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Author ID: teyssiere.gilles Recent zbMATH articles by "Teyssière, Gilles"
Published as: Teyssière, Gilles; Teyssière, G.

Publications by Year

Citations contained in zbMATH Open

17 Publications have been cited 253 times in 225 Documents Cited by Year
Rescaled variance and related tests for long memory in volatility and levels. Zbl 1027.62064
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
77
2003
Empirical process of the squared residuals of an ARCH sequence. Zbl 1012.62053
Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles
32
2001
Detection of multiple change-points in multivariate time series. (Détection de ruptures multiples dans des séries temporelles multivariées.) Zbl 1138.62051
Lavielle, M.; Teyssière, G.
28
2006
Microeconomic models for long memory in the volatility of financial time series. Zbl 1079.91565
Kirman, Alan; Teyssière, Gilles
23
2002
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097
Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles
17
2004
Adaptive detection of multiple change-points in asset price volatility. Zbl 1181.91348
Lavielle, Marc; Teyssière, Gilles
14
2007
Long memory in economics. Zbl 1106.91001
14
2007
A \(\text{LARCH}(\infty)\) vector valued process. Zbl 1113.60038
Doukhan, Paul; Teyssière, Gilles; Winant, Pablo
9
2006
Wavelet analysis of nonlinear long-range dependent processes. Applications to financial time series. Zbl 1181.91352
Teyssière, Gilles; Abry, Patrice
8
2007
Dependence in probability and statistics. Zbl 1196.60011
8
2010
The increment ratio statistic. Zbl 1132.62074
Surgailis, Donatas; Teyssière, Gilles; Vaičiulis, Marijus
7
2008
On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives. Zbl 1029.62075
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
6
2003
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Zbl 1054.62104
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
4
2000
Bubbles and long range dependence in asset prices volatilities. Zbl 1065.91028
Kirman, Alan; Teyssière, Gilles
3
2002
Prediction, orthogonal polynomials and Toeplitz matrices. A fast and reliable approximation to the Durbin-Levinson algorithm. Zbl 1183.62159
Kateb, Djalil; Seghier, Abdellatif; Teyssière, Gilles
1
2007
Corrigendum to: “Rescaled variance and related tests for long memory in volatility and levels”. Zbl 1335.62133
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
1
2005
Testing for bubbles and change-points. Zbl 1202.91349
Kirman, Alan; Teyssière, Gilles
1
2005
Dependence in probability and statistics. Zbl 1196.60011
8
2010
The increment ratio statistic. Zbl 1132.62074
Surgailis, Donatas; Teyssière, Gilles; Vaičiulis, Marijus
7
2008
Adaptive detection of multiple change-points in asset price volatility. Zbl 1181.91348
Lavielle, Marc; Teyssière, Gilles
14
2007
Long memory in economics. Zbl 1106.91001
14
2007
Wavelet analysis of nonlinear long-range dependent processes. Applications to financial time series. Zbl 1181.91352
Teyssière, Gilles; Abry, Patrice
8
2007
Prediction, orthogonal polynomials and Toeplitz matrices. A fast and reliable approximation to the Durbin-Levinson algorithm. Zbl 1183.62159
Kateb, Djalil; Seghier, Abdellatif; Teyssière, Gilles
1
2007
Detection of multiple change-points in multivariate time series. (Détection de ruptures multiples dans des séries temporelles multivariées.) Zbl 1138.62051
Lavielle, M.; Teyssière, G.
28
2006
A \(\text{LARCH}(\infty)\) vector valued process. Zbl 1113.60038
Doukhan, Paul; Teyssière, Gilles; Winant, Pablo
9
2006
Corrigendum to: “Rescaled variance and related tests for long memory in volatility and levels”. Zbl 1335.62133
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
1
2005
Testing for bubbles and change-points. Zbl 1202.91349
Kirman, Alan; Teyssière, Gilles
1
2005
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097
Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles
17
2004
Rescaled variance and related tests for long memory in volatility and levels. Zbl 1027.62064
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
77
2003
On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives. Zbl 1029.62075
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
6
2003
Microeconomic models for long memory in the volatility of financial time series. Zbl 1079.91565
Kirman, Alan; Teyssière, Gilles
23
2002
Bubbles and long range dependence in asset prices volatilities. Zbl 1065.91028
Kirman, Alan; Teyssière, Gilles
3
2002
Empirical process of the squared residuals of an ARCH sequence. Zbl 1012.62053
Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles
32
2001
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Zbl 1054.62104
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
4
2000
all top 5

