1 citations · 1 across the 3 of their papers we have counts for
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2021
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations
Kilani Ghoudi, Naâmane Laïb, Mohamed Chaouch
Using cumulative residual processes, we propose joint goodness-of-fit tests for conditional means and variances functions in the context of nonlinear time series with martingale di…
stat.ME2016
Nonparametric M-estimation for right censored regression model with stationary ergodic data
Mohamed Chaouch, Naamane Laib, Elias Ould-Said
The present paper deals with a nonparametric M-estimation for right censored regression model with stationary ergodic data. Defined as an implicit function, a kernel type estimator…