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Thierry Jeantheau · Study

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Thierry Jeantheau

4 works· latest 2000· 2 institutionscluster: provisional

h-index4

i104

Citations776

Works here4

98

99

00

Most cited in this library

STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS1998 · 445 citations
Stochastic Volatility Models as Hidden Markov Models and Statistical Applications2000 · 230 citations
Parameter Estimation for Discretely Observed Stochastic Volatility Models1999 · 71 citations
Limit Theorems for Discretely Observed Stochastic Volatility Models1998 · 30 citations

Works

4 shown

Stochastic Volatility Models as Hidden Markov Models and Statistical Applications

Bernoulli·2000·3 authors

230citations

Parameter Estimation for Discretely Observed Stochastic Volatility Models

Bernoulli·1999·3 authors·Open access

71citations

Limit Theorems for Discretely Observed Stochastic Volatility Models

Bernoulli·1998·3 authors

30citations

STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS

Econometric Theory·1998·1 author

445citations