Edit Profile (opens in new tab) Teyssière, Gilles Co-Author Distance Author ID: teyssiere.gilles Published as: Teyssière, Gilles; Teyssière, G. Documents Indexed: 16 Publications since 2000 2 Contributions as Editor Co-Authors: 15 Co-Authors with 18 Joint Publications 444 Co-Co-Authors all top 5 Co-Authors 0 single-authored 7 Kokoszka, Piotr S. 4 Giraitis, Liudas 4 Kirman, Alan P. 4 Leipus, Remigijus 2 Doukhan, Paul 2 Horváth, Lajos 2 Lavielle, Marc 2 Surgailis, Donatas 1 Abry, Patrice 1 Kateb, Djalil M. 1 Lang, Gabriel 1 Seghier, Abdellatif 1 Vaičiulis, Marijus 1 Winant, Pablo E. 1 Zhang, Aonan all top 5 Serials 2 Journal of Econometrics 1 Lithuanian Mathematical Journal 1 The Annals of Statistics 1 Journal of Multivariate Analysis 1 Acta Applicandae Mathematicae 1 Journal of Economic Dynamics & Control 1 Journal of Statistical Computation and Simulation 1 Studies in Nonlinear Dynamics and Econometrics 1 Statistical Inference for Stochastic Processes 1 Lecture Notes in Statistics all top 5 Fields 13 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 21 Fields 187 Statistics (62-XX) 60 Probability theory and stochastic processes (60-XX) 52 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Numerical analysis (65-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Real functions (26-XX) 4 Biology and other natural sciences (92-XX) 3 Ordinary differential equations (34-XX) 3 Operations research, mathematical programming (90-XX) 2 General and overarching topics; collections (00-XX) 2 Difference and functional equations (39-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 History and biography (01-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geophysics (86-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year