Ngatchou-Wandji, Joseph; Puri, Madan L.; Harel, Michel; Elharfaoui, Echarif Testing nonstationary and absolutely regular nonlinear time series models. (English) Zbl 1431.62404 Stat. Inference Stoch. Process. 22, No. 3, 557-593 (2019). MSC: 62M10 60F17 62J02 PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} et al., Stat. Inference Stoch. Process. 22, No. 3, 557--593 (2019; Zbl 1431.62404) Full Text: DOI
Harel, Michel; Ravelomanantsoa, Fy Mamenosoa Asymptotic behavior of nonparametric estimator for the renewal function associated with stationary \(\beta\)-mixing positive random variables. (Comportement asymptotique de l’estimateur non paramétrique de la fonction de renouvellement associée à des variables aléatoires positives stationnaires \(\beta\)-mélangeantes.) (French. English summary) Zbl 1281.62095 C. R., Math., Acad. Sci. Paris 352, No. 1, 81-84 (2014). MSC: 62G07 62G20 62G05 62G30 PDFBibTeX XMLCite \textit{M. Harel} and \textit{F. M. Ravelomanantsoa}, C. R., Math., Acad. Sci. Paris 352, No. 1, 81--84 (2014; Zbl 1281.62095) Full Text: DOI
Ngatchou-Wandji, Joseph; Harel, Michel A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models. (English) Zbl 1292.62130 Stat. Inference Stoch. Process. 16, No. 3, 207-236 (2013). MSC: 62M10 60F17 62G10 PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} and \textit{M. Harel}, Stat. Inference Stoch. Process. 16, No. 3, 207--236 (2013; Zbl 1292.62130) Full Text: DOI
Harel, Michel; Puri, Madan L. Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (English) Zbl 1067.62570 J. Stat. Plann. Inference 68, No. 2, 271-294 (1998). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Stat. Plann. Inference 68, No. 2, 271--294 (1998; Zbl 1067.62570) Full Text: DOI
Harel, Michel; Puri, Madan L. Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables. (English) Zbl 0812.60028 J. Theor. Probab. 7, No. 4, 831-855 (1994). Reviewer: A.I.Volodin (Kazan’) MSC: 60F15 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Theor. Probab. 7, No. 4, 831--855 (1994; Zbl 0812.60028) Full Text: DOI
Harel, Michel Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes. (English) Zbl 0759.60030 J. Stat. Plann. Inference 32, No. 2, 197-227 (1992). Reviewer: K.Kubilius (Vilnius) MSC: 60F17 PDFBibTeX XMLCite \textit{M. Harel}, J. Stat. Plann. Inference 32, No. 2, 197--227 (1992; Zbl 0759.60030) Full Text: DOI
Harel, Michel; Puri, Madan L. Limiting behavior of one sample rank order statistics with unbounded scores for nonstationary absolutely regular processes. (English) Zbl 0731.60006 J. Stat. Plann. Inference 27, No. 1, 1-23 (1991). Reviewer: R.Vasudeva (Mysore) MSC: 60B10 60F05 62G30 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Stat. Plann. Inference 27, No. 1, 1--23 (1991; Zbl 0731.60006) Full Text: DOI
Harel, Michel; Puri, Madan L. Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes. (English) Zbl 0721.60036 J. Multivariate Anal. 36, No. 2, 204-221 (1991). Reviewer: K.Kubilius (Vilnius) MSC: 60F17 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Multivariate Anal. 36, No. 2, 204--221 (1991; Zbl 0721.60036) Full Text: DOI
Harel, Michel; Puri, Madan L. The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing. (English) Zbl 0721.60037 Adv. Appl. Math. 11, No. 4, 443-474 (1990). Reviewer: L.Rüschendorf (Münster) MSC: 60F17 60B10 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, Adv. Appl. Math. 11, No. 4, 443--474 (1990; Zbl 0721.60037) Full Text: DOI
Harel, Michel; Puri, Madan L. Weak invariance of generalized U-statistics for nonstationary absolutely regular processes. (English) Zbl 0701.60025 Stochastic Processes Appl. 34, No. 2, 341-360 (1990). Reviewer: A.K.Basu MSC: 60F17 62G30 60J65 62G99 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, Stochastic Processes Appl. 34, No. 2, 341--360 (1990; Zbl 0701.60025) Full Text: DOI
Harel, Michel; Puri, Madan L. Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models. (English) Zbl 0693.62023 J. Multivariate Anal. 31, No. 2, 258-265 (1989). Reviewer: H.N.Nagaraja MSC: 62E20 60F05 62G30 60B10 62M10 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Multivariate Anal. 31, No. 2, 258--265 (1989; Zbl 0693.62023) Full Text: DOI
Harel, Michel; Puri, Madan L. Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes. (English) Zbl 0683.60007 J. Multivariate Anal. 30, No. 2, 181-204 (1989). Reviewer: K.Yoshihara MSC: 60B10 60F05 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Multivariate Anal. 30, No. 2, 181--204 (1989; Zbl 0683.60007) Full Text: DOI