2 papers
math.PR2026
Quantitative central limit theorem for an integrated periodogram via the fourth moment theorem
Samir Ben Hariz, Duc-Quang Bui, Youssef Esstafa
We revisit the central limit theorem for integrated periodograms, equivalently for Toeplitz quadratic forms of stationary Gaussian sequences. Under a regular-variation assumption a…
math.ST2024
One-step corrected projected stochastic gradient descent for statistical estimation
Alexandre Brouste, Youssef Esstafa
A generic, fast and asymptotically efficient method for parametric estimation is described. It is based on the projected stochastic gradient descent on the log-likelihood function…