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Modèles linéaires et non linéaires

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  • Guy Melard

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  • Guy Melard, 1994. "Modèles linéaires et non linéaires," ULB Institutional Repository 2013/13804, ULB -- Universite Libre de Bruxelles.
    • Handle: RePEc:ulb:ulbeco:2013/13804
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    References listed on IDEAS

    as
    1. Dominique. Guegan, 1987. "Different Representations For Bilinear Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(4), pages 389-408, July.
    2. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    3. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
    4. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
    5. Guy Melard, 1984. "Algorithm AS197: A fast algorithm for the exact likelihood of autoregressive-moving average models," ULB Institutional Repository 2013/13692, ULB -- Universite Libre de Bruxelles.
    6. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
    7. Andrew A. Weiss, 1984. "Arma Models With Arch Errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 5(2), pages 129-143, March.
    8. De Gooijer, Jan G. & Kumar, Kuldeep, 1992. "Some recent developments in non-linear time series modelling, testing, and forecasting," International Journal of Forecasting, Elsevier, vol. 8(2), pages 135-156, October.
    9. A. I. McLeod & W. K. Li, 1983. "Diagnostic Checking Arma Time Series Models Using Squared‐Residual Autocorrelations," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(4), pages 269-273, July.
    10. Melvin J. Hinich, 1982. "Testing For Gaussianity And Linearity Of A Stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 3(3), pages 169-176, May.
    11. Dominique Guegan & Dinh Tuan Pham, 1992. "Power of the score test against bilinear time series models," Post-Print halshs-00199498, HAL.
    12. Richard A. Ashley & Douglas M. Patterson & Melvin J. Hinich, 1986. "A Diagnostic Test For Nonlinear Serial Dependence In Time Series Fitting Errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 7(3), pages 165-178, May.
    13. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Applications to Poisson Models," Econometrica, Econometric Society, vol. 52(3), pages 701-720, May.
    14. T. Subba Rao & M. M. Gabr, 1980. "A Test For Linearity Of Stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 1(2), pages 145-158, March.
    15. Jian Liu, 1989. "A Simple Condition For The Existence Of Some Stationary Bilinear Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 10(1), pages 33-39, January.
    16. Marc Hallin & Youssef Benghabrit, 1992. "Optimal rank-based tests against first-order superdiagonal bilinear dependence," ULB Institutional Repository 2013/2039, ULB -- Universite Libre de Bruxelles.
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