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 16 0 2 8 33
AdaVol: An Adaptive Recursive Volatility Prediction Method 0 0 0 2 1 3 5 13
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 1 12 17 98
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 15 1 5 10 51
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 2 2 7 16 40
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 0 1 3 7 9
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 1 4 12 290
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 9 29
On the tail behavior of a class of multivariate conditionally heteroskedastic processes 0 0 0 29 0 3 5 38
Total Working Papers 0 0 2 272 8 50 95 676
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 0 5 10 16
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model 0 0 1 1 1 3 5 8
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model 0 0 0 13 1 4 7 46
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 1 16 30 200
Goodness-of-fit tests for Log-GARCH and EGARCH models 1 1 3 16 1 7 11 59
Heavy tails for an alternative stochastic perpetuity model 0 0 0 0 2 2 5 6
Kalman recursions Aggregated Online 0 1 1 2 0 4 8 10
Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference 0 0 0 0 1 5 6 9
Moments for self-normalized partial sums 0 0 0 0 0 0 0 0
Multivariate Sparse Clustering for Extremes 0 0 1 1 1 5 7 7
Online convex optimization for survival analysis: an adaptive and stochastic approach 0 0 0 0 1 5 11 11
Prediction of time series by statistical learning: general losses and fast rates 0 1 1 12 0 7 10 79
Prediction of time series by statistical learning: general losses and fast rates 0 0 0 1 0 2 7 12
Self-normalized partial sums of heavy-tailed time series 0 0 0 0 2 3 3 3
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains 0 0 0 0 0 1 4 11
Viking: variational Bayesian variance tracking 0 0 0 0 2 8 12 12
Weakly dependent chains with infinite memory 0 0 1 5 1 4 11 39
Total Journal Articles 1 3 11 103 14 85 153 540

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Statistics updated 2026-04-09