3 citations · 10 across the 7 of their papers we have counts for
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math.ST2020
Asymptotic normality of simultaneous estimators of cyclic long-memory processes
Antoine Ayache, Myriam Fradon, Ravindi Nanayakkara +1
Spectral singularities at non-zero frequencies play an important role in investigating cyclic or seasonal time series. The publication [2] introduced the generalized filtered metho…
math.ST2018★ 2 cited
Estimation of seasonal long-memory parameters
Huda Mohammed Alomari, Antoine Ayache, Myriam Fradon +1
This paper studies seasonal long-memory processes with Gegenbauer-type spectral densities. Estimates for singularity location and long-memory parameters based on general filter tra…
math.ST2016★ 2 cited
Long time behavior of stochastic hard ball systems
Patrick Cattiaux, Myriam Fradon, Alexei M. Kulik +1
We study the long time behavior of a system of Brownian hard balls, living in for , submitted to a mutual attraction and to elastic collisions.