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Continuous invertibility and stable QML estimation of the EGARCH(1,1) model
We introduce the notion of continuous invertibility on a compact set for volatility models driven by a Stochastic Recurrence Equation (SRE). We prove the strong... -
On the Method of Logarithmic Cumulants for Parametric Probability Density Fun...
International audience -
Asymptotic properties of the maximum likelihood estimation in misspecified hi...
International audience -
Non-Monotonic Snapshot Isolation: scalable and strong consistency for geo-rep...
International audience -
On the Scalability of Snapshot Isolation
International audience
