8 citations · 11 across the 5 of their papers we have counts for
5 papers
A Robbins-Monro algorithm for non-parametric estimation of NAR process with Markov-Switching: asymptotic normality
Lisandro Fermin, Ricardo Rios, Luis-Ángel Rodríguez
This paper is the second part of our study on the non-parametric estimation of MS-NAR processes started with [L. Fermin et al. 2017]. We consider the Nadaraya-Watson type regressio…
Optics undergraduate experiments using smart (and not so smart) phones
V. L. Díaz-Melián, L. A. Rodríguez, F. Pedroso-Camejo +4
Smartphones may be seen as miniature toolboxs to perform Physics experiments. In this paper, we present three different "optics workbenches" mainly based on the light meter of a sm…
Asymptotic properties of the maximum likelihood estimator for nonlinear AR processes with markov-switching
Luis-Angel Rodríguez
In this note, we propose a new approach for the proof of the consistency and normality of the maximum likelihood estimator for nonlinear AR processes with markov-switching under th…
Penalized estimate of the number of states in Gaussian linear AR with Markov regime
Ricardo Ríos, Luis-Angel Rodríguez
We deal with the estimation of the regime number in a linear Gaussian autoregressive process with a Markov regime (AR-MR). The problem of estimating the number of regimes in this t…
Estimation in autoregressive models with Markov regime
Ricardo Ríos, Luis Rodríguez
In this paper we derive the consistency of the penalized likelihood method for the number state of the hidden Markov chain in autoregressive models with Markov regimen. Using a SAE…