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 0 3 3 28
AdaVol: An Adaptive Recursive Volatility Prediction Method 0 0 0 2 0 2 4 12
AdaVol: An Adaptive Recursive Volatility Prediction Method 0 0 0 16 0 3 8 33
An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions 0 0 0 6 0 0 1 45
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model 0 0 0 39 2 11 16 97
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 15 2 5 9 50
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 0 0 4 6 8
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 2 2 9 14 38
GARCH models without positivity constraints: Exponential or log GARCH? 0 0 0 0 0 1 1 1
Garch models without positivity constraints: exponential or log garch? 0 0 2 134 0 5 11 289
Goodness-of-fit tests for Log-GARCH and EGARCH models 0 0 0 0 0 1 1 1
On the tail behavior of a class of multivariate conditionally heteroskedastic processes 0 0 0 11 1 6 8 28
On the tail behavior of a class of multivariate conditionally heteroskedastic processes 0 0 0 29 0 5 6 38
Total Working Papers 0 0 2 272 7 55 88 668
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 1 5 10 16
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model 0 0 1 1 0 3 4 7
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model 0 0 0 13 0 4 6 45
Contrast estimation of time-varying infinite memory processes 0 0 0 1 0 4 6 12
GARCH models without positivity constraints: Exponential or log GARCH? 0 0 1 48 2 17 29 199
Goodness-of-fit tests for Log-GARCH and EGARCH models 0 0 2 15 2 7 10 58
Heavy tails for an alternative stochastic perpetuity model 0 0 0 0 0 0 3 4
Kalman recursions Aggregated Online 1 1 1 2 1 6 8 10
Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference 0 0 0 0 1 4 5 8
Moments for self-normalized partial sums 0 0 0 0 0 0 0 0
Multivariate Sparse Clustering for Extremes 0 0 1 1 0 4 6 6
Online convex optimization for survival analysis: an adaptive and stochastic approach 0 0 0 0 0 8 10 10
Prediction of time series by statistical learning: general losses and fast rates 0 0 0 1 0 4 7 12
Prediction of time series by statistical learning: general losses and fast rates 1 1 1 12 1 7 10 79
Self-normalized partial sums of heavy-tailed time series 0 0 0 0 0 1 1 1
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains 0 0 0 0 0 2 4 11
Viking: variational Bayesian variance tracking 0 0 0 0 0 7 10 10
Weakly dependent chains with infinite memory 0 0 1 5 1 8 10 38
Total Journal Articles 2 2 10 102 9 91 139 526

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Statistics updated 2026-03-04