Vol. 5 No. 1 (2010) | Afrika Statistika

Published: 2011-10-25

An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models

F Chebana, N Laib

DOI:

10.4314/afst.v5i1.71015

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Modeles de Risque et Files d’Attente: La methode de stabilite forte

D Aissani, Z Benouaret

DOI:

10.4314/afst.v5i1.71032

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Testing the equality of nonparametric regression curves based on Fourier coefficients

Z Mohdeb, KA Mezhoud, D Boudaa

DOI:

10.4314/afst.v5i1.71036

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On the stability of the unit root test

L Atil, H Fellag

DOI:

10.4314/afst.v5i1.71039

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Asymptotic representation theorems for poverty indices

GS Lo, ST Sall

DOI:

10.4314/afst.v5i1.71052

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A simple note on some empirical stochastic process as a tool in uniform L-statistics weak laws

GS Lo

DOI:

10.4314/afst.v5i1.71058

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Some aspects of stability in time series small sample case

H Fellag

DOI:

10.4314/afst.v5i1.71060

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Distortion risk measures for sums of dependent losses

B Brahimi, D Meraghni, A Necir

DOI:

10.4314/afst.v5i1.71063

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Extreme value theory for nonstationary random coefficients time series with regularly varying tails

A Diop, S Diouf

DOI:

10.4314/afst.v5i1.71065

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Asymptotic Condence Bands for Density and Regression Functions in the Gaussian Case

N Nemouchi, Z Mohdeb

DOI:

10.4314/afst.v5i1.71069

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Champernowne transformation in kernel quantile estimation for heavy-tailed distributions

A Sayah, D Yahia, A Necir

DOI:

10.4314/afst.v5i1.71075

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Sur les estimateurs du maximum de vraisemblance dans les modèles multiplicatifs de Poisson et binomiale négative

LD Gning, DP-L Viaud

DOI:

10.4314/afst.v5i1.71091

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Afrika Statistika
Journal / Afrika Statistika / Vol. 5 No. 1 (2010) / Articles

Articles

An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models

DOI:

Modeles de Risque et Files d’Attente: La methode de stabilite forte

DOI:

Testing the equality of nonparametric regression curves based on Fourier coefficients

DOI:

On the stability of the unit root test

DOI:

Asymptotic representation theorems for poverty indices

DOI:

A simple note on some empirical stochastic process as a tool in uniform L-statistics weak laws

DOI:

Some aspects of stability in time series small sample case

DOI:

Distortion risk measures for sums of dependent losses

DOI:

Extreme value theory for nonstationary random coefficients time series with regularly varying tails

DOI:

Asymptotic Condence Bands for Density and Regression Functions in the Gaussian Case

DOI:

Champernowne transformation in kernel quantile estimation for heavy-tailed distributions

DOI:

Sur les estimateurs du maximum de vraisemblance dans les modèles multiplicatifs de Poisson et binomiale négative

DOI:

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