Florens, Jean-Pierre, Johannes, Jan and Van Bellegem, Sébastien (2012) Instrumental regression in partially linear models. The Econometrics Journal, 15 (n°2). pp. 304-324.

Dahlhaus, Rainer and Van Bellegem, Sébastien (2006) Semiparametric estimation by model selection for locally stationary processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 68 (n°5). pp. 721-746.

Courtois, Cindy, Denuit, Michel and Van Bellegem, Sébastien (2006) Discrete s-convex extremal distributions: Theory and applications. Applied Mathematics Letters, 19 (12). pp. 1367-1377.

Van Bellegem, Sébastien and Von Sachs, Rainer (2004) Forecasting economic time series with unconditional time-varying variance. International Journal of Forecasting, 20 (4). pp. 611-627.

Van Bellegem, Sébastien and Von Sachs, Rainer (2004) On adaptive estimation for locally stationary wavelet processes and its applications. International Journal of Wavelets, Multiresolution and Information Processing, 2 (4). pp. 545-565.

Fryzlewicz, P., Van Bellegem, Sébastien and Von Sachs, Rainer (2003) Forecasting non-stationary time series by wavelet process modelling. Annals of the Institute of Statistical Mathematics, 55 (4). pp. 737-764.

Denuit, Michel and Van Bellegem, Sébastien (2001) On the stop-loss and total variation distances between random sums. Statistics and Probability Letters, 53 (2). pp. 153-165.