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M-quantile estimation for GARCH modelsComputational Economics, In press
Journal articles
hal-04100547v1
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Robust factor modelling for high-dimensional time series: An application to air pollution dataApplied Mathematics and Computation, 2019, 346, pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩
Journal articles
hal-02902032v1
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Robust Estimation of Fractional Seasonal Processes: Modeling and Forecasting Daily Average SO2 ConcentrationsMathematics and Computers in Simulation, 2018, 146, pp.27-43. ⟨10.1016/j.matcom.2017.10.004⟩
Journal articles
hal-01617641v1
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