output
20022008
most citedThe d-bar approach to approximate inverse scattering at fixed energy in three dimensions

76 citations

researchers with a paper here
collaborating institutions
Showing math.STShow all

4 papers · 1 filter

math.ST2008

Random sampling of long-memory stationary processe

Anne Philippe, Marie-Claude Viano

This paper investigates the second order properties of a stationary process after random sampling. While a short memory process gives always rise to a short memory one, we prove th…

math.ST2008

Asymptotic normality of the mixture density estimator in a disaggregation scheme

Dmitrij Celov, Remigijus Leipus, Anne Philippe

The paper concerns the asymptotic distribution of the mixture density estimator, proposed by Oppenheim et al 2006, in the aggregation/disaggregation problem of random parameter AR(…

math.ST2007

Prediction of long memory processes on same-realisation

Fanny Godet

For the class of stationary Gaussian long memory processes, we study some properties of the least-squares predictor of X_{n+1} based on (X_n, ..., X_1). The predictor is obtained b…

math.ST2007★ 2 cited

Linear Prediction of Long-Memory Processes: Asymptotic Results on Mean-squared Errors

Fanny Godet

We present two approaches for linear prediction of long-memory time series. The first approach consists in truncating the Wiener-Kolmogorov predictor by restricting the observation…