3 papers
math.ST2024
Asymptotics for irregularly observed long memory processes
Mohamedou Ould-Haye, Anne Philippe
We study the effect of observing a stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normal…
math.ST2020
A Consistent Estimator for Skewness of Partial Sums of Dependent Data
Masoud M Nasari, Mohamedou Ould-Haye
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 to estimate higher m…
stat.ME2019
Confidence intervals with higher accuracy for short and long memory linear processes
Masoud M Nasari, Mohamedou Ould-Haye
In this paper an easy to implement method of stochastically weighing short and long memory linear processes is introduced. The method renders asymptotically exact size confidence i…