5 papers
Scale Analysis and Shape Selection for the Generalized Gaussian Mechanism under Approximate Differential Privacy
Xiang Zhang, Mohamedou Ould Haye, Yiqiang Q. Zhao
Differential privacy provides a rigorous framework for protecting private information, typically achieved by adding random noise to query results. The generalized Gaussian family i…
A Frequency-Domain approach to detect nonstationarity in dependent data
Mohamedou Ould Haye, Anne Philippe
Distinguishing long memory behaviour from nonstationarity can be very difficult as in both cases the sample autocovariance function decays very slowly. Available stationarity tests…
Irregularly observed long-memory Levy-driven moving average processes
Mohamedou Ould Haye, Anne Philippe
We study long-memory continuous-time moving-average processes driven by a Levy process and observed at random renewal times. The sampling scheme introduces an additional source of…
A Frequency-Domain NonStationarity Test for dependent data
Mohamedou Ould Haye, Anne Philippe
Distinguishing long-memory behaviour from nonstationarity is challenging, as both produce slowly decaying sample autocovariances. Existing stationarity tests either fail to account…
Marginal density estimation for linear processes with cyclical long memory
Mohamedou Ould Haye, Anne Philippe
Some convergence results on the kernel density estimator are proven for a class of linear processes with cyclical effects. In particular we extend the results of Ho and Hsing (1996…