gelbgras, L., Hallin, M., & Ley, C. (2021). Optimal tests for elliptical symmetry: Specified and unspecified location. Bernoulli, 27(4), 2189-2216. doi:10.3150/20-BEJ1305
  5. 8. 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:10.1080/07350015.2021.1996380
  6. 9. 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-AOS1996
  7. 10. Hallin, M., & La Vecchia, D. (2020). A Simple R-estimation method for semiparametric duration models. Journal of econometrics. doi:10.1016/j.jeconom.2020.04.036
  8. 11. Barigozzi, M., Hallin, M., & Soccorsi, S. (2019). Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models. Journal of financial econometrics, 17(3), nby006, 462-494. doi:10.1093/jjfinec/nby006
  9. 12. Hallin, M., Hörmann, S., & Lippi, M. (2018). Optimal dimension reduction for high-dimensional and functional time series. Statistical inference for stochastic processes, 21(2), 385-398. doi:10.1007/s11203-018-9172-1
  10. 13. Hallin, M., & Kutoyants, Y. (2018). Foreword from the editors…. Statistical inference for stochastic processes, 21(2), 261-262. doi:10.1007/s11203-018-9185-9
  11. 14. 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
  12. 15. Barigozzi, M., & Hallin, M. (2017). Generalized dynamic factor models and volatilities: estimation and forecasting. Journal of econometrics, 201(2), 307-321. doi:10.1016/j.jeconom.2017.08.010
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