Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Asymptotic statistics of some time series with memory.
Autoregressive model, Bruit gaussien fractionnaire, Fractional Gaussian noise, Local asymptotic normality, Long memory process, Modèle autorégressif, Modélisation chronologique, Normalité locale asymptotique, Processus longue mémoire, Time series analysis
Asymptotic statistics of some time series with memory.
Autoregressive model, Bruit gaussien fractionnaire, Fractional Gaussian noise, Local asymptotic normality, Long memory process, Modèle autorégressif, Modélisation chronologique, Normalité locale asymptotique, Processus longue mémoire, Time series analysis