Tavakoli, Shahin; Nisol, Gilles; Hallin, Marc Factor models for high-dimensional functional time series. II: Estimation and forecasting. (English) Zbl 07731496 J. Time Ser. Anal. 44, No. 5-6, 601-621 (2023). MSC: 62Mxx 62M10 62H25 60G10 62P05 PDFBibTeX XMLCite \textit{S. Tavakoli} et al., J. Time Ser. Anal. 44, No. 5--6, 601--621 (2023; Zbl 07731496) Full Text: DOI
Hallin, Marc; Nisol, Gilles; Tavakoli, Shahin Factor models for high-dimensional functional time series. I: Representation results. (English) Zbl 07731495 J. Time Ser. Anal. 44, No. 5-6, 578-600 (2023). MSC: 62Mxx 62M10 62H25 60G10 62P05 PDFBibTeX XMLCite \textit{M. Hallin} et al., J. Time Ser. Anal. 44, No. 5--6, 578--600 (2023; Zbl 07731495) Full Text: DOI arXiv
Hallin, Marc; Lippi, Marco Factor models in high-dimensional time series – a time-domain approach. (English) Zbl 1476.62184 Hallin, Marc (ed.) et al., Time series in high dimensions. The general dynamic factor model. Hackensack, NJ: World Scientific. 47-76 (2020). MSC: 62M10 62R07 62H25 62D20 60G10 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{M. Lippi}, in: Time series in high dimensions. The general dynamic factor model. Hackensack, NJ: World Scientific. 47--76 (2020; Zbl 1476.62184)
del Barrio, Eustasio; González-Sanz, Alberto; Hallin, Marc A note on the regularity of optimal-transport-based center-outward distribution and quantile functions. (English) Zbl 1450.62047 J. Multivariate Anal. 180, Article ID 104671, 13 p. (2020). MSC: 62H05 62H11 62G08 62G35 62R10 60B10 35J96 PDFBibTeX XMLCite \textit{E. del Barrio} et al., J. Multivariate Anal. 180, Article ID 104671, 13 p. (2020; Zbl 1450.62047) Full Text: DOI
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc Quantile spectral analysis for locally stationary time series. (English) Zbl 06840449 J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 5, 1619-1643 (2017). MSC: 62M10 62M15 62H05 60G10 PDFBibTeX XMLCite \textit{S. Birr} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 5, 1619--1643 (2017; Zbl 06840449) Full Text: DOI arXiv
Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc Monge-Kantorovich depth, quantiles, ranks and signs. (English) Zbl 1426.62163 Ann. Stat. 45, No. 1, 223-256 (2017). MSC: 62H11 62G35 60B10 PDFBibTeX XMLCite \textit{V. Chernozhukov} et al., Ann. Stat. 45, No. 1, 223--256 (2017; Zbl 1426.62163) Full Text: DOI arXiv Euclid
Hallin, Marc (ed.); Mason, David M. (ed.); Pfeifer, Dietmar (ed.); Steinebach, Josef G. (ed.) Mathematical statistics and limit theorems. Festschrift in honour of Paul Deheuvels. Selected papers based on the presentations at the conference on the occasion of his 65th birthday, Paris, France, June 20–21, 2013. (English) Zbl 1316.60007 Cham: Springer (ISBN 978-3-319-12441-4/hbk; 978-3-319-12442-1/ebook). x, 326 p. (2015). MSC: 60-06 62-06 62-01 60Fxx 00B15 00B30 PDFBibTeX XMLCite \textit{M. Hallin} (ed.) et al., Mathematical statistics and limit theorems. Festschrift in honour of Paul Deheuvels. Selected papers based on the presentations at the conference on the occasion of his 65th birthday, Paris, France, June 20--21, 2013. Cham: Springer (2015; Zbl 1316.60007) Full Text: DOI
