2 papers
math.ST2020
A dependent Lindeberg central limit theorem for cluster functionals on stationary random fields
José G. Gómez-García
In this paper, we provide a central limit theorem for the finite-dimensional marginal distributions of empirical processes whose index set $\mathcal{F}…
stat.ML2020
Learning CHARME models with neural networks
José G. Gómez García, Jalal Fadili, Christophe Chesneau
In this paper, we consider a model called CHARME (Conditional Heteroscedastic Autoregressive Mixture of Experts), a class of generalized mixture of nonlinear nonparametric AR-ARCH…