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We consider a purely fractionally deferenced process driven by a periodically time-varying long memory parameter. We will build an estimate for the vector parameters using the minimum Hellinger distance estimation. The results are investigated throug
Externí odkaz:
http://arxiv.org/abs/2011.10880
Autor:
Amimour, Amine, Belaide, Karima
The present paper, characterizes the invertibility and causality conditions of a periodic ARFIMA (PARFIMA) models. We first, discuss the conditions in the multivariate case, by considering the corresponding p-variate stationary ARFIMA models. Second,
Externí odkaz:
http://arxiv.org/abs/2008.02978
Autor:
Amimour, Amine, Belaide, Karima
This article develops a periodic version of a time varying parameter fractional process in the stationary region. It is a partial extension of Hosking (1981)'s article which dealt with the case where the coefficients are invariant in time. We will de
Externí odkaz:
http://arxiv.org/abs/2008.01939
Publikováno v:
Comptes Rendus. Mathématique, Vol 360, Iss G10, Pp 1153-1162 (2022)
We consider a purely fractionally deferenced process driven by a periodically time-varying long memory parameter. We will build an estimate for the vector parameters using the minimum Hellinger distance estimation. The results are investigated throug
Externí odkaz:
https://doaj.org/article/215ca691de9049b9a8038d13eda2af30
Autor:
AMIMOUR, AMINE
Publikováno v:
For the Learning of Mathematics; Nov2024, Vol. 44 Issue 3, p15-19, 5p
Autor:
Amimour, Amine
Publikováno v:
Statistiques [math.ST]. Université Abderrahmane Mira-Béjaia (Algérie), 2020. Français
In this thesis, we have introduced a fractionally integrated autoregressive moving average model driven by a periodically time varying long memory parameter (PtvARFIMA) as an extension of the ARFIMA models as well as tvARFIMA models. Indeed, the peri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5edf97db7cbfc0eb93b32e4f83ed012d
https://hal.archives-ouvertes.fr/tel-03036847/document
https://hal.archives-ouvertes.fr/tel-03036847/document
Autor:
Amimour, Amine1 (AUTHOR), Belaide, Karima1 (AUTHOR)
Publikováno v:
Communications in Statistics: Theory & Methods. 2022, Vol. 51 Issue 9, p2936-2952. 17p.
Akademický článek
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Publikováno v:
Annales Universitates Paedagogicae Cracoviensis. Studia ad Didacticam Mathematicae Pertinentia; 2021, Vol. 13, p169-183, 15p