Access Statistics for Olivier Wintenberger

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model” 0 0 0 18 2 2 5 30
AdaVol: An Adaptive Recursive Volatility Prediction Method 0 0 0 2 0 1 5 13
AdaVol: An Adaptive Recursive Volatility Prediction Method 0 0 0 16 1 1 9 34
An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions 0 0 0 6 2 2 3 47
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model 0 0 0 39 2 5 18 100
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 15 1 4 11 52
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 0 0 1 7 9
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 2 1 5 17 41
GARCH models without positivity constraints: Exponential or log GARCH? 0 0 0 0 0 0 1 1
Garch models without positivity constraints: exponential or log garch? 0 0 1 134 2 3 12 292
Goodness-of-fit tests for Log-GARCH and EGARCH models 0 0 0 0 0 0 1 1
On the tail behavior of a class of multivariate conditionally heteroskedastic processes 0 0 0 11 1 3 10 30
On the tail behavior of a class of multivariate conditionally heteroskedastic processes 0 0 0 29 2 2 7 40
Total Working Papers 0 0 1 272 14 29 106 690
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AdaVol: An Adaptive Recursive Volatility Prediction Method 0 0 2 3 0 1 9 16
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model 0 0 1 1 0 1 5 8
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model 0 0 0 13 2 3 9 48
Contrast estimation of time-varying infinite memory processes 0 0 0 1 1 1 7 13
GARCH models without positivity constraints: Exponential or log GARCH? 1 1 2 49 3 6 31 203
Goodness-of-fit tests for Log-GARCH and EGARCH models 0 1 3 16 0 3 11 59
Heavy tails for an alternative stochastic perpetuity model 0 0 0 0 0 2 5 6
Kalman recursions Aggregated Online 0 1 1 2 3 4 11 13
Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference 0 0 0 0 4 6 10 13
Moments for self-normalized partial sums 1 1 1 1 1 1 1 1
Multivariate Sparse Clustering for Extremes 0 0 1 1 3 4 10 10
Online convex optimization for survival analysis: an adaptive and stochastic approach 0 0 0 0 4 5 15 15
Prediction of time series by statistical learning: general losses and fast rates 0 1 1 12 3 4 13 82
Prediction of time series by statistical learning: general losses and fast rates 0 0 0 1 4 4 11 16
Self-normalized partial sums of heavy-tailed time series 0 0 0 0 1 3 4 4
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains 0 0 0 0 2 2 6 13
Viking: variational Bayesian variance tracking 0 0 0 0 1 3 13 13
Weakly dependent chains with infinite memory 0 0 1 5 1 3 12 40
Total Journal Articles 2 5 13 105 33 56 183 573

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Statistics updated 2026-05-06