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2013/2257: Jeux de marchandage et fonctions d'utilité multidimensionnelles: comptes rendus du colloque Aide à la décision et jeux de stratégies, Institut des Hautes Etudes de Belgique, Bruxelles, Avril 1979
Marc Hallin
2013/2253: Structures de coalition et problèmes de négociation: échanges d'information dans les jeux à information incomplète
Marc Hallin
2013/2249: Caractérisation des échelles de production optimales en avenir déterministe
Marc Hallin, K. De Vries and J. Lemaire
2013/2247: Stratégies subjectivement mixtes
Marc Hallin
2013/2245: Jeux de survie économique et théorie moderne du risque
Marc Hallin
2013/2243: Jeux à information incomplète
Marc Hallin
2013/2235: Optimal detection of periodicities in vector autoregressive models
Marc Hallin and Soumia Lotfi
2013/2233: Locally asymptotically optimal tests for randomness
Marc Hallin and Madan Lal Puri
2013/2231: Modèles non stationnaires-Séries univariées et multivariées
Marc Hallin
2013/2229: Rank tests for time-series analysis: a survey
Marc Hallin and Madan Lal Puri
2013/2225: Chernoff-Savage theorems, contiguity, differentiability in quadratic mean, Hoeffding's U statistics, Lebesgue decomposition, Le Cam's first lemma, Le Cam's third lemma, local asymptotic mixed normality, local asymptotic normality, oP and OP notation, rank autocorrelation coefficients, serial rank statistics, U-statistics
Marc Hallin
2013/2223: Rank tests
Marc Hallin
2013/2221: Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests
Marc Hallin and Bas Werker
2013/2219: Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests
Marc Hallin and Bas Werker
2013/2217: Unimodality and the asymptotics of M-estimators
Marc Hallin and Ivan Mizera
2013/2215: Tests de rangs et tests de rangs signés pour le modèle linéaire général et les modèles autorégressifs
Marc Hallin
2013/2213: Statistiques de rangs linéaires: normalité asymptotique et théorèmes de projection de Hájek
Marc Hallin and Philippe Barbe
2013/2211: Eléments de la théorie asymptotique des expériences statistiques
Marc Hallin
2013/2209: Tests sans biais, tests de permutation, tests invariants, tests de rangs
Marc Hallin
2013/2207: A Chernoff-Savage result for serial signed rank statistics
Marc Hallin and Jelloul Allal
2013/2205: Nonstationary second-order moving average processes II: model-building and invertibility
Marc Hallin
2013/2203: Nonstationary second-order moving average processes
Marc Hallin
2013/2201: The model-building problem for nonstationary multivariate autoregressive processes
Marc Hallin and Jean-François Ingenbleek
2013/2199: Nonstationary first-order moving average processes: the model-building problem
Marc Hallin
2013/2197: La recherche opérationnelle par l'exemple I: P+B141 programmation linéaire
Marc Hallin, Jean-Jacques Droesbeke and Claude Lefèvre
2013/2195: La recherche opérationnelle par l'exemple II: théorie des graphes
Marc Hallin, Jean-Jacques Droesbeke and Claude Lefèvre
2013/2193: Les séquences généralisées, outil pour l'analyse des séries hétéroscédastiques? conférence prononcée à l'occasion de la remise du prix du statisticien d'expression française
Marc Hallin
2013/2191: Tests de rangs signés localement optimaux pour une hypothèse de dépendance ARMA
Marc Hallin and Madan Lal Puri
2013/2189: Locally asymptotically optimal rank-based procedures for testing autoregressive-moving average dependence
Marc Hallin and Madan Lal Puri
2013/2187: On locally asymptotically maximin tests for ARMA processes
Marc Hallin and Madan Lal Puri
2013/2185: Fractions continuées matricielles et matrices-bandes définies positives infinies
Marc Hallin
2013/2183: Tests de rangs localement optimaux pour une hypothèse de bruit blanc multivarié
Marc Hallin, Jean-François Ingenbleek and Madan Lal Puri
2013/2179: Tests de rangs pour une contre-hypothèse de dépendance ARMA multivariée contigue: comptes rendus du colloque Approches non paramétriques en analyse chronologique, Institut des Hautes Etudes de Belgique, Bruxelles, Septembre 1985
Marc Hallin and Jean-François Ingenbleek
2013/2177: Les tests de rangs dans l'analyse des séries chronologiques: comptes rendus du colloque Approches non paramétriques en analyse chronologique, Institut des Hautes Etudes de Belgique, Bruxelles, Septembre 1985
Marc Hallin, Jean-François Ingenbleek and Madan Lal Puri
2013/2175: Performances asymptotiques des modèles MA dans la prévision des processus q-dépendants
Marc Hallin
2013/2173: Tests de rangs quadratiques pour une hypothèse de bruit blanc
Marc Hallin, Jean-François Ingenbleek and Madan Lal Puri
