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Philippe Soulier (MODAL'X)

Identifiers

  • name variant Philippe Soulier (MODAL'X) 0.60 · backfill

Papers (19)

  1. The tail empirical process of regularly varying functions of geometrically ergodic Markov chains math.ST · 2015 · author #2
  2. Parameter estimation of a two-colored urn model class math.ST · 2014 · author #2
  3. Drift in Transaction-Level Asset Price Models math.ST · 2012 · author #3
  4. Convergence to stable laws in the space $D$ math.PR · 2012 · author #2
  5. Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances math.ST · 2011 · author #2
  6. Limit Laws in Transaction-Level Asset Price Models math.ST · 2011 · author #4
  7. Function-indexed empirical processes based on an infinite source Poisson transmission stream math.PR · 2010 · author #3
  8. The tail empirical process for some long memory sequences math.ST · 2010 · author #2
  9. Best attainable rates of convergence for the estimation of the memory parameter math.ST · 2009 · author #1
  10. Limit conditional distributions for bivariate vectors with polar representation math.PR · 2009 · author #2
  11. Estimation of conditional laws given an extreme component math.ST · 2008 · author #2
  12. Log-average periodogram estimator of the memory parameter math.ST · 2007 · author #3
  13. Subgeometric ergodicity of Markov chains math.ST · 2007 · author #3
  14. Long Memory in Nonlinear Processes math.ST · 2007 · author #4
  15. Asymptotics for Duration-Driven Long Range Dependent Processes math.ST · 2007 · author #3
  16. On the existence of some ARCH($\infty$) processes math.ST · 2006 · author #3
  17. Propagation of Memory Parameter from Durations to Counts math.ST · 2006 · author #3
  18. Computable Convergence Rates for Subgeometrically Ergodic Markov Chains math.PR · 2005 · author #3
  19. Estimation of the Memory Parameter of the Infinite Source Poisson Process math.ST · 2005 · author #3

Mentions

  • 1511.04903 #2 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 1405.2322 #2 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 1211.5372 #3 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 1211.4817 #2 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 1109.5298 #2 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 1104.0841 #4 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 1004.2182 #3 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 1001.2916 #2 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 0906.0180 #1 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 0904.0580 #2 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 0806.2426 #2 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 0712.0814 #3 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 0706.1837 #3 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 0706.1836 #4 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)
  • 0705.2701 #3 · backfill · confidence 0.70 Philippe Soulier (MODAL'X)

Frequent Coauthors