38 citations · 66 across the 14 of their papers we have counts for
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stat.ME2015★ 3 cited
Robust Inference for Time Series Models: a Wavelet-based Framework
Stephane Guerrier, Roberto Molinari
We present a new framework for the robust estimation of latent time series models which is fairly general and, for example, covers models going from ARMA to state-space models. Thi…
stat.ME2015★ 1 cited
A Prediction Divergence Criterion for Model Selection
Stephane Guerrier, Maria-Pia Victoria-Feser
The problem of model selection is inevitable in an increasingly large number of applications involving partial theoretical knowledge and vast amounts of information, like in medici…