208 citations · 1.5k across the 43 of their papers we have counts for
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math.ST2019
The -Divergence Expectation Iteration Scheme
Kamélia Daudel, Randal Douc, François Portier +1
This paper introduces the -EI algorithm, a novel iterative algorithm which operates on measures and performs -divergence minimisation in a Bayesian framework. We prove t…
math.ST2019
Necessary and sufficient conditions for the identifiability of observation-driven models
François Roueff, Randal Douc, Ois Roueff +1
In this contribution we are interested in proving that a given observation-driven model is identifiable. In the case of a GARCH(p, q) model, a simple sufficient condition has been…