Edit Profile (opens in new tab) Soltane, Marius Co-Author Distance Author ID: soltane.marius Published as: Soltane, Marius; Soltane, M. Documents Indexed: 7 Publications since 2018, including 1 Additional arXiv Preprint Co-Authors: 7 Co-Authors with 5 Joint Publications 86 Co-Co-Authors all top 5 Co-Authors 2 single-authored 3 Brouste, Alexandre 2 Proïa, Frédéric 1 Ben Hariz, Samir 1 Cai, Chunhao 1 Esstafa, Youssef 1 Votsi, Irene 1 Wang, Longmin Serials 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Statistics & Probability Letters 1 Mathematical Methods of Statistics 1 Statistical Inference for Stochastic Processes 1 Stochastic Models Fields 6 Statistics (62-XX) 3 Probability theory and stochastic processes (60-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4 Publications have been cited 9 times in 9 Documents Cited by ▼ Year ▼ Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. Zbl 1451.62097 Brouste, Alexandre; Cai, Chunhao; Soltane, Marius; Wang, Longmin 3 2020 A test of correlation in the random coefficients of an autoregressive process. Zbl 1401.62174 Proïa, F.; Soltane, M. 3 2018 One-step estimation for the fractional Gaussian noise at high-frequency. Zbl 1454.62092 Brouste, Alexandre; Soltane, Marius; Votsi, Irene 2 2020 Comments on the presence of serial correlation in the random coefficients of an autoregressive process. Zbl 1461.62161 Proïa, Frédéric; Soltane, Marius 1 2021 Comments on the presence of serial correlation in the random coefficients of an autoregressive process. Zbl 1461.62161 Proïa, Frédéric; Soltane, Marius 1 2021 Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. Zbl 1451.62097 Brouste, Alexandre; Cai, Chunhao; Soltane, Marius; Wang, Longmin 3 2020 One-step estimation for the fractional Gaussian noise at high-frequency. Zbl 1454.62092 Brouste, Alexandre; Soltane, Marius; Votsi, Irene 2 2020 A test of correlation in the random coefficients of an autoregressive process. Zbl 1401.62174 Proïa, F.; Soltane, M. 3 2018 all cited Publications top 5 cited Publications all top 5 Cited by 20 Authors 2 Brouste, Alexandre 2 Soltane, Marius 2 Wang, Dehui 1 Chen, Jin 1 Chen, Yong 1 Cheng, Jianhua 1 Dutang, Christophe 1 Farinetto, Christian 1 Hovsepyan, Lilit 1 Huang, Jingwen 1 Li, Cong 1 Li, Ying 1 Milheiro-Oliveira, Paula 1 Proïa, Frédéric 1 Rohmer, Tom 1 Takayasu, Hideki 1 Takayasu, Misako 1 Tian, Li 1 Wang, Zheqi 1 Yamashita Rios de Sousa, Arthur Matsuo all top 5 Cited in 8 Serials 2 Statistics & Probability Letters 1 Journal of Statistical Planning and Inference 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 Stochastic Models 1 Journal of Statistical Mechanics: Theory and Experiment 1 Statistics and Computing 1 Japanese Journal of Statistics and Data Science Cited in 4 Fields 7 Statistics (62-XX) 2 Probability theory and stochastic processes (60-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Citations by Year