Saved in:
| Main Authors: | Maïnassara, Yacouba Boubacar, Saussereau, Bruno |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2404.12692 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Portmanteau test for a class of multivariate asymmetric power GARCH model
by: Maïnassara, Yacouba Boubacar, et al.
Published: (2024)
by: Maïnassara, Yacouba Boubacar, et al.
Published: (2024)
Diagnostic checking of periodic vector autoregressive time series models with dependent errors
by: Mainassara, Yacouba Boubacar, et al.
Published: (2024)
by: Mainassara, Yacouba Boubacar, et al.
Published: (2024)
Estimation of subcritical Galton Watson processes with correlated immigration
by: Mainassara, Yacouba Boubacar, et al.
Published: (2024)
by: Mainassara, Yacouba Boubacar, et al.
Published: (2024)
Estimating weak periodic vector autoregressive time series
by: Maïnassara, Yacouba Boubacar, et al.
Published: (2024)
by: Maïnassara, Yacouba Boubacar, et al.
Published: (2024)
Estimating weak Markov-switching AR(1) models
by: Mainassara, Yacouba Boubacar, et al.
Published: (2025)
by: Mainassara, Yacouba Boubacar, et al.
Published: (2025)
Model Checking for Regressions Based on Weighted Residual Processes with Diverging Number of Predictors
by: Hu, Yue, et al.
Published: (2026)
by: Hu, Yue, et al.
Published: (2026)
Autocorrelation Test under Frequent Mean Shifts
by: Liu, Ziyang, et al.
Published: (2025)
by: Liu, Ziyang, et al.
Published: (2025)
Centered-Innovation MA for Bayesian Dirichlet ARMA: Theoretical Equivalence and an Application to Bank-Asset Shares
by: Katz, Harrison
Published: (2025)
by: Katz, Harrison
Published: (2025)
A Note on the Asymptotic Properties of the GLS Estimator in Multivariate Regression with Heteroskedastic and Autocorrelated Errors
by: Moriya, Koichiro, et al.
Published: (2025)
by: Moriya, Koichiro, et al.
Published: (2025)
Calibrated Model Criticism Using Split Predictive Checks
by: Li, Jiawei, et al.
Published: (2022)
by: Li, Jiawei, et al.
Published: (2022)
Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models
by: Casini, Alessandro
Published: (2021)
by: Casini, Alessandro
Published: (2021)
Quantifying Multivariate Graph Dependencies: Theory and Estimation for Multiplex Graphs
by: Skeja, Anda, et al.
Published: (2024)
by: Skeja, Anda, et al.
Published: (2024)
Wasserstein-based Minimax Estimation of Dependence in Multivariate Regularly Varying Extremes
by: Zhang, Xuhui, et al.
Published: (2023)
by: Zhang, Xuhui, et al.
Published: (2023)
Regularized Nonlinear Regression with Dependent Errors and its Application to a Biomechanical Model
by: You, Hojun, et al.
Published: (2022)
by: You, Hojun, et al.
Published: (2022)
Asymptotics in Multiple Hypotheses Testing under Dependence: beyond Normality
by: Dey, Monitirtha
Published: (2024)
by: Dey, Monitirtha
Published: (2024)
Multivariate Matérn Models -- A Spectral Approach
by: Yarger, Drew, et al.
Published: (2023)
by: Yarger, Drew, et al.
Published: (2023)
Data Augmentation of Multivariate Sensor Time Series using Autoregressive Models and Application to Failure Prognostics
by: de Souza, Douglas Baptista, et al.
Published: (2024)
by: de Souza, Douglas Baptista, et al.
Published: (2024)
Multivariate Species Sampling Models
by: Franzolini, Beatrice, et al.
Published: (2025)
by: Franzolini, Beatrice, et al.
Published: (2025)
Estimation of the asymptotic variance matrix of the least squares estimator of weak FARIMA models
by: Y. Boubacar Maïnassara, et al.
Published: (2025)
by: Y. Boubacar Maïnassara, et al.
Published: (2025)
Some Results on Generalized Familywise Error Rate Controlling Procedures under Dependence
by: Dey, Monitirtha, et al.
Published: (2025)
by: Dey, Monitirtha, et al.
Published: (2025)
Scores for Multivariate Distributions and Level Sets
by: Meng, Xiaochun, et al.
