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06/09/2023
Asymptotically efficient one-step stochastic gradient descent
A generic, fast and asymptotically efficient method for parametric estim...
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06/20/2022
Fast calibration of weak FARIMA models
In this paper, we investigate the asymptotic properties of Le Cam's one-...
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02/21/2022
Asymptotic properties of the normalized discrete associated-kernel estimator for probability mass function
Discrete kernel smoothing is now gaining importance in nonparametric sta...
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12/29/2020
Behavior of linear L2-boosting algorithms in the vanishing learning rate asymptotic
We investigate the asymptotic behaviour of gradient boosting algorithms ...
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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...
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10/16/2019