Concepedia

Marie‐Claude Viano

MV

Statistics

Publications

12

Citations

291

H-Index

12

Active since

1994

Affiliations

Laboratoire Paul Painlevé(Current)

Université Paris-Sud

Vilnius University

Université de Lille

Université Paris Cité

Marie‐Claude Viano is an author at Laboratoire Paul Painlevé specializing in engineering, statistics, and stochastic processes.

Top concepts

StatisticsEngineeringStochastic ProcessesStochastic AnalysisProbabilityProcess ControlTime Series EconometricsMemoryFinanceBusiness

Publications per year

1994–2008

12

Publications

12

Long memory properties and covariance structure of the EGARCH model

Marie‐Claude Viano · ESAIM Probability and Statistics · 2002 · 42 citations · Full text

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +12

Continuous-time fractional ARMA processes

Marie‐Claude Viano, Cl. Deniau, Georges Oppenheim · Statistics & Probability Letters · 1994 · 35 citations

Fractional-order System, Fractional Stochastics, Process Control +1

Stability of random coefficient ARCH models and aggregation schemes

Vytautas Kazakevičius, Remigijus Leipus, Marie‐Claude Viano · Journal of Econometrics · 2003 · 33 citations

Statistics, Aggregate Function, Aggregation Schemes +1

LONG‐RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES

Marie‐Claude Viano, Cl. Deniau, Georges Oppenheim · Journal of Time Series Analysis · 1995 · 28 citations

Fractional-order System, Mixing Properties, Stochastic Processes +4

Long memory and stochastic trend

Remigijus Leipus, Marie‐Claude Viano · Statistics & Probability Letters · 2003 · 25 citations

Memory System, Data Science, Memory +2

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