:: Library Catalog

Image de couverture de livre

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Mainassara, Yacouba Boubacar, Rabehasaina, Landy
Format:	Preprint
Publié:	2024
Sujets:	Statistics Theory
Accès en ligne:	https://arxiv.org/abs/2404.12137
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Estimating weak Markov-switching AR(1) models
par: Mainassara, Yacouba Boubacar, et autres
Publié: (2025)

Estimating weak periodic vector autoregressive time series
par: Maïnassara, Yacouba Boubacar, et autres
Publié: (2024)

Diagnostic checking of periodic vector autoregressive time series models with dependent errors
par: Mainassara, Yacouba Boubacar, et autres
Publié: (2024)

Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations
par: Maïnassara, Yacouba Boubacar, et autres
Publié: (2024)

Portmanteau test for a class of multivariate asymmetric power GARCH model
par: Maïnassara, Yacouba Boubacar, et autres
Publié: (2024)

Estimation of the intercept parameter in integrated Galton-Watson processes
par: Lu, Yang
Publié: (2026)

Consistent estimation in subcritical birth-and-death processes
par: Hautphenne, Sophie, et autres
Publié: (2025)

Heavy-tailed critical Galton--Watson processes with immigration
par: Kevei, Peter, et autres
Publié: (2025)

Nadaraya-Watson Type Estimator of the Transition Density Function for Diffusion Processes
par: Marie, Nicolas, et autres
Publié: (2025)

Estimation of the asymptotic variance matrix of the least squares estimator of weak FARIMA models
par: Y. Boubacar Maïnassara, et autres
Publié: (2025)

Central limit theorem for a partially observed interacting system of Hawkes processes I: subcritical case
par: Liu, Chenguang, et autres
Publié: (2026)

Partial correlation networks of Gaussian processes
par: Peruzzi, Michele
Publié: (2026)

Beyond Benign Overfitting in Nadaraya-Watson Interpolators
par: Barzilai, Daniel, et autres
Publié: (2025)

Statistical inference for highly correlated stationary point processes and noisy bivariate Neyman-Scott processes
par: Shiotani, Takaaki, et autres
Publié: (2024)

A nonparametric test for diurnal variation in spot correlation processes
par: Christensen, Kim, et autres
Publié: (2024)

Universal behaviors of the multi-time correlation functions of random processes with renewal: the step noise case (the random velocity of a Lévy walk)
par: Bianucci, Marco, et autres
Publié: (2025)

Quasi-Maximum Likelihood Estimation of long-memory linear processes
par: Bardet, Jean-Marc, et autres
Publié: (2023)

Estimating non-linear functionals of trawl processes
par: Sauri, Orimar
Publié: (2025)

Parameter estimation for a hidden linear birth and death process with immigration
par: Bouzalmat, Ibrahim, et autres
Publié: (2023)

Estimation for the damping factor of the driving process of an SPDE in two space dimensions
par: Tonaki, Yozo, et autres
Publié: (2024)

A Cylindrical Galton Board at the Galton Board's 150th Anniversary
par: Mardia, Kanti V., et autres
Publié: (2026)

Estimation of a pure-jump stable Cox-Ingersoll-Ross process
par: Bayraktar, Elise, et autres
Publié: (2023)

Expansion of net correlations in terms of partial correlations
par: Arenaza, Bautista, et autres
Publié: (2024)

Estimation of Change Points for Non-linear (auto-)regressive processes using Neural Network Functions
par: Kirch, Claudia, et autres
Publié: (2025)

Asymptotic behavior of some strongly critical decomposable 3-type Galton-Watson processes with immigration
par: Barczy, Matyas, et autres
Publié: (2024)

Unidimensional factor models imply weaker partial correlations than zero-order correlations
par: van Bork, Riet, et autres
Publié: (2016)

Estimating sample paths of Gauss-Markov processes from noisy data
par: Davies, Benjamin
Publié: (2024)

Concentration inequalities for the sample correlation coefficient
par: Salnikov, Daniel
Publié: (2024)

Invariant correlation under marginal transforms
par: Koike, Takaaki, et autres
Publié: (2023)

Bound on FWER for correlated normal distribution
par: Das, Nabaneet, et autres
Publié: (2019)

Estimation and model errors in Gaussian-process-based Sensitivity Analysis of functional outputs
par: Sáo, Yuri Taglieri, et autres
Publié: (2025)

Galton-Watson processes in dynamical environments
par: Morand, Thomas
Publié: (2024)

On the lack of weak continuity of Chatterjee's correlation coefficient
par: Bücher, Axel, et autres
Publié: (2024)

Asymptotic representations for Spearman's footrule correlation coefficient
par: Xia, Liqi, et autres
Publié: (2025)

Dependence functions based on Chatterjee's rank correlation
par: Limbach, Carsten
Publié: (2026)

On eigenvalues of a renormalized sample correlation matrix
par: Jiang, Qianqian, et autres
Publié: (2025)

With random regressors, least squares inference is robust to correlated errors with unknown correlation structure
par: Zhang, Zifeng, et autres
Publié: (2024)

Estimation of rates in population-age-dependent processes by means of test functions
par: Fan, Jie Yen, et autres
Publié: (2025)

Improved distance correlation estimation
par: Monroy-Castillo, Blanca E., et autres
Publié: (2024)

On a rank-based Azadkia-Chatterjee correlation coefficient
par: Tran, Leon, et autres
Publié: (2024)