<?xml version="1.0" encoding="utf-8"?>
<TEI xmlns="http://www.tei-c.org/ns/1.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:hal="http://hal.archives-ouvertes.fr/" xmlns:gml="http://www.opengis.net/gml/3.3/" xmlns:gmlce="http://www.opengis.net/gml/3.3/ce" version="1.1" xsi:schemaLocation="http://www.tei-c.org/ns/1.0 http://api.archives-ouvertes.fr/documents/aofr-sword.xsd">
  <teiHeader>
    <fileDesc>
      <titleStmt>
        <title>HAL TEI export of hal-00522842v2</title>
      </titleStmt>
      <publicationStmt>
        <distributor>CCSD</distributor>
        <availability status="restricted">
          <licence target="https://creativecommons.org/publicdomain/zero/1.0/">CC0 1.0 - Universal</licence>
        </availability>
        <date when="2026-05-24T06:14:41+02:00"/>
      </publicationStmt>
      <sourceDesc>
        <p part="N">HAL API Platform</p>
      </sourceDesc>
    </fileDesc>
  </teiHeader>
  <text>
    <body>
      <listBibl>
        <biblFull>
          <titleStmt>
            <title xml:lang="en">Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic</title>
            <author role="aut">
              <persName>
                <forename type="first">Jean-Marc</forename>
                <surname>Bardet</surname>
              </persName>
              <email type="md5">cb0f01f5adc192f72a3f267e1209787e</email>
              <email type="domain">univ-paris1.fr</email>
              <idno type="idhal" notation="string">jean-marc-bardet</idno>
              <idno type="idhal" notation="numeric">837774</idno>
              <idno type="halauthorid" notation="string">189668-837774</idno>
              <affiliation ref="#struct-92163"/>
            </author>
            <author role="aut">
              <persName>
                <forename type="first">Béchir</forename>
                <surname>Dola</surname>
              </persName>
              <email type="md5">453bacde3bcaaf933d32b33010fac6ed</email>
              <email type="domain">malix.univ-paris1.fr</email>
              <idno type="idhal" notation="numeric">880095</idno>
              <idno type="halauthorid" notation="string">495247-880095</idno>
              <idno type="IDREF">https://www.idref.fr/168426129</idno>
              <affiliation ref="#struct-92163"/>
            </author>
            <editor role="depositor">
              <persName>
                <forename>Jean-Marc</forename>
                <surname>Bardet</surname>
              </persName>
              <email type="md5">cb0f01f5adc192f72a3f267e1209787e</email>
              <email type="domain">univ-paris1.fr</email>
            </editor>
          </titleStmt>
          <editionStmt>
            <edition n="v1">
              <date type="whenSubmitted">2010-10-01 22:51:16</date>
            </edition>
            <edition n="v2" type="current">
              <date type="whenSubmitted">2011-09-22 09:12:06</date>
              <date type="whenModified">2024-09-30 09:36:14</date>
              <date type="whenReleased">2011-09-22 14:47:19</date>
              <date type="whenProduced">2012</date>
              <date type="whenEndEmbargoed">2011-09-22</date>
              <ref type="file" target="https://hal.science/hal-00522842v2/document">
                <date notBefore="2011-09-22"/>
              </ref>
              <ref type="file" subtype="author" n="1" target="https://hal.science/hal-00522842v2/file/NNew_MIR_26mai.pdf" id="file-625582-259815">
                <date notBefore="2011-09-22"/>
              </ref>
              <ref type="externalLink" target="http://arxiv.org/pdf/1010.0426"/>
            </edition>
            <respStmt>
              <resp>contributor</resp>
              <name key="113363">
                <persName>
                  <forename>Jean-Marc</forename>
                  <surname>Bardet</surname>
                </persName>
                <email type="md5">cb0f01f5adc192f72a3f267e1209787e</email>
                <email type="domain">univ-paris1.fr</email>
              </name>
            </respStmt>
          </editionStmt>
          <publicationStmt>
            <distributor>CCSD</distributor>
            <idno type="halId">hal-00522842</idno>
            <idno type="halUri">https://hal.science/hal-00522842</idno>
            <idno type="halBibtex">bardet:hal-00522842</idno>
            <idno type="halRefHtml">&lt;i&gt;Journal of Multivariate Analysis&lt;/i&gt;, 2012, 105, pp.222-240</idno>
            <idno type="halRef">Journal of Multivariate Analysis, 2012, 105, pp.222-240</idno>
            <availability status="restricted">
              <licence target="https://about.hal.science/hal-authorisation-v1/">HAL Authorization<ref corresp="#file-625582-259815"/></licence>
            </availability>
          </publicationStmt>
          <seriesStmt>
            <idno type="stamp" n="UNIV-PARIS1">Université Panthéon-Sorbonne - Paris I</idno>
            <idno type="stamp" n="SAMOS">Statistique Appliquée et MOdélisation Stochastique</idno>
            <idno type="stamp" n="SAMM" corresp="UNIV-PARIS1">Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)</idno>
          </seriesStmt>
          <notesStmt>
            <note type="audience" n="2">International</note>
            <note type="popular" n="0">No</note>
            <note type="peer" n="1">Yes</note>
          </notesStmt>
          <sourceDesc>
            <biblStruct>
              <analytic>
                <title xml:lang="en">Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic</title>
