Articles dans des revues avec comité de lecture (188)
  1. 16. Birr, S., Volgushev, S., Kley, T., Dette, H., & Hallin, M. (2017). Quantile spectral analysis for locally stationary time series. Journal of the Royal Statistical Society. Series B, Statistical methodology, 79(5), 1619-1643. doi:10.1111/rssb.12231
  2. 17. Hallin, M., & Kutoyants, Y. (2017). Foreword from the Editors. Statistical inference for stochastic processes, 20(3), 273-274. doi:10.1007/s11203-017-9167-3
  3. 18. Boswijk, P., Hallin, M., Li, D., Politis, D. N., & Taylor, R. (2017). Special issue on time series econometrics. Econometrics and Statistics, 4, 1-2. doi:10.1016/j.ecosta.2017.05.004
  4. 19. Forni, M., Hallin, M., Lippi, M., & Zaffaroni, P. (2017). Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis. Journal of econometrics, 199(1), 74-92. doi:10.1016/j.jeconom.2017.04.002
  5. 20. Barigozzi, M., & Hallin, M. (2017). A network analysis of the volatility of high dimensional financial series. Applied statistics, 66(3), 581-605. doi:10.1111/rssc.12177
  6. 21. Hallin, M., & La Vecchia, D. (2017). R-estimation in semiparametric dynamic location-scale models. Journal of econometrics, 196(2), 233-247. doi:10.1016/j.jeconom.2016.08.002
  7. 22. Kley, T., Volgushev, S., Dette, H., & Hallin, M. (2016). Quantile spectral processes: Asymptotic analysis and inference. Bernoulli, 22(3), 1770-1807. doi:10.3150/15-BEJ711
  8. 23. Hallin, M., & Šiman, M. (2016). Elliptical multiple-output quantile regression and convex optimization. Statistics & probability letters, 109, 232-237. doi:10.1016/j.spl.2015.11.021
  9. 24. Barigozzi, M., & Hallin, M. (2016). Generalized dynamic factor models and volatilities: Recovering the market volatility shocks. Econometrics journal, 19(1), C33-C60. doi:10.1111/ectj.12047
  10. 25. Hallin, M., van den Akker, R., & Werker, B. (2016). Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank. Journal of econometrics, 190(1), 46-61. doi:10.1016/j.jeconom.2015.08.003
  11. 26. Boswijk, P. H., Francq, C., Hallin, M., & Taylor, R. (2016). Special issue on Time Series Econometrics. Computational statistics & data analysis, 100, 631-632. doi:10.1016/j.csda.2016.02.006
  12. 27. Dette, H., Hallin, M., Kley, T., & Volgushev, S. (2015). Of copulas, quantiles, ranks and spectra: An L1-approach to spectral analysis. Bernoulli, 21(2), 781-831. doi:10.3150/13-BEJ587
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