Yacouba Samoura
From MaRDI portal
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 |
|---|---|---|
| MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS Far East Journal of Theoretical Statistics | 2022-05-16 | Paper |
| Estimation of the realized (co-)volatility vector: large deviations approach Stochastic Processes and their Applications | 2017-09-07 | Paper |
| Moderate deviations for bipower variation of general function and Hayashi-Yoshida estimators | 2016-09-13 | Paper |
| Large deviations of the realized (co-)volatility vector | 2014-11-19 | Paper |
| Large and moderate deviations of realized covolatility Statistics & Probability Letters | 2014-06-05 | Paper |
Research outcomes over time
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