Search results for " asymptotique"
showing 4 items of 4 documents
Behaviour of common estimators in dynamic error-components models with autocorrelated disturbances
1997
The purpose of this paper is to make a presentation of the properties of a set of estimators comprising the within, between, OLS and GLS estimators in the study of dynamic error - components models with autocorrelated disturbances. We underline in this study the importance of the statistical distribution governing the initial values for the process and the structure of xit variable for the limiting values of the estimators when the temporal dimension is fixed but the individual dimension N grows indefinitly.
Attraction d'ondes pour des systèmes à résonance d'ondes contra-propagatives
2011
Wave attraction in counter-propagating waves systems is a general phenomenon that was first established in Physics in the context of the attraction of the polarization between two counter-propagating waves in optical fibers. This phenomenon has been observed experimentally, and its properties were studied through numerical simulations. The models are Hamiltonian hyperbolic systems of partial differential equations, with time-dependent boundary conditions on a finite interval. The underlying mechanism can be traced back to the existence of singular tori in the corresponding stationary equations. In this work we analyze in detail the simplest example in this family of models. We show that mos…
Survey sampling for functionnal data : building asymptotic confidence bands and considering auxiliary information
2011
When collections of functional data are too large to be exhaustively observed, survey sampling techniques provide an effective way to estimate global quantities such as the population mean function, without being obligated to store all the data. In this thesis, we propose a Horvitz–Thompson estimator of the mean trajectory, and with additional assumptions on the sampling design, we state a functional Central Limit Theorem and deduce asymptotic confidence bands. For a fixed sample size, we show that stratified sampling can greatly improve the estimation compared to simple random sampling. In addition, we extend Neyman’s rule of optimal allocation to the functional context. Taking into accoun…
Double index recursive models
1994
The purpose of this document is to study the model belongs to the family of structural equation models with data varying both accross individuals (sectors) and in time. A complete theoretical analysis is developed in this work for the case of a recursive structure. Maximum likelihood estimation and Zellner's "seemingly unrelated equations" estimators (iterated or not) are presented and their asymptotic properties are carefully derived.The application of the estimation methods to the economy morocco produced statistically significant and economic meaningful results. Through a test of exogeneity, the recursivity of the system is confirmed. Policy recommendations are discussed and analyzed.