2013/2171: From premium calculation to premium rating
Marc Hallin
2013/2169: Tests de rangs linéaires pour une hypothèse de bruit blanc
Marc Hallin, Jean-François Ingenbleek and Madan Lal Puri
2013/2167: Linear serial rank tests for randomness against ARMA alternatives
Marc Hallin, Jean-François Ingenbleek and Madan Lal Puri
2013/2165: Efficacité asymptotique relative de quelques statistiques de rangs pour le test d'une autorégression d'ordre un
Marc Hallin and Jean-François Ingenbleek
2013/2161: Kolmogorov-Smirnov tests for AR models based on autoregression rank scores
Marc Hallin and Faouzi El Bantli
2013/2159: The efficiency of some nonparametric competitors to correlogram-based methods
Marc Hallin and Olivier Tribel
2013/2157: Is 131,000 a large sample size? a numerical study of Edgeworth expansions
Marc Hallin and Munsup Seoh
2013/2155: A simple proof of asymptotic normality for simple serial rank statistics
Marc Hallin and Catherine Vermandele
2013/2153: Order selection, stochastic complexity and Kullback-Leibler information
Marc Hallin and Abdelaziz El Matouat
2013/2151: Asymptotic influence of initial values on parametric and rank-based measures of residual autocorrelation: proceedings of the colloque de mathématiques appliquées, April 1993, Oujda
Marc Hallin
2013/2149: The theoretical model-building problem for nonstationary moving average processes
Marc Hallin
2013/2147: Moving average models for time-dependent autocovariance functions
Marc Hallin
2013/2143: Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series Downloads
Marc Hallin, Abdeljelil Farhat and Jean-Marie Dufour
2013/2131: Local linear spatial regression
Marc Hallin, Zudi Lu and Lanh T. Tran
2013/2129: Testing non-correlation and non-causality between two multivariate ARMA time series
Marc Hallin and Abdessamad Saidi
2013/2127: Kernel density estimation for spatial processes: the L1 theory
Marc Hallin, Zudi Lu and Lanh T. Tran
2013/2123: Do financial variables help forecasting inflation and real activity in the Euro area ? Downloads
Marc Hallin, Mario Forni, Marco Lippi and Lucrezia Reichlin
2013/2121: Efficient detection of random coefficients in AR(p) models
Marc Hallin and Abdelhadi Akharif
2013/2119: Semiparametric efficiency, distribution-freeness, and invariance
Marc Hallin and Bas Werker
2013/2113: Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles
Marc Hallin and Faouzi El Bantli
2013/2109: Density estimation for spatial linear processes
Marc Hallin, Zudi Lu and Lanh T. Tran
2013/2105: Asymptotic behavior of M-estimators in AR(p) models under nonstandard conditions
Marc Hallin and Faouzi El Bantli
2013/2103: Sample heterogeneity and the asymptotics of M-estimators
Marc Hallin and Ivan Mizera
2013/2097: Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
Marc Hallin, Christophe Koell and Bas Werker
2013/2095: Rank-based partial correlograms are not asymptotically distribution-free
Marc Hallin and Bernard Garel
2013/2093: Kendall's tau for serial dependence
Marc Hallin, Thomas S. Ferguson and Christian Genest
2013/2091: Local asymptotic normality for regression models with long-memory disturbance, with statistical applications
Marc Hallin, Masanobu Taniguchi, Abdeslam Serroukh and Kokyo Choy
2013/2089: Optimal tests for autoregressive models based on autoregression rank scores
Marc Hallin and Jana Jureckova
2013/2087: Rank-based AR order identification
Marc Hallin and Bernard Garel
2013/2085: Adaptive estimation of the lag of a long-memory process
Marc Hallin and Abdeslam Serroukh
2013/2083: L1-estimation in linear models with heterogeneous white noise
Marc Hallin and Faouzi El Bantli
2013/2081: Nonparametric tests of independence between two autoregressive series based on autoregression rank scores
Marc Hallin, Jana Jureckova, Jan Picek and Toufik Zahaf
2013/2079: Characterization of error distributions in time series regression models
Marc Hallin, Jana Jureckova and Xavier Milhaud
2013/2077: Generalized run tests for heteroscedastic time series
Marc Hallin, Jean-Marie Dufour and Ivan Mizera
2013/2075: Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence
Marc Hallin and Youssef Benghabrit
2013/2073: Spectral factorization of periodically correlated MA(1) processes
Marc Hallin and Mohamed Bentarzi
2013/2071: A Berry-Esséen theorem for simple serial rank statistics
Marc Hallin and Khalid Rifi
2013/2069: Non-parametric tests in AR models with applications to climatic data
Marc Hallin, Jana Jureckova, Jaroslava Kalvova, Jan Picek and Toufik Zahaf
2013/2067: When does Edgeworth beat Berry and Esséen?
