Search Results - "Boistard, H"

ASYMPTOTIC PROPERTIES OF U-PROCESSES UNDER LONG-RANGE DEPENDENCE by Lévy-Leduc, C, Boistard, H, Moulines, E, Taqqu, M. S., Reisen, V. A.

“…Let (X i ) i≥1 be a stationary mean-zero Gaussian process with covariances ρ(k) = 𝔼(X 1 X k+1 ) satisfying ρ(0) = 1 and ρ(k) = k− D L(k), where D is in (0,…”
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Robust Dickey–Fuller tests based on ranks for time series with additive outliers by Reisen, V. A., Lévy-Leduc, C., Bourguignon, M., Boistard, H.

“…In this paper the unit root tests proposed by Dickey and Fuller (DF) and their rank counterpart suggested by Breitung and Gouriéroux (J Econom 81(1): 7–27,…”
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Large sample behaviour of some well-known robust estimators under long-range dependence by Lévy-Leduc, C., Boistard, H., Moulines, E., Taqqu, M. S., Reisen, V. A.

“…This paper concerns robust location and scale estimators under long-range dependence, focusing on the Hodges-Lehmann location estimator, on the Shamos-Bickel…”
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