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math.PR2006
Identification d'un processus autorégressif gaussien stable par la méthode de moyennisation logarithmique
Faouzi Chaabane, Hamdi Fathallah
In the present work, we consider a stable one-dimensional gaussian autoregressive model in continous time. Using the limit theorems with logarithmic averaging obtained for continou…
math.PR2006★ 2 cited
Theorems Limit With Weight For The Vectorial Martingales To Continuous Time
Faouzi Chaabane, Ahmed Kebaier
We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while spe…