no. 23-24
Statistics
Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process

Présenté par : the Editorial Board

Soro, Brahima1, 2 ; Hili, Ouagnina2
1 University of Abobo-Adjamé, 01 BP 802 Abidjan 01, Cote dʼIvoire
2 Laboratory of Mathematics and New Technologies of Information, National Polytechnic Institute Houphouët-Boigny of Yamoussoukro, BP 1093 Yamoussoukro, Cote dʼIvoire
Comptes Rendus. Mathématique, Tome 350 (2012) no. 23-24, pp. 1055-1058.

Nous introduisons une estimation non paramétrique de la corrélation intra-objet dʼordre multiple dʼun processus stochastique X={X(t),t∈[0,T]} défini sur un espace de probabilité (Ω,A,P). Nous établissons la normalité asymptotique des estimateurs de la covariance conditionnelle intra-objet.

We introduce a nonparametric estimation of a multiple order conditional within-subject correlation of a continuous times stochastic process X={X(t),t∈[0,T]} defined on a probability space (Ω,A,P). We prove the asymptotic normality of the conditional within-subject covariance estimators.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2012.10.026
Soro, Brahima 1, 2 ; Hili, Ouagnina 2

1 University of Abobo-Adjamé, 01 BP 802 Abidjan 01, Cote dʼIvoire
2 Laboratory of Mathematics and New Technologies of Information, National Polytechnic Institute Houphouët-Boigny of Yamoussoukro, BP 1093 Yamoussoukro, Cote dʼIvoire 
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Soro, Brahima; Hili, Ouagnina. Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process. Comptes Rendus. Mathématique, Tome 350 (2012) no. 23-24, pp. 1055-1058. doi : 10.1016/j.crma.2012.10.026. http://www.numdam.org/articles/10.1016/j.crma.2012.10.026/

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