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math.ST2025
Estimating weak Markov-switching AR(1) models
Yacouba Boubacar Mainassara, Landy Rabehasaina, Armel Bra
In this paper, we present the asymptotic properties of the moment estimator for autoregressive (AR for short) models subject to Markovian changes in regime under the assumption tha…
math.ST2024
Estimation of subcritical Galton Watson processes with correlated immigration
Yacouba Boubacar Mainassara, Landy Rabehasaina
We consider an observed subcritical Galton Watson process with correlated stationary immigration process . Two situations a…
math.ST2018
Estimation of weak ARMA models with regime changes
Yacouba Boubacar Maïnassara, Landy Rabehasaina
In this paper we derive the asymptotic properties of the least squares estimator (LSE) of autoregressive moving-average (ARMA) models with regime changes under the assumption that…