Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin - Couverture rigide

 
9783031618529: Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin

Synopsis

This volume presents a unique collection of original research contributions by leading experts in several modern fields of econometrics and statistics, including high-dimensional, nonparametric and robust statistics, time series analysis and factor models.

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À propos de l?auteur

Matteo Barigozzi is Professor at the Department of Economics, University of Bologna, Italy. His work is published in a variety of journals, including the Journal of the American Statistical Association, The Review of Economics and Statistics, the Journal of Econometrics, the Journal of Business & Economic Statistics, and the Journal of the Royal Statistical Society: Series C. His research focuses on high-dimensional factor models for time series, macroeconometrics, and financial econometrics.

Siegfried Hörmann is Professor at the Institute of Statistics, Graz University of Technology, Austria. His work is published in a variety of journals, including Bernoulli, The Annals of Probability, The Annals of Statistics, the Journal of the American Statistical Association, and the Journal of the Royal Statistical Society: Series B. His research focuses on functional data analysis and time series.

Davy Paindaveine is Professor at ECARES and at the Department of Mathematics, Université libre de Bruxelles, Belgium. Most of his work is published in statistics and probability journals, such as Bernoulli, The Annals of Statistics, the Journal of the American Statistical Association, Probability Theory and Related Fields and Biometrika. His research interests are mainly related to asymptotic statistics and semiparametric/nonparametric inference.

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Autres éditions populaires du même titre

9783031618550: Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin

Edition présentée

ISBN 10 :  3031618556 ISBN 13 :  9783031618550
Editeur : Springer International Publishin..., 2025
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