Mohamedou OULD HAYE

 

Mailing Address : School of Mathematics and Statistics
                            Carleton University
                            1125 Colonel By Drive
                            Ottawa, Ontario,
                            Canada K1S 5B6

                           Office HP 5239

 Phone :   (1)   (613) 520 2600  ext.  1287
                                    

 E-mail : mailto:ouldhaye@math.carleton.ca  
                                        
 

 

Teaching: Fall 2012:  Stat3558 (Elements of probability theory)    Stat5504 (Stochastic processes and time series)

Research topics

• Long Memory Processes
• Seasonal effects
• Limit theorems
• Estimation 

 

Publications
 

• M. Ould Haye and A. Philippe (2011) Marginal density estimation for linear processes with seasonal long memory. Statistics and Probability Letters. Vol 81 pp 1354-1364.
• Farrell, P., Ould Haye, M. (2010). Robust regression with infinite moving average errors. Lecture Notes in Statistics Vol. 200. P. 143-157.  Dependence in Probability and Statistics. Edited by  P. Doukhan, G. Lang, D. Surgailis, and G. Teyssiere.
• Kulik, R., Ould Haye, M. (2008) Trimmed sums of long-range dependent moving averages.  Statistics and Probability Letters. Vol. 78, 2536-2542.
• Ould Haye, M. Farrell, P. (2007) Linear regression with long memory errors. Submitted to East-West journal of mathematics (Special Volume ICMA).
• Ould Haye, M. (2007). Estimation of Autoregressive Coefficient in an ARMA(1,1) model with vague information on the MA component. Journal of Statistical Research. Vol. 41 No 1. 1-15.
• Ould Haye, M, Saleh, A.K. Md. E. (2006). Quasi-empirical Bayes methods of estimation in ARMA(p,q) models. Calcuta Statistical Bulletin. Vol. 58, Nos 229-230. 53-75.
•  Ould Haye M., Philippe A. (2003). A noncentral limit theorem for the  empirical process of linear sequences with seasonal long memory.  Mathematical Methods of Statistics. Vol. 12, No. 3, pp. 329-357.

• Ould Haye M. (2002). Asymptotical behavior of the Empirical Process for seasonal long-memory data. E.S.A.I.M.   vol. 6 , 293-309

• M. Ould Haye, Viano M.-C.  (2002). Limit theorems under seasonal long-memory.  Long Range Dependence, Theory and Applications. Edited  by Paul Doukhan, Murad Taqqu and Georges Oppenheim,  (Birkhauser).

• Oppenheim G.,  Ould Haye M. , Viano M.-C. (2000).  Long memory with seasonal effects.  Statistical Inference for Stochastic Processes  vol 3,  pp. 53-68