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Antony Gautier

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This is information that was supplied by Antony Gautier in registering through RePEc. If you are Antony Gautier , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Antony
Middle Name:
Last Name: Gautier
Suffix:

RePEc Short-ID: pga334

Email:
Homepage: http://perso.univ-lille3.fr/~agautier/
Postal Address:
Phone:

Affiliation

UFR Mathématiques Sciences Économiques et Sociales
Université Charles-de-Gaulle (Lille 3)
Location: Lille, France
Homepage: http://www.univ-lille3.fr/portail/index.php?page=Mses
Email:
Phone: 03.20.41.62.37
Fax:
Postal:
Handle: RePEc:edi:umli3fr (more details at EDIRC)

Works

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Articles

  1. Christian Francq & Antony Gautier, 2004. "Large sample properties of parameter least squares estimates for time-varying arma models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 765-783, 09.
  2. Francq, Christian & Gautier, Antony, 2004. "Estimation of time-varying ARMA models with Markovian changes in regime," Statistics & Probability Letters, Elsevier, vol. 70(4), pages 243-251, December.

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