The following pages link to Naâmane Laïb (Q518880):
Displaying 38 items.
- (Q427979) (redirect page) (← links)
- An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models (Q427980) (← links)
- Rate of uniform consistency for a class of mode regression on functional stationary ergodic data (Q518882) (← links)
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
- Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties (Q604340) (← links)
- Generalized kernel regression estimator for dependent size-biased data (Q651074) (← links)
- Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data (Q670191) (← links)
- (Q710794) (redirect page) (← links)
- Rates of strong consistencies of the regression function estimator for functional stationary ergodic data (Q710795) (← links)
- A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
- (Q1004757) (redirect page) (← links)
- Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
- Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes (Q1726785) (← links)
- Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates (Q1954141) (← links)
- Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors (Q2244596) (← links)
- Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response (Q2273701) (← links)
- Vector-on-function quantile regression for stationary ergodic processes (Q2355257) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data (Q2633965) (← links)
- A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932) (← links)
- Generalised kernel smoothing for non-negative stationary ergodic processes (Q3068116) (← links)
- (Q3361635) (← links)
- A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data (Q3432402) (← links)
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
- (Q3986675) (← links)
- (Q4265713) (← links)
- Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation (Q4266871) (← links)
- (Q4289157) (← links)
- Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models (Q4367682) (← links)
- ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
- Non-Parametric Testing of Conditional Variance Functions in Time Series (Q4665430) (← links)
- (Q4840413) (← links)
- (Q4878370) (← links)
- A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties (Q4918192) (← links)
- Nonparametric testing for correlation models with dependent data (Q4949155) (← links)
- (Q5285973) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
