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Research
Latest papers
Temporally Local Maximum Likelihood with Application to SIS Model.
Journal of time series econometrics · 2023 · senior author
Latest funding
- $18,966
Advances in Inference Methods for Stationary Martingales and Non-Gaussian Processes
NSERC · 2024 · Principal investigator
- $56,130
Inference Methods for Stationary Martingales and Other Non-Gaussian Processes
NSERC · 2017 · Principal investigator
- $20,000
Canadian econometrics study group meeting on econometrics of risk and uncertainty
SSHRC · 2016 · Principal investigator
1 publications.
Temporally Local Maximum Likelihood with Application to SIS Model.
Gourieroux C, Jasiak J
Advances in Inference Methods for Stationary Martingales and Non-Gaussian Processes
Principal investigators: Jasiak, Joann
Keywords: time series analysis; semi-parametric inference; stationary martingale; noncausal process; non-gaussian process; time-irreversible process; independence test; nonlinear model; portmanteau statistic; nonlinear autocovariance
Inference Methods for Stationary Martingales and Other Non-Gaussian Processes
Principal investigators: Jasiak, Joann
Canadian econometrics study group meeting on econometrics of risk and uncertainty
Principal investigators: Jasiak, Joann
Keywords: econometrics; applied statistics; macroeconomic uncertainty; individual risks; specification error
Estimation and testing in nonlinear time series models
Principal investigators: Jasiak, Joann
21st Canadian Econometrics Study Group Conference
Principal investigators: Jasiak, Joann
Keywords: econometrics; financial econometrics; nonlinear dynamic models; nonparametric methods; market microstructures
Nonlinear dynamic models for time series
Principal investigators: Jasiak, Joanna
Nouvelle économie financière (e-finance)
Principal investigators: Dionne, Georges
Keywords: nouvelle économie financière; e-finance; e-révolution; marché boursier; bourse électronique; globalisation des marchés; régulation; liquidité; segmentation; volatilité; produit dérivé; banque de données de grande dimension; réseau parallèle d'ordinateurs
Time series analysis of processes with heterogeneous long memory patterns
Principal investigators: Jasiak, Joanna
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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