2 papers
math.PR2025
On a class of unbalanced step-reinforced random walks
Rafik Aguech, Samir Ben Hariz, Mohamed El Machkouri +1
A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability , the so-called positively step-reinforced…
math.ST2022
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…