• Finite moments testing in a general class of nonlinear time series models, with C. Francq, 2024.
• Detection of breaks in weak location time series models with quasi-Fisher scores, with C. Francq and L. Trapani, 2024.
• Estimating dynamic systemic risk measures, with C. Francq and L. Cantin, 2022.
• Pseudo-maximum likelihood and Lie groups of linear transformations, with C.  Gouriéroux and A. Monfort, 2017
• Daily volatility forecasting using intraday returns and functional covariates, with O. Couperier and C. Francq.