activity
20052025
most citedAggregation of weakly dependent doubly stochastic processes

1 citations · 2 across the 5 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

math.ST2014★ 1 cited

A Robbins Monro algorithm for nonparametric estimation of NAR process with Markov-Switching: consistency

Lisandro Fermín, Ricardo Ríos, Luis-Angel Rodríguez

We consider nonparametric estimation for functional autoregressive processes with Markov switching. First, we study the case where complete data is available; i.e. when we observe…