Articles dans des revues avec comité de lecture (188)
28.
Forni, M., Hallin, M., Lippi, M., & Zaffaroni, P. (2015). Dynamic factor models with infinite-dimensional factor spaces: One-sided representations. Journal of econometrics, 185(2), 359-371. doi:10.1016/j.jeconom.2013.10.017
29.
Hallin, M., Lu, Z., Paindaveine, D., & Siman, M. (2015). Local constant and local bilinear multiple-output quantile regression. Bernoulli, 21, 1435-1466.
30.
Hallin, M., & Mehta, C. (2015). R-Estimation for Asymmetric Independent Component Analysis. Journal of the American Statistical Association, 110(509), 218-232. doi:10.1080/01621459.2014.909316
31.
Hörmann, S., Kidzi'nski, L., & Hallin, M. (2015). Dynamic functional principal components. Journal of the Royal Statistical Society. Series B. Methodological, 77(2), 319-348. doi:10.1111/rssb.12076
32.
Kontoghiorghes, E., Hallin, M., et al. (2014). CFEnetwork: The Annals of computational and financial econometrics: 2nd issue. Computational statistics & data analysis, 76, 1-3. doi:10.1016/j.csda.2014.04.006
33.
Onatski, A., Moreira, M. M., & Hallin, M. (2014). Signal detection in high dimension: The multispiked case. Annals of statistics, 42(1), 225-254. doi:10.1214/13-AOS1181
34.
Hallin, M., Paindaveine, D., & Verdebout, T. (2014). Efficient R-estimation of principal and common principal components. Journal of the American Statistical Association, 109(507), 1071-1083. doi:10.1080/01621459.2014.880057
35.
Hallin, M., & Lu, Z. (2013). Discussion of "local quantile regression" by Spokoiny, Wang, and Härdle. Journal of statistical planning and inference, 143(7), 1130-1133. doi:10.1016/j.jspi.2013.03.009
36.
Onatski, A., Moreira, M. M., & Hallin, M. (2013). Asymptotic power of sphericity tests for high-dimensional data. Annals of statistics, 41(3), 1204-1231. doi:10.1214/13-AOS1100
37.
Hallin, M. (2013). Discussion of "Large covariance estimation by thresholding principal orthogonal components" by Fan, Liao, and Mincheva. Journal of the Royal Statistical Society. Series B. Methodological, 75, 647-648.
38.
Hallin, M., & Lippi, M. (2013). Factor Models in High-Dimensional Time Series: A Time-Domain Approach. Stochastic processes and their applications, 123, 2678-2695.
39.
Hallin, M., Swan, Y., Verdebout, T., & Veredas, D. (2013). One-step R-estimation in linear models with stable errors. Journal of econometrics, 172(2), 195-204. doi:10.1016/j.jeconom.2012.08.016