15 Treffer für Verfasser = "Hallin, Marc"

• Dynamic functional principal components Hörmann, Siegfried ; Kidzinski, Lukasz ; Hallin, Marc [Dortmund] : SFB 823, [2012]

• Efficient R-estimation of principal and common principal components Hallin, Marc ; Paindaveine, Davy ; Verdebout, Thomas [Dortmund] : SFB 823, [2013]

• Factor models in high-dimensional time series a time domain approach Hallin, Marc ; Lippi, Marco [Dortmund] : SFB 823, March 13, 2013

• Group invariance, likelihood ratio tests, and the incidental parameter problem in a high-dimensional linear model Hallin, Marc ; Moreira, Marcelo J. ; Onatski, Alexei [Dortmund] : SFB 823, January 14, 2013

• Local constant and local bilinear multiple-output quantile regression Hallin, Marc ; Lu, Zu-di ; Paindaveine, Davy ; Siman, Miroslav [Dortmund] : SFB 823, [2012]

• Of copulas, quantiles, ranks and spectra an L 1-approach to spectral analysis Dette, Holger ; Hallin, Marc ; Kley, Tobias ; Volgushev, Stanislav [Dortmund] : SFB 823, 2011

• On quadratic expansions of log likelihoods and a general asymptotic linearity result Hallin, Marc ; Akker, Ramon van den ; Werker, Bas J. M. [Dortmund] : SFB 823, [2013]

• On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities Birr, Stefan David ; Dette, Holger ; Hallin, Marc ; Kley, Tobias ; Volgushev, Stanislav Dortmund : Universitätsbibliothek Dortmund, [2016]

• Quantile spectral analysis for locally stationary time series Skowronek, Stefan ; Volgushev, Stanislav ; Kley, Tobias ; Dette, Holger ; Hallin, Marc Dortmund : Universitätsbibliothek Dortmund, April 20, 2014

• Quantile spectral processes: Asymptotic analysis and inference Kley, Tobias ; Volgushev, Stanislav ; Dette, Holger ; Hallin, Marc Dortmund : Universitätsbibliothek Dortmund, [2014]

• R-estimation for asymmetric independent component analysis Hallin, Marc ; Mehta, Chintan [Dortmund] : SFB 823, 2013

• Rank-based tests of the cointegrating rank in semiparametric error correction models Hallin, Marc ; Akker, Ramon van den ; Werker, Bas J. M. [Dortmund] : SFB 823, November 16, 2012

• A serial version of Hodges and Lehmann's "6/pi result" Hallin, Marc ; Swan, Yvic ; Verdebout, Thomas [Dortmund] : SFB 823, 2013

• Signal detection in high dimension the multispiked case Onatski, Alexei ; Moreira, Marcelo J. ; Hallin, Marc [Dortmund] : SFB 823, November 6, 2012

• Skew-symmetric distributions and Fisher information the double sin of the skew-normal Hallin, Marc ; Ley, Christophe [Dortmund] : SFB 823, September 15, 2012