Marc Hallin and Munsup Seoh
2013/2065: Kernel density estimation on random fields: the L1 theory
Marc Hallin, Michel Carbon and Lanh T. Tran
2013/2063: Locally optimal tests against periodic autoregression: parametric and nonparametric approaches
Marc Hallin and Mohamed Bentarzi
2013/2061: Locally asymptotically optimal tests for autoregressive against bilinear serial dependence
Marc Hallin and Youssef Benghabrit
2013/2059: The asymptotic behavior of the characteristic function of simple serial rank statistics
Marc Hallin and Khalid Rifi
2013/2057: Rank-based tests for autoregressive against bilinear serial dependence
Marc Hallin and Youssef Benghabrit
2013/2055: Kernel density estimation for linear processes: asymptotic normality and bandwidth selection
Marc Hallin and Lanh T. Tran
2013/2053: Local asymptotic normality of multivariate ARMA processes with a linear trend
Marc Hallin and Bernard Garel
2013/2051: A multivariate Wald-Wolfowitz rank test against serial dependence
Marc Hallin and Madan Lal Puri
2013/2049: On the Pitman nonadmissibility of correlogram-based time series methods
Marc Hallin
2013/2047: On the invertibility of periodic moving-average models
Marc Hallin and Mohamed Bentarzi
2013/2045: Aligned rank tests for linear models with autocorrelated errors
Marc Hallin and Madan Lal Puri
2013/2043: Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications
Marc Hallin and Jean-Marie Dufour
2013/2041: Some asymptotic results for a broad class of nonparametric statistics
Marc Hallin and Madan Lal Puri
2013/2039: Optimal rank-based tests against first-order superdiagonal bilinear dependence
Marc Hallin and Youssef Benghabrit
2013/2037: Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence Downloads
Marc Hallin, Guy Melard and Xavier Milhaud
2013/2035: Improved Berry-Esséen-Chebyshev bounds with statistical applications
Marc Hallin and Jean-Marie Dufour
2013/2033: Simple exact bounds for distributions of linear signed rank statistics
Marc Hallin and Jean-Marie Dufour
2013/2031: Rank tests for time-series analysis: a bibliographical survey
Marc Hallin
2013/2029: Time series analysis via rank-order theory, signed-rank tests for ARMA models
Marc Hallin and Madan Lal Puri
2013/2027: Nonuniform bounds for nonparametric t-tests
Marc Hallin and Jean-Marie Dufour
2013/2025: An exponential bound for the permutational distribution of a first-order autocorrelation coefficient
Marc Hallin and Jean-Marie Dufour
2013/2023: Distribution-free tests against serial dependence: signed or unsigned ranks? Downloads
Marc Hallin, Annie Laforet and Guy Melard
2013/2019: Asymptotically most powerful rank tests for multivariate randomness against serial dependence
Marc Hallin, Jean-François Ingenbleek and Madan Lal Puri
2013/2017: On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series
Marc Hallin, Claude Lefèvre and Madan Lal Puri
2013/2015: Rank-based tests for randomness against first-order serial dependence
Marc Hallin and Guy Melard
Page updated 2019-02-23
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