2 papers
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(…