Access Statistics for Olivier Wintenberger

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	1	25
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	16	0	4	5	30
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	2	1	1	2	10
An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions	0	0	0	6	1	1	1	45
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model	0	0	0	39	1	4	7	86
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	15	1	3	5	45
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	0	2	2	2	4
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	2	1	3	5	29
Garch models without positivity constraints: exponential or log garch?	0	0	3	134	1	2	7	284
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	0	11	1	2	2	22
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	0	29	0	0	1	33
Total Working Papers	0	0	3	272	9	22	38	613

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	6	11
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model	0	1	1	1	0	1	3	4
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model	0	0	0	13	1	2	4	41
Contrast estimation of time-varying infinite memory processes	0	0	0	1	1	2	3	8
GARCH models without positivity constraints: Exponential or log GARCH?	0	1	1	48	0	6	14	182
Goodness-of-fit tests for Log-GARCH and EGARCH models	0	1	2	15	1	2	3	51
Heavy tails for an alternative stochastic perpetuity model	0	0	0	0	1	1	3	4
Kalman recursions Aggregated Online	0	0	0	1	1	1	2	4
Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference	0	0	0	0	0	0	3	4
Multivariate Sparse Clustering for Extremes	0	0	1	1	0	1	2	2
Online convex optimization for survival analysis: an adaptive and stochastic approach	0	0	0	0	0	0	2	2
Prediction of time series by statistical learning: general losses and fast rates	0	0	0	1	1	2	3	8
Prediction of time series by statistical learning: general losses and fast rates	0	0	0	11	1	2	3	72
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains	0	0	0	0	2	2	2	9
Viking: variational Bayesian variance tracking	0	0	0	0	1	3	3	3
Weakly dependent chains with infinite memory	1	1	1	5	2	2	2	30
Total Journal Articles	1	4	8	100	12	28	58	435

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Statistics updated 2025-12-06