Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise von Brouste, Alexandre, Cai, Chunhao, Soltane, Marius, Wang, Longmin

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Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise von Ben Hariz, Samir, Brouste, Alexandre, Cai, Chunhao, Soltane, Marius

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Comments on the presence of serial correlation in the random coefficients of an autoregressive process von Proïa, Frédéric, Soltane, Marius

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Fast calibration of weak Farima models von Hariz, Samir Ben, Brouste, Alexandre, Esstafa, Youssef, Soltane, Marius

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A Test of Correlation in the Random Coefficients of an Autoregressive Process von Proïa, F., Soltane, M.

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Statistique asymptotique de certaines séries chronologiques à mémoire von Soltane, Marius

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Asymptotic efficiency in the Autoregressive process driven by a stationary Gaussian noise von Soltane, Marius

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Comments on the presence of serial correlation in the random coefficients of an autoregressive process von Proïa, Frédéric, Soltane, Marius

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Asymptotic efficiency in the Autoregressive process driven by a stationary Gaussian noise von Soltane, Marius

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Fast calibration of weak FARIMA models von Hariz, Samir Ben, Brouste, Alexandre, Esstafa, Youssef, Soltane, Marius

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Comments on the presence of serial correlation in the random coefficients of an autoregressive process von Proïa, Frédéric, Soltane, Marius

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A test of correlation in the random coefficients of an autoregressive process von Proïa, Frédéric, Soltane, Marius

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A test of correlation in the random coefficients of an autoregressive process von Proïa, Frédéric, Soltane, Marius

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Fast calibration of weak FARIMA models von Samir Ben Hariz, Brouste, Alexandre, Youssef Esstafa, Soltane, Marius

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