Accueil
Home
Comité de rédaction
Editorial Board
Comité scientifique
Scientific commitee
Instructions aux auteurs
Authors instructions
Soumissions
How to submit
contenus
Contents journal
Rapporteurs
Referees
Soumission en ligne
Online submission
|
JOURNAL AFRIKA STATISTIKA
ISSN 0852-0305
This is abstracted by MathSciNet, and by
Zentralblatt MATH
We are present on AJOL
|
|
CONTENU DU JOURNAL, CONTENTS JOURNAL
Volume 5, 2010
Volume spécial dédié au Workshop International sur les Risques Multivariés et Copules (IWMRC) tenue à
Biskra, Algérie, 12 - 15 Avril 2010.
Special volume devoted to the International Workshop on Multivariate Risks and Copulas (IWMRC)
Biskra, Algeria, April 12-15, 2010.
Editorial, pp. 195-196, Abdelhakim Necir, Hocine Fellag and Gane samb Lô.
An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models
, pp. 197-209
Fateh Chebana and Naâmane Laïb
Abstract, Texte entier (full text)
Modèles de Risque et Files d'Attente: La méthode de stabilité forte
, pp. 201-218
Djamil Aïssani et Zina Benouaret
Abstract, Texte entier (full text)
Testing the equality of nonparametric regression curves based on Fourier coefficients
, pp. 219-227
Zaher Mohdeb, Kenza Assia Mezhoud and Djamel Boudaa
Abstract, Texte entier (full text)
On the stability of the unit root test
, pp. 228-237
Lynda Atil and Hocine Fellag.
Abstract, Texte entier (full text)
Asymptotic representation theorems for poverty indices
, pp. 238-244
Gane samb Lô and Serigne Touba Sall.
Abstract, Texte entier (full text)
A simple note on some empirical stochastic process as a tool in uniform L-statistics weak laws
, pp. 245-251
Gane samb Lô,
Abstract, Texte entier (full text)
Some aspects of stability in time series small sample case
, pp. 252-259
Hocine Fellag.
Abstract, Texte entier (full text)
Distortion risk measures for sums of dependent losses
, pp. 260-267
Brahim Brahimi, Djamel Meraghni and Abdelhakim Necir
Abstract, Texte entier (full text)
Extreme value theory for nonstationary random coefficients time series with regularly varying tails
, pp. 268-278
Aliou Diop and Saliou Diouf.
Abstract, Texte entier (full text)
Asymptotic Confidence Bands for Density and Regression Functions in the Gaussian Case
, pp. 279-287
Nahima Nemouchi and Zaher Mohdeb.
Abstract, Texte entier (full text)
Champernowne transformation in kernel quantile estimation for heavy-tailed distributions
, pp. 288-296
Abdallah Sayeh, Djabrane Yahia and Abdelhakim Necir
Abstract, Texte entier (full text)
Sur les estimateurs du maximum de vraisemblance dans les modèles multiplicatifs de Poisson et binomiale négative
, pp. 297-305
Lucien Diégane Gning et Daniel Pierre-Loti-Viaud,
Abstract, Texte entier (full text)
|
|