Cited by 435 Authors

15 Horváth, Lajos
12 Kokoszka, Piotr S.
9 Surgailis, Donatas
7 Berkes, István
6 Doukhan, Paul
5 Aue, Alexander
5 Bardet, Jean-Marc
5 Hušková, Marie
5 Leipus, Remigijus
5 Sabzikar, Farzad
5 Tarasov, Vasily E.
5 Teyssière, Gilles
4 Giraitis, Liudas
4 Lux, Thomas C. H.
4 Philippe, Anne
4 Pipiras, Vladas
3 Alfarano, Simone
3 Cajueiro, Daniel O.
3 Kirch, Claudia
3 Kirman, Alan P.
3 Lavancier, Frédéric
3 Meintanis, Simos G.
3 Munk, Axel
3 Neumeyer, Natalie
3 Novak, Serguei Yu.
3 Perera, Indeewara
3 Silvapulle, Mervyn Joseph
3 Steinebach, Josef G.
3 Steland, Ansgar
3 Tabak, Benjamin Miranda
3 Taniguchi, Masanobu
3 Tarasova, Valentina V.
3 Vaičiulis, Marijus
3 Wintenberger, Olivier
2 Abry, Patrice
2 Arlot, Sylvain
2 Baek, Changryong
2 Beran, Jan
2 Davies, Patrick Laurie
2 Delattre, Sylvain
2 Dola, Béchir
2 Esquivel-Frausto, M. E.
2 Francq, Christian
2 Ghoudi, Kilani
2 Ghysels, Eric
2 Gombay, Edit
2 Grigoletto, Matteo
2 Helgason, Hannes
2 Hidalgo, Javier
2 Hörmann, Siegfried
2 Lee, Sangyeol
2 Li, Wai Keung
2 Ling, Shiqing
2 Liu, Bin
2 Macías-Díaz, Jorge Eduardo
2 Polonik, Wolfgang
2 Prášková, Zuzana
2 Provasi, Corrado
2 Rémillard, Bruno N.
2 Rice, Gregory
2 Roquain, Étienne
2 Samworth, Richard J.
2 Selk, Leonie
2 Sieling, Hannes
2 Wagner, Friedrich G.
2 Wang, Xianru
2 Zakoïan, Jean-Michel
2 Zhang, Xinsheng
1 Abadir, Karim M.
1 Aguilar, Jean-Philippe
1 Al-Kandari, Noriah M. A.
1 Ali, Sajid
1 Aly, Emad-Eldin A. A.
1 Amsler, Christine
1 Anastasiou, Andreas
1 Andrade, Plinio L. D.
1 Andreou, Elena
1 Antoch, Jaromír
1 Appleby, John A. D.
1 Arjas, Elja
1 Aston, John A. D.
1 Attaoui, Said
1 Avanesov, Valeriy
1 Awada, Tala
1 Bagdonavičius, Vilijandas B.
1 Bahamonde, Natalia
1 Bamba, Lanciné
1 Banerjee, Anindya
1 Belbas, Stavros A.
1 Bertrand, Pierre Raphael
1 Bevilacqua, Moreno
1 Bhattacharyya, Sharmodeep
1 Biau, Gérard
1 Bigot, Jéremie
1 Bila, G. D.
1 Bingham, Nicholas Hugh
1 Bleakley, Kevin
1 Boniece, B. Cooper
1 Boubaker, Heni
1 Bouchaud, Jean-Philippe
...and 335 more Authors
all top 5

Cited in 81 Serials

18 Journal of Econometrics
11 Journal of Economic Dynamics & Control
10 Statistics & Probability Letters
10 Journal of Time Series Analysis
10 Econometric Theory
7 The Annals of Statistics
6 Lithuanian Mathematical Journal
6 Physica A
6 Chaos, Solitons and Fractals
6 Journal of Multivariate Analysis
6 Journal of Statistical Planning and Inference
6 Bernoulli
6 Electronic Journal of Statistics
5 Journal of Statistical Computation and Simulation
5 Stochastic Processes and their Applications
5 Computational Statistics and Data Analysis
5 Test
4 Econometric Reviews
4 Journal of Applied Statistics
3 Scandinavian Journal of Statistics
3 Statistics
3 Sequential Analysis
3 Computational Statistics
2 Mathematical Biosciences
2 Metrika
2 Applied Mathematics and Computation
2 Journal of Mathematical Economics
2 Economics Letters
2 Communications in Statistics. Simulation and Computation
2 Communications in Statistics. Theory and Methods
2 Journal of Nonparametric Statistics
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Discrete Dynamics in Nature and Society
2 International Journal of Theoretical and Applied Finance
2 Quantitative Finance
2 The European Physical Journal B. Condensed Matter and Complex Systems
2 Statistics and Computing
2 Journal of Time Series Econometrics
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 Inverse Problems
1 Journal of Mathematical Analysis and Applications
1 Periodica Mathematica Hungarica
1 Psychometrika
1 Annals of the Institute of Statistical Mathematics
1 Journal of the American Statistical Association
1 Metron
1 Acta Applicandae Mathematicae
1 Acta Mathematicae Applicatae Sinica. English Series
1 Probability Theory and Related Fields
1 Signal Processing
1 Applied Mathematical Modelling
1 Automation and Remote Control
1 Cybernetics and Systems Analysis
1 Computational Economics
1 Theory of Probability and Mathematical Statistics
1 Applied and Computational Harmonic Analysis
1 Statistical Papers
1 Applied Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Nonlinear Dynamics
1 Studies in Nonlinear Dynamics and Econometrics
1 Fractional Calculus & Applied Analysis
1 Far East Journal of Theoretical Statistics
1 Macroeconomic Dynamics
1 Statistical Inference for Stochastic Processes
1 Journal of Machine Learning Research (JMLR)
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 International Journal of Wavelets, Multiresolution and Information Processing
1 Journal of the Korean Statistical Society
1 Applications and Applied Mathematics
1 Probability Surveys
1 Journal of Business and Economic Statistics
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Journal of Probability and Statistics
1 Sankhyā. Series A
1 Axioms
1 Bayesian Analysis
1 International Journal of Applied and Computational Mathematics
1 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 Environmetrics

Citations by Year