Concepedia

Christian Francq

CF

Statistics

Publications

56

Citations

2.9K

H-Index

27

Active since

1997

Affiliations

Université de Lille(Current)

Centre de Recherche en Économie et Statistique

Centre for Research in Engineering Surface Technology

l'Assurance Maladie

Université du littoral côte d'opale

Christian Francq is an author at Université de Lille specializing in statistics, engineering, and econometrics.

Top concepts

StatisticsEngineeringEconometricsBusinessStatistical InferenceFinanceEstimation TheoryVolatility ModelingTime Series EconometricsProbability

Publications per year

1997–2022

56

Publications

56

Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

Christian Francq, Jean‐Michel Zakoïan · Bernoulli · 2004 · 572 citations · Full text

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +14

Stationarity of multivariate Markov–switching ARMA models

Christian Francq · Journal of Econometrics · 2001 · 229 citations

Engineering, Hidden Markov Model, Stochastic Processes +4

Diagnostic Checking in ARMA Models With Uncorrelated Errors

Christian Francq, Roch Roy, Jean‐Michel Zakoïan · Journal of the American Statistical Association · 2005 · 162 citations

Engineering, Verification, Diagnosis +21

MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS

Christian Francq, Jean‐Michel Zakoïan · Econometric Theory · 2006 · 133 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +13

Poisson QMLE of Count Time Series Models

Ali Ahmad, Christian Francq · Journal of Time Series Analysis · 2015 · 100 citations

Economics, Parameter Space, Engineering +14

1–5 of 56