Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Auto normalisation"'
Autor:
Ilmi amir, Abdoulkarim
Publikováno v:
Probabilités [math.PR]. Université Bourgogne Franche-Comté, 2021. Français. ⟨NNT : 2021UBFCD015⟩
In this thesis, we are mainly interested in the validation of seasonal and/or periodic ARMA models (SARMA for Seasonal AutoRegressive Moving-Average, PARMA for Periodic ARMA and SPARMA for Seasonal PARMA) with uncorrelated but non-independent error t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::14b24679f42d20103b369b9504b1b0e7
https://tel.archives-ouvertes.fr/tel-03346451
https://tel.archives-ouvertes.fr/tel-03346451
Autor:
Esstafa, Youssef
Publikováno v:
Statistics [math.ST]. Université Bourgogne Franche-Comté, 2019. English. ⟨NNT : 2019UBFCD021⟩
We first consider, in this thesis, the problem of statistical analysis of FARIMA (Fractionally AutoRegressive Integrated Moving-Average) models endowed with uncorrelated but non-independent error terms. These models are called weak FARIMA and can be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______212::409eb77d434af3cd78d400cb635ef78c
https://tel.archives-ouvertes.fr/tel-02548451/file/these_A_ESSTAFA_Youssef_2019.pdf
https://tel.archives-ouvertes.fr/tel-02548451/file/these_A_ESSTAFA_Youssef_2019.pdf
Autor:
Esstafa, Youssef
Publikováno v:
Statistics [math.ST]. Université Bourgogne Franche-Comté, 2019. English. ⟨NNT : 2019UBFCD021⟩
We first consider, in this thesis, the problem of statistical analysis of FARIMA (Fractionally AutoRegressive Integrated Moving-Average) models endowed with uncorrelated but non-independent error terms. These models are called weak FARIMA and can be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2592::409eb77d434af3cd78d400cb635ef78c
https://tel.archives-ouvertes.fr/tel-02548451/file/these_A_ESSTAFA_Youssef_2019.pdf
https://tel.archives-ouvertes.fr/tel-02548451/file/these_A_ESSTAFA_Youssef_2019.pdf