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pro vyhledávání: '"Hariz, Samir Ben"'
In this paper, we investigate the asymptotic properties of Le Cam's one-step estimator for weak Fractionally AutoRegressive Integrated Moving-Average (FARIMA) models. For these models, noises are uncorrelated but neither necessarily independent nor m
Externí odkaz:
http://arxiv.org/abs/2206.09982
Autor:
Hariz, Samir Ben1 (AUTHOR), Brouste, Alexandre1 (AUTHOR), Esstafa, Youssef1 (AUTHOR) youssef.esstafa@univ-lemans.fr, Soltane, Marius2 (AUTHOR)
Publikováno v:
ESAIM: Probability & Statistics. 2023, Vol. 27, p156-173. 18p.
Publikováno v:
Annals of Statistics 2007, Vol. 35, No. 4, 1802-1826
Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We construct a class
Externí odkaz:
http://arxiv.org/abs/0710.4217
Autor:
Hariz, Samir Ben
Publikováno v:
In Journal of Multivariate Analysis February 2002 80(2):191-216
Autor:
Hariz, Samir Ben, Wylie, Jonathan J. *
Publikováno v:
In Statistics and Probability Letters 2005 73(2):155-164
Autor:
Hariz, Samir Ben
Publikováno v:
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (now called Comptes Rendus Mathematique); 1998, Vol. 327 Issue: 3 p301-306, 6p