Jean-Michel Zakoïan

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

ORCID: 0000-0002-7344-1849

University of Lille

Publications

• Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations — Econometrica 2019
• Local explosion modelling by non-causal process — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2017
• Estimating multivariate volatility models equation by equation — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
• Inference in nonstationary asymmetric GARCH models — The Annals of Statistics 2013 (name-matched, not ORCID-linked)
• Optimal predictions of powers of conditionally heteroscedastic processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2013
• Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models — Econometrica 2012 (name-matched, not ORCID-linked)
• 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