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)

Comparison of several methods to predict chaotic time series. - Anne-Emmanuelle Badel; Dominique Guégan; Ludovic Mercier; Olivier J. J. Michel (ICASSP, 1997)

Estimation of k-Factor GIGARCH Process: A Monte Carlo Study. - Abdou Kâ Diongue; Dominique Guégan (Commun. Stat. Simul. Comput., 2008)

Testing Fractional Order of Long Memory Processes: A Monte Carlo Study. - Laurent Ferrara; Dominique Guégan; Zhiping Lu (Commun. Stat. Simul. Comput., 2010)

Estimation of Time-Varying Long Memory Parameter Using Wavelet Method. - Zhiping Lu; Dominique Guégan (Commun. Stat. Simul. Comput., 2011)

Portfolio symmetry and momentum. - Monica Billio; Ludovic Calès; Dominique Guégan (Eur. J. Oper. Res., 2011)

An omnibus test to detect time-heterogeneity in time series. - Dominique Guégan; Philippe de Peretti (Comput. Stat., 2013)

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)

Measuring risks in the tail: The extreme VaR and its confidence interval. - Dominique Guégan; Bertrand Hassani; Kehan Li 004 (Risk Decis. Anal., 2017)

The other side of the Coin: Risks of the Libra Blockchain. - Louis Abraham; Dominique Guégan (CoRR, 2019)

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)

High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization. - Monica Billio; Lorenzo Frattarolo; Dominique Guégan (Symmetry, 2022)