5 papers
Asymptotic distribution of a robust wavelet-based NKK periodogram
Manganaw N'Daam, Tchilabalo Abozou Kpanzou, Edoh Katchekpele
This paper investigates the asymptotic distribution of a wavelet-based NKK periodogram constructed from least absolute deviations (LAD) harmonic regression at a fixed resolution le…
General asymptotic representations of indexes based on the functional empirical process and the residual functional empirical process and applications
Gane Samb Lo, Tchilabalo Abozou Kpanzou, Gandasor Bonyiri Onesiphore Da
The objective of this paper is to establish a general asymptotic representation (\textit{GAR}) for a wide range of statistics, employing two fundamental processes: the functional e…
Comparative analysis and practical applications of cubic transmutations for the Pareto distribution
Edoh Katchekpele, Issa Cherif Geraldo, Tchilabalo Abozou Kpanzou
Transmutation is a technique for extending classical probability distributions in order to give them more flexibility. In this paper, we are interested in cubic transmutations of t…
Wavelet-based estimation of long-memory parameter in stochastic volatility models using a robust log-periodogram
Manganaw N'Daam, Tchilabalo Abozou Kpanzou, Edoh Katchekpele
In this paper, we propose a novel method for estimating the long-memory parameter in time series. By combining the multi-resolution framework of wavelets with the robustness of the…
Theoretical analysis and improvements in cubic transmutations of probability distributions
Issa Cherif Geraldo, Edoh Katchekpele, Tchilabalo Abozou Kpanzou
In statistics, processed data are becoming increasingly complex, and classical probability distributions are limited in their ability to model them. This is why, to better model da…