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Academic Journal

Nonparametric estimation in a regression model with additive and multiplicative noise

  • Authors :

Subjects: multiplicative regression models

  • Source: ISSN: 0377-0427 ; Journal of Computational and Applied Mathematics ; https://hal.science/hal-02159579 ; Journal of Computational and Applied

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Academic Journal

Data-driven Thresholding in Denoising with Spectral Graph Wavelet Transform

  • Authors :

Subjects: [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing

  • Source: ISSN: 0377-0427 ; Journal of Computational and Applied Mathematics ; https://hal.science/hal-02159571 ; Journal of Computational and Applied

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Academic Journal

Functional estimation of extreme conditional expectiles

  • Authors :

Subjects: Conditional tail index

  • Source: ISSN: 2452-3062 ; Econometrics and Statistics ; https://inria.hal.science/hal-03117547 ; Econometrics and Statistics , 2022, 21, pp.131-158. ⟨10.1016/j.ecosta.2021.05.006⟩.

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Academic Journal

Ring the alarm! Electricity markets, renewables, and the pandemic

  • Authors :

Subjects: [SHS]Humanities and Social Sciences

  • Source: ISSN: 0140-9883 ; Energy Economics ; https://hal.science/hal-03523180 ; Energy Economics, 2022, 106, pp.105755. ⟨10.1016/j.eneco.2021.105755⟩.

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Academic Journal

ExpectHill estimation, extreme risk and heavy tails

  • Authors :

Subjects: Tail index

  • Source: ISSN: 0304-4076 ; Journal of Econometrics ; https://inria.hal.science/hal-01856212 ; Journal of Econometrics, 2021, 221 (1), pp.97-117. ⟨10.1016/j.jeconom.2020.02.003⟩.

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Academic Journal

Variance swap payoffs, risk premia and extreme market conditions

  • Authors :

Subjects: [MATH]Mathematics [math]

  • Source: ISSN: 2452-3062 ; Econometrics and Statistics ; https://hal.science/hal-03490098 ; Econometrics and Statistics , 2020, 13, pp.106 - 124. ⟨10.1016/j.ecosta.2019.05.003⟩.

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Academic Journal

Testing for lack-of-fit in functional regression models against general alternatives

  • Authors : Ecole Nationale de la Statistique et de l'Analyse de l'Information Bruz (ENSAI)

Subjects: [MATH]Mathematics [math]

  • Source: ISSN: 0378-3758.

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