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Statistical Inference for Stochastic Processes, ISSN 1387-0874, 10/2018, Volume 21, Issue 3, pp. 513 - 526
A new frequency-domain test statistic is introduced to test for short memory versus long memory. We provide its asymptotic distribution under the null... 
Hypothesis test | Dependence | Time series | Probability Theory and Stochastic Processes | Statistical Theory and Methods | Mathematics | Long memory | Limit theorem | Memory | Statistics
Journal Article
Statistics and Probability Letters, ISSN 0167-7152, 2011, Volume 81, Issue 9, pp. 1354 - 1364
Some convergence results on the kernel density estimator are proven for a class of linear processes with cyclic effects. In particular, we extend the results... 
Mean integrated squared error | Empirical process | Confidence band | Limit theorem | MODELS | TIME-SERIES | STATISTICS & PROBABILITY | INFERENCE | Confidence band Empirical process Limit theorem Mean integrated squared error | Life Sciences | Quantitative Methods | Bioinformatics | Computer Science
Journal Article
05/2020
We introduce an estimation method for the scaled skewness coefficient of the sample mean of short and long memory linear processes. This method can be extended... 
Journal Article
2015, 1st ed. 2015, Fields Institute Communications, ISBN 1493930753, Volume 76, 401
This book contains articles arising from a conference in honour of mathematician-statistician MiklI s Csorgo on the occasion of his 80th birthday, held in... 
Distribution (Probability theory | Probability Theory and Stochastic Processes | Mathematics | Stochastic partial differential equations
eBook
01/2019
In this paper an easy to implement method of stochastically weighing short and long memory linear processes is introduced. The method renders asymptotically... 
Statistics - Methodology
Journal Article
ESAIM - Probability and Statistics, ISSN 1292-8100, 2002, Volume 6, pp. 293 - 309
  We study the asymptotic behavior of the empirical process when the underlying data are Gaussian and exhibit seasonal long-memory. We prove that the limiting... 
Rosenblatt processes | Seasonal long-memory | Empirical process | Hermite polynomials | U-statistics | Von-Mises functionals
Journal Article
Bernoulli, ISSN 1350-7265, 11/2017, Volume 23, Issue 4A, pp. 2558 - 2586
In this paper, we introduce randomized pivots for the means of short and long memory linear processes. We show that, under the same conditions, these pivots... 
Short and long memory time-series | Randomized pivots | Central limit theorem | randomized pivots | central limit theorem | short and long memory time-series | STATISTICS & PROBABILITY | VARIANCE | INFERENCE | BOOTSTRAP METHODS
Journal Article
2015, 1st ed. 2015., Fields Institute Communications, ISBN 1493930753, Volume 76
This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in... 
Mathematics | Probabilities
Web Resource
2015, 1st ed. 2015., Fields Institute Communications, ISBN 1493930753, Volume 76
This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in... 
Mathematics | Probabilities
Web Resource
Statistics and Probability Letters, ISSN 0167-7152, 2008, Volume 78, Issue 15, pp. 2536 - 2542
In this paper we establish asymptotic normality of trimmed sums for long range dependent moving averages. Our results extend those of Ho and Hsing [Ho, H.-C.,... 
SAMPLE | SEQUENCES | STATISTICS & PROBABILITY
Journal Article
12/2010
Some convergence results on the kernel density estimator are proven for a class of linear processes with cyclical effects. In particular we extend the results... 
Journal Article
09/2013
In this paper we introduce randomized pivots for the means of short and long memory linear processes. We show that, under the same conditions, these pivots... 
Journal Article
Nous étudions le comportement asymptotique de statistiques ou fonctionnelles liées à des processus à longue mémoire saisonnière. Nous nous concentrons sur les... 
Empirical process | Rosenblatt process | Seasonal effects | Change-point | Long-memory | [MATH] Mathematics | Gaussian processes | U-statistics | Appell products | Hermite polynomials | von-Mises fonctionals | Kernel density estimation | Linear processes
Dissertation
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