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math.PR2008★ 1 cited
Aggregation of weakly dependent doubly stochastic processes
Lisandro J. Fermin
The aim of this paper is to extend the aggregation convergence results given in (Dacunha-Castelle and Fermin 2005, Dacunha-Castelle and Fermin 2008) to doubly stochastic linear and…
math.PR2005
Disaggregation of Long Memory Processes on C^{\infty} Class
Didier Dacunha-Castelle, Lisandro Fermín
We prove that a large set of long memory (LM) processes (including classical LM processes and all processes whose spectral densities have a countable number of singularities contro…