| Working Papers
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Instrumental Regression in Partially Linear Models
by Jean-Pierre Florens, Jan Johannes and Sébastien Van Bellegem
(2005, revised 2007)
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Nonparametric Beta Kernel Estimator for Long Memory Time Series
by Taoufik Bouezmarni and Sébastien Van Bellegem (2009)
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School System Evaluation by Value-Added Analysis under Endogeneity
by Jorge Manzi, Ernesto San Martin and Sébastien Van Bellegem (2010)
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Iterative regularization in nonparametric instrumental regression
by Jan Johannes, Sébastien Van Bellegem and Anne Vanhems (2010)
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Publications
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Convergence rates for ill-posed inverse problems with an unknown operator
by Jan Johannes, Sébastien Van Bellegem and Anne Vanhems (2010)
Econometric Theory, accepted.
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Identification and estimation by penalization in Nonparametric Instrumental Regression
by Jean-Pierre Florens, Jan Johannes and Sébastien Van Bellegem (2010)
Econometric Theory, accepted.
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Nonparametric frontier estimation from noisy data
by Maik Schwarz, Sébastien Van Bellegem and Jean-Pierre Florens (2010)
Festschrift in honour of Léopold Simar, forthcoming.
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Forecasting the Malmquist Productivity Index
Alexandra Daskovska, Léopold Simar, and Sébastien Van Bellegem (2009)
Journal of Productivity Analysis, 33, 97--107.
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Consistent density deconvolution under partially known error distribution
Maik Schwarz and Sébastien Van Bellegem (2009)
Statistics and Probability Letters, 80, 236--241.
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Log-density deconvolution by wavelet thresholding
Jérémie Bigot and Sébastien Van Bellegem (2009)
Scandinavian Journal of Statistics, 36, 749-763.
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Nonparametric simultaneous testing for structural breaks
Jiti Gao, Irène Gijbels and Sébastien Van Bellegem (2008)
Journal of Econometrics, 143, 123-142.
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Locally adaptive estimation of evolutionary wavelet spectra
Sébastien Van Bellegem and Rainer von Sachs (2008)
The Annals of Statistics, 36, 1879-1924.
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Evolutionary Coherence of Nonstationary Signals
Hernando Ombao and Sébastien Van Bellegem (2007)
IEEE Transactions on Signal Processing, 56, 2259-2266.
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Semiparametric estimation by model selection for locally stationary processes
Sébastien Van Bellegem and Rainer Dahlhaus (2006)
Journal of the Royal Statistical Society, Series B, 68 (5), 721-746.
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Discrete s-convex extremal distributions: Theory and applications
Cindy Courtois, Michel Denuit and Sébastien Van Bellegem (2006)
Applied Mathematics Letters, 19 (12), 1367-1377.
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On adaptive estimation for locally stationary wavelet processes and its applications
Sébastien Van Bellegem and Rainer von Sachs (2004),
International Journal of Wavelets, Multiresolution and Information Processing,
special issue on Wavelets and Statistics, 2 (4), 545-565.
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Forecasting economic time series with unconditional time-varying variance
Sébastien Van Bellegem and Rainer von Sachs (2004)
International Journal of Forecasting, 20 (4), 611-627.
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Forecasting non-stationary time series by wavelet process modelling
Piotr Fryzlewicz, Sébastien Van Bellegem and Rainer von Sachs (2003)
Annals of the Institute of Statistical Mathematics, 55 (4), 737-764.
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A wavelet-based model for forecasting non-stationary processes
Sébastien Van Bellegem, Piotr Fryzlewicz and Rainer von Sachs (2003),
In J-P. Gazeau, R. Kerner, J-P. Antoine, S. Metens and J-Y. Thibon (Eds.). GROUP 24: Physical and Mathematical Aspects of Symmetries. Bristol: IOP Publishing, Conference Series Number 173, 955-958.
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On the stop-loss and total variation distances between random sums
Michel Denuit and Sébastien Van Bellegem (2001)
Statistics & Probability Letters, 53 (2), 153-165.
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