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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…
math.ST2021
Generalized regression operator estimation for continuous time functional data processes with missing at random response
Mohamed Chaouch, Naâmane Laïb
In this paper, we are interested in nonparametric kernel estimation of a generalized regression function, including conditional cumulative distribution and conditional quantile fun…