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DTSTAMP:20260910T193252Z
DESCRIPTION:\n	Title: Fast calibration of FARIMA models with dependent error
 s\n\n	 \n\n	Abstract:\n\n\nIn this work\, we investigate the asymptotic prop
 erties of Le Cam’s one-step estimator for weak Fractionally AutoRegressive
  Integrated Moving-Average (FARIMA) models. For these models\, noises are 
 uncorrelated but neither necessarily independent nor martingale difference
 s errors. We show under some regularity assumptions that the one-step esti
 mator is strongly consistent and asymptotically normal with the same asymp
 totic variance as the least squares estimator. We show through simulations
  that the proposed estimator reduces computational time compared with the 
 least squares estimator.\n\nSpeaker\n\nAfter completing his PhD in mathema
 tics (statistics) at the University of Bourgogne Franche-Comté (Besançon\,
  France) in late 2019\, Youssef Esstafa worked as a teacher-researcher at 
 Ensai (Rennes\, France) for one year before obtaining a position as an Ass
 ociate Professor (MCF) in mathematics at Le Mans University.\n\nhttps://mc
 gill.zoom.us/j/89669635642\n\nMeeting ID: 896 6963 5642\n\nPasscode: None
 \n
DTSTART:20240202T203000Z
DTEND:20240202T213000Z
LOCATION:Room 1104\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Youssef Esstafa (Le Mans University)
URL:https://www.mcgill.ca/mathstat/channels/event/youssef-esstafa-le-mans-u
 niversity-355069
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