Echarif Elharfaoui

Available identifiers

Publication	Date of Publication	Type
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations	2022-04-07	Paper
Invariance principles for change-point problems under dependent random variables	2022-02-23	Paper
Testing nonstationary and absolutely regular nonlinear time series models	2019-10-23	Paper
A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular	2016-10-13	Paper
The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular	2012-06-25	Paper
A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models	2010-10-22	Paper
Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes	2008-08-20	Paper
The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular	2008-05-08	Paper
https://portal.mardi4nfdi.de/entity/Q5441103	2008-02-07	Paper
Asymptotic behavior of the perturbed empirical distribution functions for nonstationary absolutely regular processes	2005-05-12	Paper
La convergence faible des \(U\)-statistiques multivariées pour des processus non stationnaires. (The slow convergence of multivariate \(U\)-statistics for nonstationary processes)	2004-01-28	Paper

This page was built for person: Echarif Elharfaoui