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Olivier Wintenberger

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This is information that was supplied by Olivier Wintenberger in registering through RePEc. If you are Olivier Wintenberger , 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: Olivier
Middle Name:
Last Name: Wintenberger
Suffix:

RePEc Short-ID: pwi297

Email: [This author has chosen not to make the email address public]
Homepage: http://wintenberger.fr
Postal Address:
Phone:

Affiliation

(99%) Laboratoire de Statistique Théorique et Appliquée
Université Pierre et Marie Curie (Paris 6-Jussieu)
Location: Paris, France
Homepage: http://www.lsta.upmc.fr/
Email:
Phone: 01.44.27.85.62
Fax: 01.44.27.33.51
Postal: 175, rue du Chevaleret, 8ème étage, batiment A, 75013 PARIS
Handle: RePEc:edi:lstp6fr (more details at EDIRC)
(1%) Centre de Recherche en Économie et Statistique (CREST)
Groupe des Écoles Nationales d'Économie et Statistique (GENES)
Location: Paris, France
Homepage: http://www.crest.fr/
Email:
Phone: 01 41 17 60 81
Fax:
Postal: 15 Boulevard Gabriel Peri 92245 Malakoff Cedex
Handle: RePEc:edi:crestfr (more details at EDIRC)

Works

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Working papers

  1. Wintenberger, Olivier, 2013. "Continuous invertibility and stable QML estimation of the EGARCH(1,1) model," MPRA Paper 46027, University Library of Munich, Germany.
  2. Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel, 2012. "Garch models without positivity constraints: exponential or log garch?," MPRA Paper 41373, University Library of Munich, Germany.
  3. Wintenberger, Olivier & Cai, Sixiang, 2011. "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper 31767, University Library of Munich, Germany.
  4. Paul Doukhan & Olivier Wintenberger, 2005. "An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions," Working Papers 2005-51, Centre de Recherche en Economie et Statistique.

Articles

  1. Doukhan, Paul & Wintenberger, Olivier, 2008. "Weakly dependent chains with infinite memory," Stochastic Processes and their Applications, Elsevier, vol. 118(11), pages 1997-2013, November.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2011-07-02 2012-09-30 2013-04-13. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2011-07-02 2012-09-30 2013-04-13. Author is listed
  3. NEP-FOR: Forecasting (1) 2011-07-02. Author is listed
  4. NEP-ORE: Operations Research (2) 2011-07-02 2013-04-13. Author is listed

Statistics

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