LES SÉRIES CHRONOLOGIQUES Á MÉMOIRE LONGUE : PROBLÈME D’ESTIMATION ET APPLICATION AUX DONNÉES RÉELLES

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dc.contributor.advisorNezha AMMOR, PES, Faculté des sciences, Université Mohammed V, Rabat. (Président)
dc.contributor.authorImane EL WAHLI
dc.date.accessioned2024-04-24T10:11:52Z
dc.date.accessioned2026-01-24T08:40:02Z
dc.date.available2024-04-24T10:11:52Z
dc.date.issued2021
dc.description.abstractSeveral empirical researches on financial market data have revealed many properties of time series, mainly the behavior of long memory, in the sense of hyperbolic decay of autocorrelation. This thesis then focused on the estimation and modelling of persistence in time series and understanding its dynamics.
dc.description.laboratoireLaboratoire de Mathématiques, Statistique/Applications
dc.identifier.urihttps://toubkal.imist.ma/handle/123456789/33500
dc.identifier.urihttps://doi.org/10.83129/toubkal-14889
dc.language.isofre
dc.publisherFaculté des Sciences de Rabatfr_FR
dc.subjectMathématiques Appliquéesfr_FR
dc.subject.otherMathématiques Appliquées
dc.titleLES SÉRIES CHRONOLOGIQUES Á MÉMOIRE LONGUE : PROBLÈME D’ESTIMATION ET APPLICATION AUX DONNÉES RÉELLESfr_FR
dc.title.alternativeLONG MEMORY TIME SERIES: ESTIMATION PROBLEM AND APPLICATION TO REAL DATAfr_FR

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