N. Laïb

发表

Vector-on-function quantile regression for stationary ergodic processes

M. Chaouch, N. Laïb, 2015 .

An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models

F. Chebana, N. Laïb, 2010 .

A Smooth Estimator of Regression Function for Non-negative Dependent Random Variables

Y. Chaubey, Arusharka Sen, N. Laïb, 2008 .

A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties

N. Laïb, E. Ould Saïd, M. Lemdani, 2013 .

Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response

M. Chaouch, N. Laïb, 2019, Statistics & Probability Letters.

Limiting law results for a class of conditional mode estimates for functional stationary ergodic data

S. Bouzebda, M. Chaouch, N. Laïb, 2016 .

Generalized kernel regression estimator for dependent size-biased data

Jun Yu Li, Y. Chaubey, N. Laïb, 2012 .

Generalised kernel smoothing for non-negative stationary ergodic processes

Y. Chaubey, Arusharka Sen, N. Laïb, 2010 .

Rates of strong consistencies of the regression function estimator for functional stationary ergodic data

N. Laïb, D. Louani, 2011 .

Asymptotically optimal tests for non-linear autoregressive model with β-ARCH errors

N. Laïb, Tewfik Lounis, 2021 .

Nonparametric testing for correlation models with dependent data

N. Laïb, 1999 .

Rate of uniform consistency for a class of mode regression on functional stationary ergodic data

M. Chaouch, N. Laïb, D. Louani, 2016, Statistical Methods & Applications.

Uniform consistency of the partitioning estimate under ergodic conditions

N. Laïb, Naâmane Laïb, 1999, Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics.

Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations

Kilani Ghoudi, Mohamed Chaouch, Naamane Laib, 2021, Journal of Nonparametric Statistics.

Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models

J. Diebolt, N. Laïb, J. N. Wandji, 1997 .

A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data

N. Laïb, Jean-Frédéric Diebold, 1994 .

Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes

N. Laïb, D. Louani, 2019, Statistics & Probability Letters.

Locally asymptotically optimal tests for nonlinear time-series models

F. Chebana, N. Laïb, 2006 .

Limiting law results for a class of conditional mode estimates for functional stationary ergodic data

S. Bouzebda, N. Laïb, S. Bouzebda, 2016, Mathematical Methods of Statistics.