M. Soltane

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise Journal of Statistical Planning and Inference	2024-06-17	Paper
Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise Stochastic Models	2024-02-12	Paper
Fast calibration of weak Farima models ESAIM: Probability and Statistics	2023-08-21	Paper
Comments on the presence of serial correlation in the random coefficients of an autoregressive process Statistics & Probability Letters	2021-03-18	Paper
One-step estimation for the fractional Gaussian noise at high-frequency ESAIM: Probability and Statistics	2020-12-15	Paper
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise Statistical Inference for Stochastic Processes	2020-08-25	Paper
Asymptotic efficiency in the Autoregressive process driven by a stationary Gaussian noise	2018-10-20	Paper
A test of correlation in the random coefficients of an autoregressive process Mathematical Methods of Statistics	2018-10-08	Paper

Research outcomes over time

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