3 papers
math.ST2026
Uniform Gaussian Approximation for The Quasi-Likelihood Estimator for a Weakly Dependent Nonlinear Time Series Models
Zinsou Max Debaly, Arsene Brice Zotsa-Ngoufack
We study estimation and inference for a semiparametric class of time series models that specify only the conditional expectation, which is a known link function applied to a linear…
math.PR2025
Functional Central Limit Theorem and SPDE for epidemic model with memory of the last infection and waning immunity
Arsene Brice Zotsa-Ngoufack
We study the fluctuations of a stochastic epidemic model with memory of the last infections, varying infectivity, and waning immunity, as introduced in Guerin and Zotsa-Ngoufack:ar…
math.PR2025
A stochastic epidemic model with memory of the last infection and waning immunity
Hélène Guérin, Arsene Brice Zotsa-Ngoufack
We adapt the article of Forien, Pang, Pardoux and Zotsa: Arxiv preprint Arxiv2210.04667(2022), on epidemic models with varying infectivity and waning immunity, to incorporate the m…