Membres

Travaux récents

Thèmes de recherche :

- séries chronologiques
- statistique des processus
- séries longues mémoire
- estimation rapide et efficace

Articles soumis :

- Asymptotic efficiency in the Autoregressive process
driven by a stationary Gaussian noise, M.Soltane
- Fast and Asymptotically-efficient estimation in a
Fractional autoregressive process, S Ben-Hariz,
A.Brouste, C.Cai and M.Soltane

Articles publiés :

- Comments on the presence of serial correlation in the
random coefficients of an autoregressive process,
Statistics & Probability Letters, Volume 170, March
2021, F.Proïa and M.Soltane
- One-step estimation for the fractional Gaussian noise
at high-frequency, ESAIM Probability and Statistics,
Volume 24, 2020, A.Brouste, M.Soltane and I.Votsi
- Testing for the change of the mean-reverting
parameter of an autoregressive model with stationary
Gaussian noise, Statistical Inference for Stochastic
Processes, Volume 23, 2020, A.Brouste, C.Cai,
M.Soltane and L.Wang
- A Test of Correlation in the Random Coefficients of an
Autoregressive Process, Mathematical Methods of
Statistics, Volume 27, 2018, F.Proïa and M.Soltane