Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process

Brahima Soro; Ouagnina Hili

doi:10.1016/j.crma.2012.10.026

Statistics

Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process

Presented by: the Editorial Board

Brahima Soro ^1,²; Ouagnina Hili 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

Comptes Rendus. Mathématique, Volume 350 (2012) no. 23-24, pp. 1055-1058.

Abstract
Résumé

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

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

Received: 2010-09-06
Accepted: 2012-10-25
Published online: 2012-11-20

DOI: 10.1016/j.crma.2012.10.026

Author's affiliations:

Brahima Soro ^{1, 2}; Ouagnina Hili 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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     author = {Brahima Soro and Ouagnina Hili},
     title = {Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {1055--1058},
     publisher = {Elsevier},
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     year = {2012},
     doi = {10.1016/j.crma.2012.10.026},
     language = {en},
}

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Brahima Soro; Ouagnina Hili. Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process. Comptes Rendus. Mathématique, Volume 350 (2012) no. 23-24, pp. 1055-1058. doi : 10.1016/j.crma.2012.10.026. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2012.10.026/

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