54 citations · 81 across the 13 of their papers we have counts for
17 papers
New Confidence Regions for Linear Regression Parameters with Stationary-Ergodic Dependent Errors
Mous-Abou Hamadou, Martial Longla, Mathias Nthiani Muia +1
We develop joint confidence regions for linear regression coefficients when the regressors and errors are jointly stationary and ergodic with unspecified serial dependence. The met…
An Extension of the d-Variate FGM Copula with Application
Mous-Abou Hamadou, Martial Longla
We introduce an extended d-variate Farlie-Gumbel-Morgenstern (FGM) copula that incorporates additional parameters based on Legendre polynomials to enhance the representation of mul…
A Point on Discrete versus Continuous State-Space Markov Chains
Mathias N. Muia, Martial Longla
This paper examines the impact of discrete marginal distributions on copula-based Markov chains. We present results on mixing and parameter estimation for a copula-based Markov cha…
Estimation problems for some perturbations of the independence copula
Martial Longla, Mous-Abou Hamadou
This work provides a study of parameter estimators based on functions of Markov chains generated by some perturbations of the independence copula. We provide asymptotic distributio…
New copula families and mixing properties
Martial Longla
We characterize absolutely continuous symmetric copulas with square integrable densities in this paper. This characterization is used to create new copula families, that are pertur…
On some mixing properties of copula-based Markov chains
Martial Longla, Mous-Abou Hamadou, Seraphin Isidore Ngongo
This paper brings some insights of -mixing, -mixing and -mixing for copula-based Markov chains and the perturbations of their copulas. We provide new tools to check Mar…