20 citations · 29 across the 4 of their papers we have counts for
4 papers · 1 filter
Asymptotic normality in linear regression with approximately sparse structure
Saulius Jokubaitis, Remigijus Leipus
In this paper we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS struct…
Sample covariances of random-coefficient AR(1) panel model
Remigijus Leipus, Anne Philippe, Vytaute Pilipauskaite +1
The present paper obtains a complete description of the limit distributions of sample covariances in N x n panel data when N and n jointly increase, possibly at different rate. The…
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(…
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…