20 citations · 28 across the 3 of their papers we have counts for
3 papers
stat.ME2019★ 8 cited
A copula-based bivariate integer-valued autoregressive process with application
Andrius Buteikis, Remigijus Leipus
A bivariate integer-valued autoregressive process of order 1 (BINAR(1)) with copula-joint innovations is studied. Different parameter estimation methods are analyzed and compared v…
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…