51 citations · 141 across the 20 of their papers we have counts for
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math.ST2008
Some convergence results on quadratic forms for random fields and application to empirical covariances
Frédéric Lavancier, Anne Philippe
Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, w…
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(…