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 1 1 6 31
AdaVol: An Adaptive Recursive Volatility Prediction Method 0 0 0 16 1 1 9 35
AdaVol: An Adaptive Recursive Volatility Prediction Method 0 0 0 2 1 1 7 16
An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions 0 0 0 6 0 0 5 49
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model 0 0 0 39 0 2 21 103
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 15 0 1 11 53
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 0 1 1 8 10
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 2 0 0 15 41
GARCH models without positivity constraints: Exponential or log GARCH? 0 0 0 0 1 1 2 2
Garch models without positivity constraints: exponential or log garch? 0 0 1 135 0 0 11 293
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 29 3 4 11 44
On the tail behavior of a class of multivariate conditionally heteroskedastic processes 0 0 0 11 0 0 10 30
Total Working Papers 0 0 1 273 8 12 117 708
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 0 3 1 2 8 18
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model 0 0 2 2 0 1 7 10
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model 0 0 0 13 0 1 11 50
Contrast estimation of time-varying infinite memory processes 0 0 0 1 0 1 8 14
GARCH models without positivity constraints: Exponential or log GARCH? 0 0 2 49 0 0 27 203
Goodness-of-fit tests for Log-GARCH and EGARCH models 0 0 2 16 0 0 10 59
Heavy tails for an alternative stochastic perpetuity model 0 0 0 0 0 0 3 6
Kalman recursions Aggregated Online 0 0 1 2 4 6 16 19
Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference 0 0 0 0 0 0 9 13
Moments for self-normalized partial sums 0 0 1 1 0 1 3 3
Multivariate Sparse Clustering for Extremes 0 0 0 1 1 1 11 12
Online convex optimization for survival analysis: an adaptive and stochastic approach 0 0 0 0 0 3 17 19
Prediction of time series by statistical learning: general losses and fast rates 0 0 1 12 0 0 12 82
Prediction of time series by statistical learning: general losses and fast rates 0 0 0 1 0 0 10 16
Self-normalized partial sums of heavy-tailed time series 0 0 0 0 0 0 4 4
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains 0 0 0 0 0 0 6 13
Viking: variational Bayesian variance tracking 0 0 0 0 0 1 14 14
Weakly dependent chains with infinite memory 0 0 1 5 1 1 14 42
Total Journal Articles 0 0 10 106 7 18 190 597

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Statistics updated 2026-09-10