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Alain Hecq

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2020 – today

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2024
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  - journals/sac/CubaddaGHJ24
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Gianluca Cubadda, Francesco Giancaterini, Alain Hecq, Joann Jasiak:
Optimization of the generalized covariance estimator in noncausal processes. Stat. Comput. 34(4): 127 (2024)
2022
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Alain Hecq, Marie Ternes, Ines Wilms:
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. J. Comput. Graph. Stat. 31(4): 1076-1090 (2022)

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