Christian Francq

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-1528-8652

Centre de Recherche en Economie et Statistique, Paris and Université de Lille, France

Publications

• Estimating multivariate volatility models equation by equation — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
• Optimal predictions of powers of conditionally heteroscedastic processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2013
• Inference in nonstationary asymmetric GARCH models — The Annals of Statistics 2013
• Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models — Econometrica 2012
• Combining Nonparametric and Optimal Linear Time Series Predictions — Journal of the American Statistical Association 2010
• Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons — Journal of the American Statistical Association 2009
• Diagnostic Checking in ARMA Models With Uncorrelated Errors — Journal of the American Statistical Association 2005