Published: (2020)
by: Meng, Xiaochun, et al.
Published: (2020)
Normalized Likelihood Criteria for Model Selection in the Stochastic Block Model
by: Cerqueira, Andressa, et al.
Published: (2026)
by: Cerqueira, Andressa, et al.
Published: (2026)
On the Identifiability of Diagnostic Classification Models
by: Fang, Guanhua, et al.
Published: (2017)
by: Fang, Guanhua, et al.
Published: (2017)
Generalized Autoregressive Multivariate Models: From Binary to Poisson
by: Bykhovskaya, Anna, et al.
Published: (2026)
by: Bykhovskaya, Anna, et al.
Published: (2026)
Normal Approximation in Large Network Models
by: Leung, Michael P., et al.
Published: (2019)
by: Leung, Michael P., et al.
Published: (2019)
Local Identification in Instrumental Variable Multivariate Quantile Regression Models
by: Kono, Haruki
Published: (2024)
by: Kono, Haruki
Published: (2024)
An Ising Similarity Regression Model for Modeling Multivariate Binary Data
by: Tho, Zhi Yang, et al.
Published: (2024)
by: Tho, Zhi Yang, et al.
Published: (2024)
Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes
by: Kühnert, Sebastian, et al.
Published: (2024)
by: Kühnert, Sebastian, et al.
Published: (2024)
A Geometric Approach for Multivariate Jumps Detection
by: Henneuse, Hugo
Published: (2024)
by: Henneuse, Hugo
Published: (2024)
Joint Mean and Correlation Regression Models for Multivariate Data
by: Tho, Zhi Yang, et al.
Published: (2024)
by: Tho, Zhi Yang, et al.
Published: (2024)
Estimating Signal-to-Noise Ratios for Multivariate High-dimensional Linear Models
by: Hu, Xiaohan, et al.
Published: (2025)
by: Hu, Xiaohan, et al.
Published: (2025)
Complexity Dependent Error Rates for Physics-informed Statistical Learning via the Small-ball Method
by: Marcondes, Diego
Published: (2025)
by: Marcondes, Diego
Published: (2025)
Asymptotic Normality of the Conditional Value-at-Risk based Pickands Estimator
by: Li, Yizhou, et al.
Published: (2024)
by: Li, Yizhou, et al.
Published: (2024)
Subsampling for Big Data Linear Models with Measurement Errors
by: Ju, Jiangshan, et al.
Published: (2024)
by: Ju, Jiangshan, et al.
Published: (2024)
Residual Balancing for Non-Linear Outcome Models in High Dimensions
by: Meza, Isaac
Published: (2025)
by: Meza, Isaac
Published: (2025)
Detecting Change-points in Mean of Multivariate Time Series
by: Samanta, Ramkrishna Jyoti
Published: (2024)
by: Samanta, Ramkrishna Jyoti
Published: (2024)
Multivariate generalized Pareto distributions along extreme directions
by: Mourahib, Anas, et al.
Published: (2023)
by: Mourahib, Anas, et al.
Published: (2023)
Optimal-Transport Based Multivariate Goodness-of-Fit Tests
by: Hlávka, Zdeněk, et al.
Published: (2025)
by: Hlávka, Zdeněk, et al.
Published: (2025)
Extending Characterizations of Multivariate Laws via Distance Distributions
by: Betken, Annika, et al.
Published: (2025)
by: Betken, Annika, et al.
Published: (2025)
Multivariate Inference of Network Moments by Subsampling
by: Qi, Mingyu, et al.
Published: (2024)
by: Qi, Mingyu, et al.
Published: (2024)
Similar Items
-
Portmanteau test for a class of multivariate asymmetric power GARCH model
by: Maïnassara, Yacouba Boubacar, et al.
Published: (2024) -
Diagnostic checking of periodic vector autoregressive time series models with dependent errors
by: Mainassara, Yacouba Boubacar, et al.
Published: (2024) -
Estimation of subcritical Galton Watson processes with correlated immigration
by: Mainassara, Yacouba Boubacar, et al.
Published: (2024) -
Estimating weak periodic vector autoregressive time series
by: Maïnassara, Yacouba Boubacar, et al.
Published: (2024) -
Estimating weak Markov-switching AR(1) models
by: Mainassara, Yacouba Boubacar, et al.
Published: (2025)