Hallin, Marc; Ley, Christophe Skew-symmetric distributions and Fisher information: the double sin of the skew-normal. (English) Zbl 1302.60030 Bernoulli 20, No. 3, 1432-1453 (2014). Reviewer: Guy Jumarie (Montréal) MSC: 60E05 62F99 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{C. Ley}, Bernoulli 20, No. 3, 1432--1453 (2014; Zbl 1302.60030) Full Text: DOI arXiv Euclid
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David One-step R-estimation in linear models with stable errors. (English) Zbl 1443.62058 J. Econom. 172, No. 2, 195-204 (2013). MSC: 62F10 60E07 62F12 62E20 62P20 PDFBibTeX XMLCite \textit{M. Hallin} et al., J. Econom. 172, No. 2, 195--204 (2013; Zbl 1443.62058) Full Text: DOI arXiv Link
Hallin, Marc; Lippi, Marco Factor models in high-dimensional time series: A time-domain approach. (English) Zbl 1285.62106 Stochastic Processes Appl. 123, No. 7, 2678-2695 (2013). MSC: 62M10 60G10 62H25 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{M. Lippi}, Stochastic Processes Appl. 123, No. 7, 2678--2695 (2013; Zbl 1285.62106) Full Text: DOI
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David Rank-based testing in linear models with stable errors. (English) Zbl 1359.62142 J. Nonparametric Stat. 23, No. 2, 305-320 (2011). MSC: 62G10 60G52 62E20 PDFBibTeX XMLCite \textit{M. Hallin} et al., J. Nonparametric Stat. 23, No. 2, 305--320 (2011; Zbl 1359.62142) Full Text: DOI arXiv Link
Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series. (English) Zbl 1337.62257 J. Econom. 130, No. 1, 123-142 (2006). MSC: 62M10 62M07 60E15 62G10 62P05 PDFBibTeX XMLCite \textit{J.-M. Dufour} et al., J. Econom. 130, No. 1, 123--142 (2006; Zbl 1337.62257) Full Text: DOI Link
Hallin, Marc; Oja, Hannu; Paindaveine, Davy Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape. (English) Zbl 1115.62059 Ann. Stat. 34, No. 6, 2757-2789 (2006). MSC: 62H12 62G20 62G10 60F05 PDFBibTeX XMLCite \textit{M. Hallin} et al., Ann. Stat. 34, No. 6, 2757--2789 (2006; Zbl 1115.62059) Full Text: DOI arXiv
Hallin, Marc; Lu, Zudi; Tran, Lanh T. Local linear spatial regression. (English) Zbl 1069.62075 Ann. Stat. 32, No. 6, 2469-2500 (2004). MSC: 62M30 62G08 62M10 62E20 60J25 62J02 PDFBibTeX XMLCite \textit{M. Hallin} et al., Ann. Stat. 32, No. 6, 2469--2500 (2004; Zbl 1069.62075) Full Text: DOI arXiv
Puri, Madan Lal Hall, Peter G. (ed.); Hallin, Marc (ed.); Roussas, George G. (ed.) Selected collected works. Vol. 2: Probability theory and extreme value theory. Edited by Peter G. Hall, Marc Hallin and George G. Roussas. (English) Zbl 1136.60001 Utrecht: VSP (ISBN 90-6764-385-8/hbk). xi, 743 p. (2003). MSC: 60-00 01A75 60G70 62G32 62-00 PDFBibTeX XMLCite \textit{M. L. Puri} et al., Selected collected works. Vol. 2: Probability theory and extreme value theory. Edited by Peter G. Hall, Marc Hallin and George G. Roussas. Utrecht: VSP (2003; Zbl 1136.60001) Full Text: DOI
