Yacouba Boubacar Mainassara

24
Documents

Publications

Publications

Estimation of the asymptotic variance matrix of the least squares estimator of weak FARIMA models

Yacouba Boubacar Mainassara , Youssef Esstafa

Statistica Neerlandica, 2025, 79 (3), ⟨10.1111/stan.70009⟩

Article dans une revue hal-05531048v1
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Estimating weak periodic vector autoregressive time series

Yacouba Boubacar Maïnassara , Eugen Ursu

Test, 2023, 32 (3), pp.958-997. ⟨10.1007/s11749-023-00859-w⟩

Article dans une revue hal-04549822v1

Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms

Yacouba Boubacar Maïnassara , Youssef Esstafa , Bruno Saussereau

Electronic Journal of Statistics , 2023, 17 (1), ⟨10.1214/23-EJS2125⟩

Article dans une revue hal-05531020v1
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Portmanteau tests for periodic ARMA models with dependent errors

Y. Boubacar Maïnassara , A. Ilmi Amir

Journal of Time Series Analysis, 2023, 45 (2), pp.164-188. ⟨10.1111/jtsa.12692⟩

Article dans une revue hal-04549794v1
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Portmanteau test for a class of multivariate asymmetric power GARCH model

Yacouba Boubacar Maïnassara , Othman Kadmiri , Bruno Saussereau

Journal of Time Series Analysis, 2022, 43 (6), pp.964-1002. ⟨10.1111/jtsa.12646⟩

Article dans une revue hal-04551911v1
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Estimation of weak ARMA models with regime changes

Yacouba Boubacar Maïnassara , Landy Rabehasaina

Statistical Inference for Stochastic Processes, 2020, 23 (1), pp.1-52

Article dans une revue hal-01691099v3
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Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations

Yacouba Boubacar Maïnassara , Bruno Saussereau

Journal of the American Statistical Association, 2018, 113 (524), pp.1813-1827. ⟨10.1080/01621459.2017.1380030⟩

Article dans une revue hal-04551949v1

Semi-strong linearity testing in linear models with dependent but uncorrelated errors

Yacouba Boubacar Maïnassara , Hamdi Raïssi

Statistics and Probability Letters, 2015, 103, pp.110-115. ⟨10.1016/j.spl.2015.04.004⟩

Article dans une revue hal-01178935v1
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Estimating weak Markov-switching AR(1) models

Yacouba Boubacar Mainassara , Armel Bra , Landy Rabehasaina

2025

Pré-publication, Document de travail hal-04975822v1
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Estimation of subcritical Galton Watson processes with correlated immigration

Yacouba Boubacar Mainassara , Landy Rabehasaina

2025

Pré-publication, Document de travail hal-04549758v2
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Diagnostic checking of periodic vector autoregressive time series models with dependent errors

Yacouba Boubacar Mainassara , Eugen Ursu

2024

Pré-publication, Document de travail hal-04711375v1
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Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms

Yacouba Boubacar Maïnassara , Youssef Esstafa , Bruno Saussereau

2021

Pré-publication, Document de travail hal-02386988v2
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Estimating FARIMA models with uncorrelated but non-independent error terms

Yacouba Boubacar Maïnassara , Youssef Esstafa , Bruno Saussereau

2021

Pré-publication, Document de travail hal-02316503v2
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Portmanteau test for the asymmetric power GARCH model when the power is unknown

Yacouba Boubacar Maïnassara , Othman Kadmiri , Bruno Saussereau

2021

Pré-publication, Document de travail hal-01927237v2
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Estimation of multivariate asymmetric power GARCH models

Yacouba Boubacar Maïnassara , Othman Kadmiri , Bruno Saussereau

2019

Pré-publication, Document de travail hal-01945967v2
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Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but non-independent error terms

Yacouba Boubacar Maïnassara , Abdoulkarim Ilmi Amir

2019

Pré-publication, Document de travail hal-02008646v1
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Computing and estimating information matrices of weak ARMA models

Yacouba Boubacar Mainassara , Michel Carbon , Christian Francq

2011

Pré-publication, Document de travail hal-00555305v1
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Selection of weak VARMA models by modified Akaike's information criteria

Yacouba Boubacar Mainassara

2010

Pré-publication, Document de travail hal-00493855v2
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Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms

Yacouba Boubacar Mainassara

2009

Pré-publication, Document de travail hal-00455672v3
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Estimating structural VARMA models with uncorrelated but non-independent error terms

Yacouba Boubacar Mainassara , Christian Francq

2007

Pré-publication, Document de travail hal-00455673v1