Naâmane Laïb

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Person:518880

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zbMath Open laib.naamaneMaRDI QIDQ518880

List of research outcomes

PublicationDate of PublicationType
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations2023-03-10Paper
Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors2021-11-12Paper
Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response2019-09-25Paper
Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data2019-03-18Paper
Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes2019-02-20Paper
Limiting law results for a class of conditional mode estimates for functional stationary ergodic data2017-05-24Paper
Rate of uniform consistency for a class of mode regression on functional stationary ergodic data2017-03-30Paper
Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data2016-02-05Paper
Vector-on-function quantile regression for stationary ergodic processes2015-07-21Paper
Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates2013-06-20Paper
A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties2013-04-23Paper
An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models2012-06-18Paper
Generalized kernel regression estimator for dependent size-biased data2011-12-08Paper
A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations2011-05-20Paper
Generalised kernel smoothing for non-negative stationary ergodic processes2011-01-13Paper
Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties2010-11-10Paper
Rates of strong consistencies of the regression function estimator for functional stationary ergodic data2010-10-22Paper
On residual empirical processes of GARCH-SM models: application to conditional symmetry tests2010-04-22Paper
Local power of a Cramér-von Mises type test for parametric autoregressive models of order one2009-03-12Paper
A locally asymptotically powerful test for nonlinear autoregressive models2008-06-26Paper
A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data2007-04-16Paper
Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors2005-08-05Paper
Non-Parametric Testing of Conditional Variance Functions in Time Series2005-04-11Paper
ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR2004-02-04Paper
https://portal.mardi4nfdi.de/entity/Q42657132002-02-05Paper
A robust nonparametric estimation of the autoregression function under an ergodic hypothesis2001-08-17Paper
Nonparametric testing for correlation models with dependent data2001-05-17Paper
Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation1999-09-22Paper
Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models1997-12-02Paper
https://portal.mardi4nfdi.de/entity/Q48783701996-07-18Paper
https://portal.mardi4nfdi.de/entity/Q48404131995-09-14Paper
https://portal.mardi4nfdi.de/entity/Q42891571994-04-28Paper
https://portal.mardi4nfdi.de/entity/Q52859731993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q39866751992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q33616351991-01-01Paper

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