Hallin, Marc; Mizera, Ivan Sample heterogeneity and M-estimation. (English) Zbl 0965.62020 J. Stat. Plann. Inference 93, No. 1-2, 139-160 (2001). MSC: 62F12 62F35 62F10 60F05 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{I. Mizera}, J. Stat. Plann. Inference 93, No. 1--2, 139--160 (2001; Zbl 0965.62020) Full Text: DOI
Hallin, Marc; Mizera, Ivan Unimodality and the asymptotics of \(M\)-estimators. (English) Zbl 0933.62017 Dodge, Yadolah (ed.), \(L_1\)-statistical procedures and related topics. Papers of the 3rd international conference on \(L_1\) norm and related methods held in Neuchâtel, Switzerland, August 11–15, 1997. Hayward, CA: IMS, Institute of Mathematical Statistics. IMS Lect. Notes, Monogr. Ser. 31, 47-56 (1997). MSC: 62F12 62F35 62F10 60F05 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{I. Mizera}, IMS Lect. Notes, Monogr. Ser. 31, 47--56 (1997; Zbl 0933.62017)
Hallin, M.; Rifi, K. Asymptotic behavior of the characteristic function of simple serial rank statistics. (English) Zbl 1076.62525 Math. Methods Stat. 5, No. 2, 199-213 (1996). MSC: 62G20 60F05 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{K. Rifi}, Math. Methods Stat. 5, No. 2, 199--213 (1996; Zbl 1076.62525)
Hallin, Marc; Vermandele, Catherine An elementary proof of asymptotic normality for serial rank statistics. (English) Zbl 0874.62049 Brunner, E. (ed.) et al., Research developments in probability and statistics. Festschrift in honor of Madan L. Puri on the occasion of his 65th birthday. Utrecht: VSP. 163-191 (1996). MSC: 62G20 62G10 62E20 60F05 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{C. Vermandele}, in: Research developments in probability and statistics. Festschrift in honor of Madan L. Puri on the occasion of his 65th birthday. Utrecht: VSP. 163--191 (1996; Zbl 0874.62049)
Hallin, Marc; Rifi, Khalid Asymptotic behaviour of the average and of the variance of a simple serial rank statistic. (Comportement asymptotique de la moyenne et de la variance d’une statistique de rangs sérielle simple.) (French) Zbl 0840.60026 Cah. Cent. Étud. Rech. Opér. 36, 189-201 (1994). MSC: 60F05 62E20 62G10 62M10 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{K. Rifi}, Cah. Cent. Étud. Rech. Opér. 36, 189--201 (1994; Zbl 0840.60026)
Dufour, Jean-Marie; Hallin, Marc Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications. (English) Zbl 0792.62041 J. Am. Stat. Assoc. 88, No. 423, 1026-1033 (1993). MSC: 62G10 60E15 65C99 PDFBibTeX XMLCite \textit{J.-M. Dufour} and \textit{M. Hallin}, J. Am. Stat. Assoc. 88, No. 423, 1026--1033 (1993; Zbl 0792.62041) Full Text: DOI
Hallin, Marc; Puri, Madan L. Some asymptotic results for a broad class of nonparametric statistics. (English) Zbl 0752.62039 J. Stat. Plann. Inference 32, No. 2, 165-196 (1992). MSC: 62G20 60F10 60F05 62E20 62G30 62G10 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{M. L. Puri}, J. Stat. Plann. Inference 32, No. 2, 165--196 (1992; Zbl 0752.62039) Full Text: DOI
