CREST Working Papers Series No. 2017-75
by Caroline Hillairet and Ying Jiao
Consistent Utility of Investment and Consumption : a forward/backward SPDE viewpoint
CREST Working Papers Series No. 2017-74
by Nicole El Karoui, Caroline Hillairet and Mohamed Mrad
Improved bounds for Square-Root Lasso and Square-Root Slope
CREST Working Papers Series No. 2017-53
Consistent Pseudo-Maximum Likelihood Estimators
CREST Working Papers Series No. 2017-10
by Christian Gouriéroux, Alain Monfort and Eric Renault
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models
CREST Working Papers Series No. 2017-09
by Christian Gouriéroux, Alain Monfort and Jean-Paul Renne