42 citations
- Aix-Marseille UniversitéFR15 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- École des hautes études en sciences socialesFR4 papers
- Université du Québec à MontréalCA3 papers
- Advanced Materials Enterprises (China)CN2 papers
- Bocconi UniversityIT2 papers
- Centrale MéditerranéeFR2 papers
- École Nationale Supérieure de Techniques AvancéesFR2 papers
- École Nationale Supérieure de Techniques Avancées ParisFR2 papers
- Friedrich-Alexander-Universität Erlangen-NürnbergDE2 papers
- IMT School for Advanced Studies LuccaIT2 papers
- Institut de Mathématiques de MarseilleFR2 papers
Showing 2011Show all
3 papers · 1 filter
math.ST2011
Nonparametric test for detecting change in distribution with panel data
Denys Pommeret, Mohamed Boutahar, Badih Ghattas
This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process di…
stat.ME2011★ 1 cited
Testing for change in mean of heteroskedastic time series
Mohamed Boutahar
In this paper we consider a Lagrange Multiplier-type test (LM) to detect change in the mean of time series with heteroskedasticity of unknown form. We derive the limiting distribut…
math.PR2011★ 35 cited
Quasi-stationary distributions for randomly perturbed dynamical systems
Mathieu Faure, Sebastian J. Schreiber
We analyze quasi-stationary distributions of a family of Markov chains that are random perturbations of…