Nous présentons une procédure bootstrap de test de racine unité dans un modèle AR (1), basée sur le rééchantillonnage des résidus. Le Bootstrap est mis en œuvre sous l'hypothèse nulle et sous des ...

Functional magnetic resonance imaging (fMRI) allows for the indirect measurement of whole brain neuronal activity using local blood oxygenation level. Functional connectivity, i.e., the correlation ...

In this paper, a novel simulation-based methodology is proposed to test the validity of a set of marginal time series models, where the dependence structure between the time series is taken directly ...

Developing confidence about a portfolio strategy’s track record (or throwing it onto the garbage heap), whether it’s your own design or a third party’s model, is a tricky but essential chore. There’s ...