Publications

M. Ould Haye, C. Robet, A. Philippe. (2021) Inference for continuous-time long memory randomly sampled processes. submitted.

M. Ould Haye, A. Philippe. (2021). A frequency approach for detecting nonstationarity in dependent data. Submitted.

M. Nasari  and M. Ould Haye. (2021) Confidence intervals with higher accuracy for short and long-memory linear processes. Accepted for publication in Statistical Papers.

M. Nasari  and M. Ould Haye. (2021). A conssitent estimator for skewness of partial sums of dependent data. Statistics and Probability Letters. (171).

G. Gromykov, M. Ould Haye and A. Philippe. (2018). A frequency-domain test for long range dependence. Statistical Inference for Stochastic Processes. Vol. 21. 513-526.

M. Csörgő, M.  Nasari, and M. Ould-Haye (2017). Randomized pivots for means of short and long memory linear processes.  Bernoulli. Vol. 23. 2558-2586.

D. Dawson, R. Kulik, M. Ould Haye, B. Szyszkowicz, Y. Zhao.  (2016). Editors of  Asymptotic Laws  and Methods in Stochastics: A volume in Honour of Miklos Csorgo. Edited by Springer.

M. Ould Haye and A. Philippe (2011) Marginal density estimation for linear processes with seasonal long memory. Statistics and Probability Letters. Vol 81 pp 1354-1364.

Farrell, P., Ould Haye, M. (2010). Robust regression with infinite moving average errors. Lecture Notes in Statistics Vol. 200. P. 143-157.  Dependence in Probability and Statistics. Edited by  P. Doukhan, G. Lang, D. Surgailis, and G. Teyssiere.

Kulik, R., Ould Haye, M. (2008) Trimmed sums of long-range dependent moving averages.  Statistics and Probability Letters. Vol. 78, 2536-2542.

Ould Haye, M. Farrell, P. (2007) Linear regression with long memory errors. A speecial volume 2007 published by East-West Journal of Mathematics, pp. 203-212.
Proceedings of the Intl. Conference in Mathematics and Applications.

Ould Haye, M. (2007). Estimation of Autoregressive Coefficient in an ARMA(1,1) model with vague information on the MA component. Journal of Statistical Research. Vol. 41 No 1. 1-15.

Ould Haye, M, Saleh, A.K. Md. E. (2006). Quasi-empirical Bayes methods of estimation in ARMA(p,q) models. Calcuta Statistical Bulletin. Vol. 58, Nos 229-230. 53-75.

Ould Haye M., Philippe A. (2003). A noncentral limit theorem for the  empirical process of linear sequences with seasonal long memory.  Mathematical Methods of Statistics. Vol. 12, No. 3, pp. 329-357.

Ould Haye M. (2002). Asymptotical behavior of the Empirical Process for seasonal long-memory data. E.S.A.I.M.   vol. 6 , 293-309

M. Ould Haye, Viano M.-C.  (2002). Limit theorems under seasonal long-memory.  Long Range Dependence, Theory and Applications. Edited  by Paul Doukhan, Murad Taqqu and Georges Oppenheim,  (Birkhauser).

Oppenheim G.,  Ould Haye M. , Viano M.-C. (2000).  Long memory with seasonal effects.  Statistical Inference for Stochastic Processes  vol 3,  pp. 53-68