Package WeakARMA sur CRAN

• Boubacar Maïnassara, Y. and Ilmi Amir, A. Portmanteau tests for Periodic ARMA models with dependent errors. Journal of Time Series Analysis, 2023, to appear.
• Boubacar Maïnassara, Y., Esstafa, Y. and Saussereau, B. Diagnostic checking of FARIMA models with uncorrelated but non-independent error terms. Electronic Journal of Statistics, 17 (1), 1160—1239, 2023.
• Boubacar Maïnassara, Y. and Ursu, E. Estimating weak periodic vector autoregressive time series. TEST, 2023, to appear.
• Boubacar Maïnassara, Y., Kadmiri, O. and Saussereau, B. Portmanteau test for a class of multivariate asymmetric power GARCH model. Journal of Time Series Analysis, 43 (6), 964—1002, 2022.
• Boubacar Maïnassara, Y., Kadmiri, O. and Saussereau, B. Estimating Multivariate Asymmetric Power GARCH Models. Journal of Multivariate Analysis, 192, 105073, 2022. (version longue)
• Boubacar Maïnassara, Y. and Ilmi Amir, A. Estimating SPARMA models with dependent error terms. Journal of Time Series Econometrics, 14 (2), 141—174, 2022.
• Boubacar Maïnassara, Y. and Ilmi Amir, A. Goodness-of-fit tests for SPARMA models with dependent error terms. Journal of Time Series Econometrics, 14 (2), 107—140, 2022.
• Boubacar Maïnassara, Y., Kadmiri, O. and Saussereau, B. Portmanteau test for asymmetric power GARCH model when the power is unknown. Statistical Papers, 63, 755—793, 2022.
• Boubacar Maïnassara, Y., Esstafa, Y. and Saussereau, B. Estimating FARIMA models with uncorrelated but non-independent error terms. Statistical Inference for Stochastic Processes, 24 (3), 549—608, 2021.
• Boubacar Maïnassara, Y. and Ilmi Amir, A. Multivariate portmanteau tests for weak multiplicative seasonal VARMA models. Statistical Papers, 61 (6), 2529—2560, 2020.
• Boubacar Maïnassara, Y. and Rabehasaina, L. Estimation of weak ARMA models with regime changes. Statistical Inference for Stochastic Processes, 23 (1), 1—52, 2020.
• Boubacar Maïnassara, Y. and Ilmi Amir, A. Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but non-independent error terms. Statistica Neerlandica, 73 (4), 454—474, 2019.
• Boubacar Maïnassara, Y. and Saussereau B. Diagnostic checking in multivariate ARMA models with dependent errors using normalized residual autocorrelations. Journal of the American Statistical Association, 113:524, 1813—1827, 2018.
• 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.
• 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.
• 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.
• 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.
• 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.
• Boubacar Maïnassara, Y. Selection of weak VARMA models by modified Akaike’s information criteria. Journal of Time Series Analysis, 33, 121—130, 2012.
• 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.
• Boubacar Maïnassara, Y. Estimation des ordres de modèles ARMA faibles multivariés. C. R. Acad. Sci. Paris, 349, 695—698, 2011.
• 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.
• 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.
• Boubacar Maïnassara, Y. Tests portmanteau multivariés d’adéquation de modèles VARMA faibles. C. R. Acad. Sci. Paris, 348, 927—929, 2010.