20 citations · 20 across the 2 of their papers we have counts for
2 papers
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(…
math.ST2007★ 20 cited
Time series aggregation, disaggregation and long memory
Dmitrij Celov, Remigijus Leipus, Anne Philippe
We study the aggregation/disaggregation problem of random parameter AR(1) processes and its relation to the long memory phenomenon. We give a characterization of a subclass of aggr…