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Lionel Truquet

LT

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Publications

8

Citations

141

H-Index

8

Active since

2008

Affiliations

Centre de Recherche en Économie et Statistique(Current)

École Nationale de la Statistique et de l'Analyse de l'Information

Université de Rennes

Institut de recherche mathématique de Rennes

ENSAE Paris

Lionel Truquet is an author at Centre de Recherche en Économie et Statistique specializing in statistics, engineering, and econometrics.

Top concepts

StatisticsEngineeringBusinessEconometricsStatistical InferenceFunctional Data AnalysisFinanceEconomicsProbabilityMultivariate Analysis

Publications per year

2008–2022

8

Publications

8

A p-Order signed integer-valued autoregressive (SINAR(p)) model

Maher Kachour, Lionel Truquet · Journal of Time Series Analysis · 2010 · 38 citations

Engineering, Stochastic Processes, Integer-valued Autoregressive +6

Parameter Stability and Semiparametric Inference in Time Varying Auto-Regressive Conditional Heteroscedasticity Models

Lionel Truquet · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2016 · 23 citations

Volatility Modeling, Time Series Econometrics, Kernel Estimation +16

Local stationarity and time-inhomogeneous Markov chains

Lionel Truquet · The Annals of Statistics · 2019 · 17 citations · Full text

Weak dependence, models and some applications

Paul Doukhan, Nathanaël Mayo, Lionel Truquet · Metrika · 2008 · 16 citations

Dynamic Economic Model, Econometric Model, Engineering +4

A note on the stability of multivariate non-linear time series with an application to time series of counts

Zinsou Max Debaly, Lionel Truquet · Statistics & Probability Letters · 2021 · 13 citations

Engineering, Multivariate Analysis, Multidimensional Analysis +5

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