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  1. Boubacar Maïnassara, Y. and Kokonendji C. C Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models. Statistical Inference for Stochastic Processes, 19 (2), 199—217, 2016.
  2. Boubacar Maïnassara, Y. and Raïssi H. Semi-strong linearity testing in linear models with dependent but uncorrelated errors. Statistics and Probability Letters, 103, 110—115, 2015.
  3. Boubacar Maïnassara, Y. Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models. Electronic Journal of Statistics, 8, 2701—2740, 2014.
  4. Boubacar Maïnassara, Y. and Kokonendji, C. C. On normal stable Tweedie models and power-generalized variance functions of only one component. TEST, 23, 585—606, 2014.
  5. Boubacar Maïnassara, Y., Carbon, M. and Francq, C. Computing and estimating information matrices of weak ARMA models. Computational Statistics and Data Analysis, 56, 345—361, 2012.
  6. Boubacar Maïnassara, Y. Selection of weak VARMA models by modified Akaike’s information criteria. Journal of Time Series Analysis, 33, 121—130, 2012.
  7. Boubacar Maïnassara, Y. Estimation de la matrice de variance asymptotique des estimateurs du QMV de modèles ARMA faibles multivariés. C. R. Acad. Sci. Paris, 349, 817—820, 2011.
  8. Boubacar Maïnassara, Y. Estimation des ordres de modèles ARMA faibles multivariés. C. R. Acad. Sci. Paris, 349, 695—698, 2011.
  9. Boubacar Maïnassara, Y. Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms. Journal of Statistical Planning and Inference, 141, 2961—2975, 2011.
  10. Boubacar Maïnassara, Y. and Francq, C. Estimating structural VARMA models with uncorrelated but non-independent error terms. Journal of Multivariate Analysis, 102, 496—505, 2011.
  11. Boubacar Maïnassara, Y. Tests portmanteau multivariés d’adéquation de modèles VARMA faibles. C. R. Acad. Sci. Paris, 348, 927—929, 2010.