Dominique Guégan

12 papers Misc 1Journal 10
YearRankTypeTitle / Venue / Authors
2022 J jnl
High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization.
Symmetry
Monica Billio, Lorenzo Frattarolo, Dominique Guégan
2021 J jnl
Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics.
Commun. Stat. Simul. Comput.
Camila Epprecht, Dominique Guégan, Álvaro Veiga, Joel Corrêa da Rosa
2019 J jnl
The other side of the Coin: Risks of the Libra Blockchain.
CoRR
Louis Abraham, Dominique Guégan
2017 J jnl
Measuring risks in the tail: The extreme VaR and its confidence interval.
Risk Decis. Anal.
Dominique Guégan, Bertrand Hassani, Kehan Li
2014 J jnl
The univariate MT-STAR model and a new linearity and unit root test procedure.
Comput. Stat. Data Anal.
Peter Martey Addo, Monica Billio, Dominique Guégan
2013 J jnl
An omnibus test to detect time-heterogeneity in time series.
Comput. Stat.
Dominique Guégan, Philippe de Peretti
2011 J jnl
Estimation of Time-Varying Long Memory Parameter Using Wavelet Method.
Commun. Stat. Simul. Comput.
Zhiping Lu, Dominique Guégan
2011 J jnl
Portfolio symmetry and momentum.
Eur. J. Oper. Res.
Monica Billio, Ludovic Calès, Dominique Guégan
2010 J jnl
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.
Commun. Stat. Simul. Comput.
Laurent Ferrara, Dominique Guégan, Zhiping Lu
2008 J jnl
Estimation of
Commun. Stat. Simul. Comput.
Abdou Kâ Diongue, Dominique Guégan
1997 Misc conf
Comparison of several methods to predict chaotic time series.
ICASSP
Anne-Emmanuelle Badel, Dominique Guégan, Ludovic Mercier, Olivier J. J. Michel
1988 — book
Modèles bilinéaires et polynomiaux de séries chronologiques : étude probabiliste et analyse statistique. (Polynomial and bilinear time series models : probabilistic study and statistical analysis).
Dominique Guégan