5 citations · 5 across the 6 of their papers we have counts for
3 papers · 1 filter
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…