3 papers
stat.AP2026
Long-Memory Estimation and Fractionally Integrated Modeling of White Maize Prices in Togo
Manganaw N'Daam, Edoh Katchekpele, Tchilabalo Abozou Kpanzou
Agricultural commodity prices often exhibit strong temporal persistence, which may limit the performance of conventional time series models. This study investigates long memory in…
stat.ME2026
Asymptotic distribution of a robust wavelet-based NKK periodogram
Manganaw N'Daam, Tchilabalo Abozou Kpanzou, Edoh Katchekpele
This paper investigates the asymptotic distribution of a wavelet-based NKK periodogram constructed from least absolute deviations (LAD) harmonic regression at a fixed resolution le…
stat.ME2025
Wavelet-based estimation of long-memory parameter in stochastic volatility models using a robust log-periodogram
Manganaw N'Daam, Tchilabalo Abozou Kpanzou, Edoh Katchekpele
In this paper, we propose a novel method for estimating the long-memory parameter in time series. By combining the multi-resolution framework of wavelets with the robustness of the…