2 papers
math.ST2011
Estimating and forecasting partially linear models with non stationary exogeneous variables
Xavier Brossat, Georges Oppenheim, Marie-Claude Viano
This paper presents a backfitting-type method for estimating and forecasting a periodically correlated partially linear model with exogeneous variables and heteroskedastic input no…
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…