Florens, J. P. (ed.); Raoult, J. P. (ed.); Hallin, M. (ed.); Mouchart, M. (ed.); Simar, L. (ed.) Statistique et calcul scientifique. Septième rencontre Franco-Belge de statisticiens, 20 et 21 novembre 1986. Avec la collab. de M. Hallin, M. Mouchart et L. Simar. (English) Zbl 0697.00028 Cahiers du Centre d’Études de Recherche Operationnelle. Operations Research, Statistics and Applied Mathematics. Vol. 32, No. 1-2-3. Bruxelles: Centre d’Études de Recherche Opérationnelle. Université Libre de Bruxelles. Institut de Statistique. 224 p. (1990). MSC: 00Bxx 60-06 62-06 90-06 PDFBibTeX XML
Hallin, M. (ed.) [Florens, J.-P.; Mouchart, M.; Raoult, J.-P.; Simar, L.] Processus ponctuels, processus de dénombrement et modèles de durée: étude statistique et application. Neuvièmes rencontres Franco-Belges de statisticiens, Toulouse (France), 24e à 25e novembre 1988. Avec la collab. de J.-P. Florens, M. Mouchart, J.-P. Raoult et L. Simar. (English) Zbl 0685.00021 Cahiers du Centre d’Études de Recherche Opérationnelle. Operations Research, Statistics and Applied Mathematics. Vol. 31, No. 3-4. Bruxelles: Centre d’Études de Recherche Opérationnelle. Université Libre de Bruxelles. Institut de Statistique. V, pp. 185-316 (1989). MSC: 00Bxx 60-06 62-06 90-06 PDFBibTeX XML
Lefevre, Claude; Hallin, Marc; Narayan, Prakash On fractional linear bounds for probability generating functions. (English) Zbl 0615.60018 J. Appl. Probab. 23, 904-913 (1986). Reviewer: A.Janssen MSC: 60E10 60G07 60E07 PDFBibTeX XMLCite \textit{C. Lefevre} et al., J. Appl. Probab. 23, 904--913 (1986; Zbl 0615.60018) Full Text: DOI
Hallin, Marc Non-stationary q-dependent processes and time-varying moving-average models: Invertibility properties and the forecasting problem. (English) Zbl 0597.62096 Adv. Appl. Probab. 18, 170-210 (1986). Reviewer: J.Anděl MSC: 62M20 60G12 62M10 39A10 PDFBibTeX XMLCite \textit{M. Hallin}, Adv. Appl. Probab. 18, 170--210 (1986; Zbl 0597.62096) Full Text: DOI
Hallin, Marc Spectral factorization of nonstationary moving average processes. (English) Zbl 0538.62076 Ann. Stat. 12, 172-192 (1984). Reviewer: A.J.Ponomarenko MSC: 62M10 60G12 PDFBibTeX XMLCite \textit{M. Hallin}, Ann. Stat. 12, 172--192 (1984; Zbl 0538.62076) Full Text: DOI
Hallin, Marc; Ingenbleek, Jean-Francois Nonstationary Yule-Walker equations. (English) Zbl 0526.62086 Stat. Probab. Lett. 1, 189-195 (1983). MSC: 62M10 93E12 60H99 PDFBibTeX XMLCite \textit{M. Hallin} and \textit{J.-F. Ingenbleek}, Stat. Probab. Lett. 1, 189--195 (1983; Zbl 0526.62086) Full Text: DOI
Hallin, Marc Une propriété des opérateurs moyenne mobile. (French) Zbl 0499.62081 Cah. Cent. Étud. Rech. Opér. 24, 229-236 (1982). MSC: 62M10 60H25 PDFBibTeX XMLCite \textit{M. Hallin}, Cah. Cent. Étud. Rech. Opér. 24, 229--236 (1982; Zbl 0499.62081)
Hallin, Marc Invertibility and generalized invertibility of time series models. (English) Zbl 0444.62101 J. R. Stat. Soc., Ser. B. 42, 210-212 (1980). MSC: 62M10 60H99 PDFBibTeX XMLCite \textit{M. Hallin}, J. R. Stat. Soc., Ser. B 42, 210--212 (1980; Zbl 0444.62101)
Hallin, Marc Band strategies: The random walk of reserves. (English) Zbl 0418.62086 Bl., Dtsch. Ges. Versicherungsmath. 14, 231-236 (1979). MSC: 62P05 60G50 PDFBibTeX XMLCite \textit{M. Hallin}, Bl., Dtsch. Ges. Versicherungsmath. 14, 231--236 (1979; Zbl 0418.62086) Full Text: DOI