output
19962026
most citedDeterminantal point process models and statistical inference : Extended version

238 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2017 · math.STShow all

2 papers · 2 filters

math.ST2017★ 1 cited

Estimating long memory in panel random-coefficient AR(1) data

Remigijus Leipus, Anne Philippe, Vytaute Pilipauskaite +1

It is well-known that random-coefficient AR(1) process can have long memory depending on the index of the tail distribution function of the random coefficient, if it is a regul…

math.ST2017★ 4 cited

Asymptotic distribution of least squares estimators for linear models with dependent errors : regular designs

Emmanuel Caron, Sophie Dede

In this paper, we consider the usual linear regression model in the case where the error process is assumed strictly stationary. We use a result from Hannan, who proved a Central L…