3 papers
stat.ME2026
New Confidence Regions for Linear Regression Parameters with Stationary-Ergodic Dependent Errors
Mous-Abou Hamadou, Martial Longla, Mathias Nthiani Muia +1
We develop joint confidence regions for linear regression coefficients when the regressors and errors are jointly stationary and ergodic with unspecified serial dependence. The met…
math.ST2025
A Point on Discrete versus Continuous State-Space Markov Chains
Mathias N. Muia, Martial Longla
This paper examines the impact of discrete marginal distributions on copula-based Markov chains. We present results on mixing and parameter estimation for a copula-based Markov cha…
stat.ME2025
An Extension of the d-Variate FGM Copula with Application
Mous-Abou Hamadou, Martial Longla
We introduce an extended d-variate Farlie-Gumbel-Morgenstern (FGM) copula that incorporates additional parameters based on Legendre polynomials to enhance the representation of mul…