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	0	25
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	16	1	5	6	31
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	2	0	1	2	10
An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions	0	0	0	6	0	1	1	45
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model	0	0	0	39	0	4	7	86
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	15	1	3	6	46
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	2	4	6	9	33
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	0	2	4	4	6
Garch models without positivity constraints: exponential or log garch?	0	0	3	134	2	4	9	286
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	0	11	1	3	3	23
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	0	29	2	2	3	35
Total Working Papers	0	0	3	272	13	33	50	626

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	0	1	1	1	1	4	5
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model	0	0	0	13	1	3	5	42
Contrast estimation of time-varying infinite memory processes	0	0	0	1	0	2	2	8
GARCH models without positivity constraints: Exponential or log GARCH?	0	1	1	48	2	7	16	184
Goodness-of-fit tests for Log-GARCH and EGARCH models	0	0	2	15	1	2	4	52
Heavy tails for an alternative stochastic perpetuity model	0	0	0	0	0	1	3	4
Kalman recursions Aggregated Online	0	0	0	1	2	3	4	6
Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference	0	0	0	0	0	0	2	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	4	4	6	6
Prediction of time series by statistical learning: general losses and fast rates	0	0	0	11	0	2	3	72
Prediction of time series by statistical learning: general losses and fast rates	0	0	0	1	2	4	5	10
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains	0	0	0	0	1	3	3	10
Viking: variational Bayesian variance tracking	0	0	0	0	1	4	4	4
Weakly dependent chains with infinite memory	0	1	1	5	5	7	7	35
Total Journal Articles	0	2	8	100	20	45	76	455

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Statistics updated 2026-01-09