Yacouba Boubacar Maïnassara | DeepAI

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∙ 11/29/2019

Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms

This work considers the problem of modified portmanteau tests for testin...

0 Yacouba Boubacar Maïnassara, et al. ∙

∙ 10/16/2019

Estimating FARIMA models with uncorrelated but non-independent error terms

In this paper we derive the asymptotic properties of the least squares e...

0 Yacouba Boubacar Maïnassara, et al. ∙

∙ 02/08/2019

Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but non-independent error terms

In this paper we consider portmanteau tests for testing the adequacy of ...

0 Yacouba Boubacar Maïnassara, et al. ∙

∙ 12/05/2018

Estimation of multivariate asymmetric power GARCH models

It is now widely accepted that volatility models have to incorporate the...

0 Yacouba Boubacar Maïnassara, et al. ∙

∙ 11/21/2018

Portmanteau test for the asymmetric power GARCH model when the power is unknown

It is now widely accepted that, to model the dynamics of daily financial...

0 Yacouba Boubacar Maïnassara, et al. ∙

∙ 01/24/2018

Estimating RCARMA models with uncorrelated but non-independent error terms

In this paper we derive the asymptotic properties of the least squares e...

0 Yacouba Boubacar Maïnassara, et al. ∙

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