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L. Laboratoire-de-statistique and J. Timbre, avenue Pierre Larousse, 92240 MALAKOFF, FRANCE E-mail address: doukhan@ensae.fr (2) SAMOS-MATISSE (Statistique Appliquée et MOdélisation Stochastique) Centre d' ´ Economie de la Sorbonne Université Paris 1 -Panthéon-Sorbonne