User menu

Accès à distance ? S'identifier sur le proxy UCLouvain

Search

Displaying 8 results.
    • Journal article
    Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data
    Bouezmarni, Taoufik[UCL] Rombouts, Jeroen[UCL] Taamouti, Abderrahim (2010) Journal of Multivariate Analysis — Vol. 101, no. 1, p. 1-10 (2010)
    • WorkingPaper
    A nonparametric copula based test for conditional independence with applications to Granger causality
    Bouezmarni, Taoufik Rombouts, Jeroen Taamouti, Abderrahim (2009)
    • WorkingPaper
    Asymptotic properties of the Bernstein density copula for dependent data
    Bouezmarni, Taoufik Rombouts, Jeroen Taamouti, Abderrahim (2008)
    • Journal article
    Nonparametric copula-based test for conditional independence with applications to granger causality
    Bouezmarni, Taoufik Rombouts, Jeroen V.K. Taamouti, Abderrahim (2012) Journal of Business and Economic Statistics — Vol. 30, no. 2, p. 275-287 (2012)
    • Journal article
    Nonparametric estimation and inference for conditional density based Granger causality measures
    Taamouti, Abderrahim Bouezmarni, Taoufik El Ghouch, Anouar[UCL] (2014) Journal of Econometrics — Vol. 180, no.2, p. 251-264 (2014)
    • Journal article
    Bernstein estimator for unbounded copula densities
    Bouezmarni, Taoufik El Ghouch, Anouar[UCL] Taamouti, Abderrahim (2013) Statistics and Risk Modeling with Applications in Finance and Insurance — Vol. 30, no.4, p. 343-360 (2013)
    • WorkingPaper
    Bernstein Estimator for Unbounded Density Copula
    Bouezmarni, Taoufik El Ghouch, Anouar[UCL] Taamouti, Abderrahim (2011)
    • WorkingPaper
    Nonparametric Estimation and Inference for Granger Causality Measures
    Taamouti, Abderrahim Bouezmarni, Taoufik El Ghouch, Anouar[UCL] (2012)