                <author role="aut">
                  <persName>
                    <forename type="first">Jean-Marc</forename>
                    <surname>Bardet</surname>
                  </persName>
                  <email type="md5">cb0f01f5adc192f72a3f267e1209787e</email>
                  <email type="domain">univ-paris1.fr</email>
                  <idno type="idhal" notation="string">jean-marc-bardet</idno>
                  <idno type="idhal" notation="numeric">837774</idno>
                  <idno type="halauthorid" notation="string">189668-837774</idno>
                  <affiliation ref="#struct-92163"/>
                </author>
                <author role="aut">
                  <persName>
                    <forename type="first">Béchir</forename>
                    <surname>Dola</surname>
                  </persName>
                  <email type="md5">453bacde3bcaaf933d32b33010fac6ed</email>
                  <email type="domain">malix.univ-paris1.fr</email>
                  <idno type="idhal" notation="numeric">880095</idno>
                  <idno type="halauthorid" notation="string">495247-880095</idno>
                  <idno type="IDREF">https://www.idref.fr/168426129</idno>
                  <affiliation ref="#struct-92163"/>
                </author>
              </analytic>
              <monogr>
                <idno type="halJournalId" status="VALID">15838</idno>
                <idno type="issn">0047-259X</idno>
                <idno type="eissn">1095-7243</idno>
                <title level="j">Journal of Multivariate Analysis</title>
                <imprint>
                  <publisher>Elsevier</publisher>
                  <biblScope unit="issue">105</biblScope>
                  <biblScope unit="pp">222-240</biblScope>
                  <date type="datePub">2012</date>
                </imprint>
              </monogr>
              <idno type="arxiv">1010.0426</idno>
            </biblStruct>
          </sourceDesc>
          <profileDesc>
            <langUsage>
              <language ident="en">English</language>
            </langUsage>
            <textClass>
              <keywords scheme="author">
                <term xml:lang="en">minimax adaptive estimator</term>
                <term xml:lang="en">Long-memory Gaussian processes</term>
                <term xml:lang="en">goodness-of-fit test</term>
                <term xml:lang="en">estimation of the memory parameter</term>
                <term xml:lang="en">minimax adaptive estimator.</term>
              </keywords>
              <classCode scheme="halDomain" n="math.math-st">Mathematics [math]/Statistics [math.ST]</classCode>
              <classCode scheme="halDomain" n="stat.th">Statistics [stat]/Statistics Theory [stat.TH]</classCode>
              <classCode scheme="halTypology" n="ART">Journal articles</classCode>
              <classCode scheme="halOldTypology" n="ART">Journal articles</classCode>
              <classCode scheme="halTreeTypology" n="ART">Journal articles</classCode>
            </textClass>
            <abstract xml:lang="en">
              <p>The increment ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2007) for estimating the memory parameter either of a stationary or an increment stationary Gaussian process. Here three extensions are proposed in the case of stationary processes. Firstly, a multidimensional central limit theorem is established for a vector composed by several IR statistics. Secondly, a goodness-of-fit $\chi^2$-type test can be deduced from this theorem. Finally, this theorem allows to construct adaptive versions of the estimator and test which are studied in a general semiparametric frame. The adaptive estimator of the long-memory parameter is proved to follow an oracle property. Simulations attest of the interesting accuracies and robustness of the estimator and test, even in the non Gaussian case.</p>
            </abstract>
          </profileDesc>
        </biblFull>
      </listBibl>
    </body>
    <back>
      <listOrg type="structures">
        <org type="laboratory" xml:id="struct-92163" status="VALID">
          <idno type="IdRef">193339390</idno>
          <idno type="RNSR">201019079Z</idno>
          <orgName>Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)</orgName>
          <orgName type="acronym">SAMM</orgName>
          <date type="start">2010-01-01</date>
          <desc>
            <address>
              <addrLine>UR4543 SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)Centre Pierre Mendès France 90 Rue de Tolbiac - 75634 Paris Cedex 13</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://samm.univ-paris1.fr/</ref>
          </desc>
          <listRelation>
            <relation name="UR4543" active="#struct-7550" type="direct"/>
          </listRelation>
        </org>
        <org type="institution" xml:id="struct-7550" status="VALID">
          <idno type="IdRef">027361802</idno>
          <idno type="ISNI">000000012173743X</idno>
          <idno type="ROR">https://ror.org/002t25c44</idno>
          <orgName>Université Paris 1 Panthéon-Sorbonne</orgName>
          <orgName type="acronym">UP1</orgName>
          <desc>
            <address>
              <addrLine>12 place du Panthéon, 75231 Paris Cedex 05</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">https://www.pantheonsorbonne.fr</ref>
          </desc>
        </org>
      </listOrg>
    </back>
  </text>
</TEI>