Structural Laplace Transform and Compound Autoregressive Models

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Additional Info

Field Value
Source Joural of Time Series Analysis
Author Darolles, Serge, Gourieroux, Christian, Jasiak, Joann
Maintainer CCSD
Last Updated May 25, 2026, 03:12 (UTC)
Created May 25, 2026, 03:12 (UTC)
Identifier halshs-00678240
Language en
contributor DRM-Finance ; Dauphine Recherches en Management (DRM) ; Université Paris Dauphine-PSL ; Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL ; Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS)
creator Darolles, Serge
date 2006-06-01T00:00:00
harvest_object_id bf3139f8-5fc6-4d9f-a856-6560ede5f84d
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-02-07T00:00:00
relation info:eu-repo/semantics/altIdentifier/doi/10.1111/j.1467-9892.2006.00479.x
set_spec type:ART