Concepedia

Olivier Wintenberger

OW

Statistics

Publications

17

Citations

798

H-Index

16

Active since

2006

Affiliations

University of Copenhagen(Current)

Sorbonne Université

Laboratoire de Statistique Théorique et Appliquée

Laboratoire de Probabilités, Statistique et Modélisation

Université Paris Dauphine-PSL

Olivier Wintenberger is an author at University of Copenhagen specializing in mathematics, stochastic processes, and probability theory.

Publications per year

2006–2021

17

Publications

17

Weakly dependent chains with infinite memory

Paul Doukhan, Olivier Wintenberger · Stochastic Processes and their Applications · 2008 · 117 citations · Full text

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Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes

Jean‐Marc Bardet, Olivier Wintenberger · The Annals of Statistics · 2009 · 114 citations · Full text

, , +7

GARCH models without positivity constraints: Exponential or log GARCH?

Christian Francq, Olivier Wintenberger, Jean‐Michel Zakoïan · Journal of Econometrics · 2013 · 68 citations · Full text

, , +10

Feasible invertibility conditions and maximum likelihood estimation for observation-driven models

Francisco Blasques, Siem Jan Koopman, Olivier Wintenberger · Electronic Journal of Statistics · 2018 · 65 citations · Full text

, , +17

Stable limits for sums of dependent infinite variance random variables

Katarzyna Bartkiewicz, Adam Jakubowski, Thomas Mikosch et al. · Probability Theory and Related Fields · 2010 · 63 citations · Full text

, , +10

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