Michel Harel

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Person:321512

Available identifiers

zbMath Open harel.michelMaRDI QIDQ321512

List of research outcomes

PublicationDate of PublicationType
Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces2022-09-28Paper
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations2022-04-07Paper
INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES2022-02-23Paper
Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions2019-10-23Paper
Testing nonstationary and absolutely regular nonlinear time series models2019-10-23Paper
A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular2016-10-13Paper
Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields2016-06-10Paper
Asymptotic Normality of Binned Kernel Density Estimators for Non-stationary Dependent Random Variables2015-06-24Paper
Asymptotic behavior of nonparametric estimator for the renewal function associated with stationary \(\beta\)-mixing positive random variables2014-03-05Paper
A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models2013-11-19Paper
Asymptotic behavior of the nonparametric estimator for the renewal function associated with independent and nonstationary positive random variables2013-10-18Paper
The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular2012-06-25Paper
A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models2010-10-22Paper
Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes2008-08-20Paper
The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular2008-05-08Paper
https://portal.mardi4nfdi.de/entity/Q54411032008-02-07Paper
Universally consistent conditional \(U\)-statistic for absolutely regular processes and its applications for hidden Markov models2006-01-13Paper
Asymptotic behavior of the perturbed empirical distribution functions for nonstationary absolutely regular processes2005-05-12Paper
La convergence faible des \(U\)-statistiques multivariées pour des processus non stationnaires. (The slow convergence of multivariate \(U\)-statistics for nonstationary processes)2004-01-28Paper
Asymptotic behaviour of the perturbed multivariate empirical distribution function of dependent variables2003-11-27Paper
Une méthode semi-paramétrique pour tester un modèle de régression. (A semi-parametric method to test a regression model)2003-09-15Paper
-statistiques conditionnelles universellement consistantes pour des modèles de Markov cachés2003-01-29Paper
Conditional empirical processes defined by nonstationary absolutely regular sequences1999-10-25Paper
Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes.1998-01-01Paper
Nonparametric density estimators based on nonstationary absolutely regular random sequences1996-11-18Paper
Asymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent Observations1996-11-18Paper
Weak convergence of the corrected empirical \(U\)-statistics under mixing condition1996-07-15Paper
Conditional \(U\)-statistics for dependent random variables1996-07-15Paper
https://portal.mardi4nfdi.de/entity/Q48504301996-03-05Paper
Asymptotics of the sample renewal function1995-06-18Paper
Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables1995-05-14Paper
https://portal.mardi4nfdi.de/entity/Q42814301994-11-29Paper
Weak convergence of weighted empirical \(U\)-statistics processes for dependent random variables1994-04-21Paper
https://portal.mardi4nfdi.de/entity/Q40222121993-01-17Paper
Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes1993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q39712231992-06-25Paper
Limiting behavior of one sample rank order statistics with unbounded scores for nonstationary absolutely regular processes1991-01-01Paper
Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32011631991-01-01Paper
Weak invariance of generalized U-statistics for nonstationary absolutely regular processes1990-01-01Paper
Weak convergence of serial rank statistics under dependence with applications in time series and Markov processes1990-01-01Paper
Weak convergence of the serial linear rank statistic with unbounded scores and regression constants under mixing conditions1990-01-01Paper
The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing1990-01-01Paper
Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models1989-01-01Paper
Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47318951989-01-01Paper
Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37872051988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37903871988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38197781988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38348711988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37680811987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37979381987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38024521987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37571491986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36857461984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33163921983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39068341980-01-01Paper

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