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Displaying 1 - 25 of 42 results.

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    • 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)
    • Journal article
    Estimation of temporally aggregated multivariate GARCH models
    Hafner, Christian[UCL] Rombouts, Jeroen (2007) Journal of Statistical Computation and Simulation — Vol. 77, no. 8, p. 629-650 (Janvier 2007)
    • Journal article
    Nonparametric density estimation for multivariate bounded data
    Bouezmarni, Taoufik Rombouts, Jeroen[UCL] (2009) Journal of Statistical Planning and Inference — Vol. 140, no. 1, p. 139-152 (2010)
    • Journal article
    Clustered panel data models: an efficient approach for nowcasting from poor data
    Mouchart, Michel[UCL] Rombouts, Jeroen (2005) International Journal of Forecasting — Vol. 21, no. 3, p. 577-594 (2005)
    • Journal article
    Semiparametric multivariate volatility models
    Hafner, Christian[UCL] Rombouts, Jeroen (2007) Econometric Theory — Vol. 23, no. 2, p. 251-280 (Avril 2007)
    • Journal article
    Density and hazard rate estimation for censored and alpha-mixing data using gamma kernels
    Bouezmarni, Taoufik[UCL] Rombouts, Jeroen[UCL] (2008) Journal of Nonparametric Statistics — Vol. 20, no. 7, p. 627-643 (2008)
    • Journal article
    On the forecasting accuracy of multivariate GARCH models
    Laurent, Sébastien[UCL] Rombouts, Jeroen[UCL] Violante, Francesco[UCL] (2012) Journal of Applied Econometrics — Vol. 27, no. 6, p. 934-955 (2012)
    • Journal article
    Semiparametric multivariate density estimation for positive data using copulas
    Bouezmarni, Taoufik Rombouts, Jeroen[UCL] (2008) Computational Statistics & Data Analysis — Vol. 53, no. 6, p. 2040-2054 (2009)

Pages