Current PHD Student Supervision

Past PHD Student Supervision

  • Sébastien FRIES: Anticipative alpha-stable linear processes for time series analysis: conditional dynamics and estimation, 2018.
  • Ali AHMAD (joint with C. Francq): Contributions to the econometrics of integer-valued time series, 2016.
  • Guillaume LEPAGE (joint with C. Francq): Statistical inference of conditionally heteroskedastic models with stable innovations, non Gaussian contrast and misspecified volatility, 2012.
  • Nazim REGNARD: GARCH models with coefficients functions of an exogenous process, 2011.
  • Taoufik HAMADEH (joint with C. Francq): Statistical inference in non linear GARCH models, 2010.
  • Yacouba B. MAINASSARA (joint with C. Francq): Estimation, validation and identification of weak vector ARMA models, 2009.
  • Ahmed ELGHINI (joint with C. Francq): Specification tests based on inverse autocorrelations. Asymptotic properties of inverse empirical autocorrelations, 2008.
  • Hamdi RAISSI (joint with C. Francq): Contributions to the statistical inference of vector autoregressive and error-correction models, 2007.
  • Antony GAUTIER (joint with C. Francq): Time-dependent coefficients time series models, 2004.
  • Youssef SAIDI (joint with L. Broze): Probabilist and statistical study of non linear conditionally heteroscedastic models, 2003.