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20052024
most citedAggregation of autoregressive processes and long memory

1 citations · 4 across the 5 of their papers we have counts for

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stat.AP2008★ 1 cited

Estimation of a diffusion model with trends taking in account the extremes. Application to temperature in France

Gregory Benmenzer, Didier Dacunha-Castelle, T. T. Huong Hoang

We built a model of the daily temperature based on a diffusion process and address to extreme values not taken into account in the literature on this kind of models. We first study…