5 citations · 5 across the 6 of their papers we have counts for
7 papers
Hahn-Type Orthogonality for the Resolvent Delta Operator
Youssef Esstafa, Ridha Sfaxi
We investigate orthogonality under the shift-invariant resolvent delta operator . First, we prove a rigidity theorem: a monic orthogonal polynomial sequence…
Quantitative central limit theorem for an integrated periodogram via the fourth moment theorem
Samir Ben Hariz, Duc-Quang Bui, Youssef Esstafa
We revisit the central limit theorem for integrated periodograms, equivalently for Toeplitz quadratic forms of stationary Gaussian sequences. Under a regular-variation assumption a…
One-step corrected projected stochastic gradient descent for statistical estimation
Alexandre Brouste, Youssef Esstafa
A generic, fast and asymptotically efficient method for parametric estimation is described. It is based on the projected stochastic gradient descent on the log-likelihood function…
Fast calibration of weak FARIMA models
Samir Ben Hariz, Alexandre Brouste, Youssef Esstafa +1
In this paper, we investigate the asymptotic properties of Le Cam's one-step estimator for weak Fractionally AutoRegressive Integrated Moving-Average (FARIMA) models. For these mod…
Asymptotic properties of the normalized discrete associated-kernel estimator for probability mass function
Youssef Esstafa, Célestin C. Kokonendji, Sobom M. Somé
Discrete kernel smoothing is now gaining importance in nonparametric statistics. In this paper, we investigate some asymptotic properties of the normalized discrete associated-kern…
Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms
Yacouba Boubacar Maïnassara, Youssef Esstafa, Bruno Saussereau
This work considers the problem of modified portmanteau tests for testing the adequacy of FARIMA models under the assumption that the errors are uncorrelated but not necessarily in…
Estimating FARIMA models with uncorrelated but non-independent error terms
Yacouba Boubacar Maïnassara, Youssef Esstafa, Bruno Saussereau
In this paper we derive the asymptotic properties of the least squares estimator (LSE) of fractionally integrated autoregressive moving-average (FARIMA) models under the assumption…