Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Pro��a, Fr��d��ric"'
Autor:
Pro��a, Fr��d��ric, Soltane, Marius
We consider an RCAR$(p)$ process and we establish that the standard estimation lacks consistency as soon as there exists a nonzero serial correlation in the coefficients. We give the correct asymptotic behavior and some simulations come to illustrate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa57779140cd6704158696af407f8d6b
Autor:
Pro��a, Fr��d��ric
We consider a stable but nearly unstable autoregressive process of any order. The bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with spectral radius $��(A_{n}) < 1$ satisfying $��(A_{n}) \rig
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::14293f19b49b3716cb4758433e0a95ac
A probabilistic reconstruction of genealogies in a polyploid population (from 2x to 4x) is investigated, by considering genetic data analyzed as the probability of allele presence in a given genotype. Based on the likelihood of all possible crossbree
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::26b7d4ae1beaab891fc2edad52244a7c
Autor:
Pro��a, Fr��d��ric, Soltane, Marius
A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the autocorrela
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::46dc3be4c9b6d4f5944b337feb823e1b
Autor:
Pro��a, Fr��d��ric
We are interested in the implications of a linearly autocorrelated driven noise on the asymptotic behavior of the usual least squares estimator in a stable autoregressive process. We show that the least squares estimator is not consistent and we sugg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::420ac506cca223bdba96cf8043dbc8f6
Autor:
Bercu, Sophie, Pro��a, Fr��d��ric
A dynamic coupled modelling is investigated to take temperature into account in the individual energy consumption forecasting. The objective is both to avoid the inherent complexity of exhaustive SARIMAX models and to take advantage of the usual line
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f93375c618a02425cbdb35400666bdbe
Autor:
Pro��a, Fr��d��ric
The purpose of this paper is to investigate the asymptotic behavior of the Durbin-Watson statistic for the stable $p-$order autoregressive process when the driven noise is given by a first-order autoregressive process. It is an extension of the previ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d0e60f2c602ad87b6f53e4b5dd5fea61
The purpose of this paper is to investigate moderate deviations for the Durbin-Watson statistic associated with the stable first-order autoregressive process where the driven noise is also given by a first-order autoregressive process. We first estab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec88d5a4ad46cf72fef83523019521be