Naâmane Laïb

Available identifiers

zbMath Open laib.naamaneMaRDI QIDQ518880

List of research outcomes

Publication	Date of Publication	Type
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations	2023-03-10	Paper
Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors	2021-11-12	Paper
Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response	2019-09-25	Paper
Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data	2019-03-18	Paper
Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes	2019-02-20	Paper
Limiting law results for a class of conditional mode estimates for functional stationary ergodic data	2017-05-24	Paper
Rate of uniform consistency for a class of mode regression on functional stationary ergodic data	2017-03-30	Paper
Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data	2016-02-05	Paper
Vector-on-function quantile regression for stationary ergodic processes	2015-07-21	Paper
Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates	2013-06-20	Paper
A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties	2013-04-23	Paper
An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models	2012-06-18	Paper
Generalized kernel regression estimator for dependent size-biased data	2011-12-08	Paper
A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations	2011-05-20	Paper
Generalised kernel smoothing for non-negative stationary ergodic processes	2011-01-13	Paper
Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties	2010-11-10	Paper
Rates of strong consistencies of the regression function estimator for functional stationary ergodic data	2010-10-22	Paper
On residual empirical processes of GARCH-SM models: application to conditional symmetry tests	2010-04-22	Paper
Local power of a Cramér-von Mises type test for parametric autoregressive models of order one	2009-03-12	Paper
A locally asymptotically powerful test for nonlinear autoregressive models	2008-06-26	Paper
A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data	2007-04-16	Paper
Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors	2005-08-05	Paper
Non-Parametric Testing of Conditional Variance Functions in Time Series	2005-04-11	Paper
ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR	2004-02-04	Paper
https://portal.mardi4nfdi.de/entity/Q4265713	2002-02-05	Paper
A robust nonparametric estimation of the autoregression function under an ergodic hypothesis	2001-08-17	Paper
Nonparametric testing for correlation models with dependent data	2001-05-17	Paper
Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation	1999-09-22	Paper
Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models	1997-12-02	Paper
https://portal.mardi4nfdi.de/entity/Q4878370	1996-07-18	Paper
https://portal.mardi4nfdi.de/entity/Q4840413	1995-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q4289157	1994-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q5285973	1993-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q3986675	1992-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q3361635	1991-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Naâmane Laïb