Yacouba Boubacar Mainassara

21

Documents

Publications

	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⟩ Journal articles hal-04549794v1
	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⟩ Journal articles hal-04549822v1
	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⟩ Journal articles hal-04551911v1
	Estimation of weak ARMA models with regime changes Yacouba Boubacar Maïnassara , Landy Rabehasaina Statistical Inference for Stochastic Processes, 2020, 23 (1), pp.1-52 Journal articles hal-01691099v3
	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⟩ Journal articles 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⟩ Journal articles hal-01178935v1

	Wind and Solar Forecasting for Renewable Energy System using SARIMA-based Model Maroua Haddad , Jean Nicod , Yacouba Boubacar Mainassara , Landy Rabehasaina , Zeina Al Masry International conference on Time Series and Forecasting, Sep 2019, Gran Canaria, Spain Conference papers hal-02867736v1
	Estimation des modèles VARMA structurels avec innovations linéaires non corrélées mais non indépendantes Yacouba Boubacar Mainassara , Christian Francq 42èmes Journées de Statistique, 2010, Marseille, France, France Conference papers inria-00494707v1

	Estimation of subcritical Galton Watson processes with correlated immigration Landy Rabehasaina , Yacouba Boubacar Mainassara 2024 Preprints, Working Papers, ... hal-04549758v1
	Diagnostic checking of periodic vector autoregressive time series models with dependent errors Yacouba Boubacar Mainassara , Eugen Ursu 2024 Preprints, Working Papers, ... hal-04711375v1
	Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms Yacouba Boubacar Maïnassara , Youssef Esstafa , Bruno Saussereau 2021 Preprints, Working Papers, ... hal-02386988v2
	Portmanteau test for the asymmetric power GARCH model when the power is unknown Yacouba Boubacar Maïnassara , Othman Kadmiri , Bruno Saussereau 2021 Preprints, Working Papers, ... hal-01927237v2
	Estimating FARIMA models with uncorrelated but non-independent error terms Yacouba Boubacar Maïnassara , Youssef Esstafa , Bruno Saussereau 2021 Preprints, Working Papers, ... hal-02316503v2
	Estimation of multivariate asymmetric power GARCH models Yacouba Boubacar Maïnassara , Othman Kadmiri , Bruno Saussereau 2019 Preprints, Working Papers, ... hal-01945967v2
	Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but non-independent error terms Yacouba Boubacar Maïnassara , Abdoulkarim Ilmi Amir 2019 Preprints, Working Papers, ... hal-02008646v1
	Computing and estimating information matrices of weak ARMA models Yacouba Boubacar Mainassara , Michel Carbon , Christian Francq 2011 Preprints, Working Papers, ... hal-00555305v1
	Selection of weak VARMA models by modified Akaike's information criteria Yacouba Boubacar Mainassara 2010 Preprints, Working Papers, ... hal-00493855v2
	Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms Yacouba Boubacar Mainassara 2009 Preprints, Working Papers, ... hal-00455672v3
	Estimating structural VARMA models with uncorrelated but non-independent error terms Yacouba Boubacar Mainassara , Christian Francq 2007 Preprints, Working Papers, ... hal-00455673v1

	Estimation, validation et identification des modèles ARMA faibles multivariés Yacouba Boubacar Mainassara Mathématiques [math]. Université Charles de Gaulle - Lille III, 2009. Français. ⟨NNT : ⟩ Theses tel-00452032v1

	Contribution à l'analyse statistique des modèles ARMA multivariés avec innovations linéaires non indépendantes Yacouba Boubacar Maïnassara Statistiques [math.ST]. Université de Franche-Comté (Besançon), 2017 Habilitation à diriger des recherches tel-02292126v1