Dominique Guégan

According to our database, Dominique Guégan authored at least 12 papers between 1988 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization.

Monica Billio, Lorenzo Frattarolo, Dominique Guégan

Symmetry, 2022

2021

Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics.

Camila Epprecht, Dominique Guégan, Álvaro Veiga, Joel Corrêa da Rosa

Commun. Stat. Simul. Comput., 2021

2019

The other side of the Coin: Risks of the Libra Blockchain.

Louis Abraham, Dominique Guégan

CoRR, 2019

2017

Measuring risks in the tail: The extreme VaR and its confidence interval.

Dominique Guégan, Bertrand Hassani, Kehan Li

Risk Decis. Anal., 2017

2014

The univariate MT-STAR model and a new linearity and unit root test procedure.

Peter Martey Addo, Monica Billio, Dominique Guégan

Comput. Stat. Data Anal., 2014

2013

An omnibus test to detect time-heterogeneity in time series.

Dominique Guégan, Philippe de Peretti

Comput. Stat., 2013

2011

Portfolio symmetry and momentum.

Monica Billio, Ludovic Calès, Dominique Guégan

Eur. J. Oper. Res., 2011

Estimation of Time-Varying Long Memory Parameter Using Wavelet Method.

Zhiping Lu, Dominique Guégan

Commun. Stat. Simul. Comput., 2011

2010

Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.

Laurent Ferrara, Dominique Guégan, Zhiping Lu

Commun. Stat. Simul. Comput., 2010

2008

Estimation of <i>k</i>-Factor GIGARCH Process: A Monte Carlo Study.

Abdou Kâ Diongue, Dominique Guégan

Commun. Stat. Simul. Comput., 2008

1997

Comparison of several methods to predict chaotic time series.

Anne-Emmanuelle Badel, Dominique Guégan, Ludovic Mercier, Olivier J. J. Michel

Proceedings of the 1997 IEEE International Conference on Acoustics, 1997

1988

Modèles bilinéaires et polynomiaux de séries chronologiques : étude probabiliste et analyse statistique. (Polynomial and bilinear time series models : probabilistic study and statistical analysis).

Dominique Guégan

, 1988