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 2 5 30
AdaVol: An Adaptive Recursive Volatility Prediction Method 0 0 0 2 0 2 7 15
AdaVol: An Adaptive Recursive Volatility Prediction Method 0 0 0 16 0 1 9 34
An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions 0 0 0 6 0 4 5 49
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model 0 0 0 39 2 5 21 103
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 15 0 1 11 52
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 2 0 1 16 41
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 0 0 0 7 9
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 1 2 135 0 3 13 293
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 1 3 8 41
On the tail behavior of a class of multivariate conditionally heteroskedastic processes 0 0 0 11 0 1 10 30
Total Working Papers 0 1 2 273 3 23 114 699
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 1 3 1 1 9 17
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model 0 1 2 2 0 1 6 9
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model 0 0 0 13 0 3 10 49
Contrast estimation of time-varying infinite memory processes 0 0 0 1 0 1 7 13
GARCH models without positivity constraints: Exponential or log GARCH? 0 1 2 49 0 3 29 203
Goodness-of-fit tests for Log-GARCH and EGARCH models 0 0 3 16 0 0 11 59
Heavy tails for an alternative stochastic perpetuity model 0 0 0 0 0 0 4 6
Kalman recursions Aggregated Online 0 0 1 2 1 4 12 14
Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference 0 0 0 0 0 4 10 13
Moments for self-normalized partial sums 0 1 1 1 0 2 2 2
Multivariate Sparse Clustering for Extremes 0 0 0 1 0 4 10 11
Online convex optimization for survival analysis: an adaptive and stochastic approach 0 0 0 0 0 5 14 16
Prediction of time series by statistical learning: general losses and fast rates 0 0 1 12 0 3 12 82
Prediction of time series by statistical learning: general losses and fast rates 0 0 0 1 0 4 11 16
Self-normalized partial sums of heavy-tailed time series 0 0 0 0 0 1 4 4
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains 0 0 0 0 0 2 6 13
Viking: variational Bayesian variance tracking 0 0 0 0 0 1 13 13
Weakly dependent chains with infinite memory 0 0 1 5 0 2 13 41
Total Journal Articles 0 3 12 106 2 41 183 581

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Statistics updated 2026-07-10