most citedACF estimation via difference schemes for a semiparametric model with m-dependent errors

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math.ST2025

Rates of Convergence of Maximum Smoothed Log-Likelihood Estimators for Semi-Parametric Multivariate Mixtures

Marie Du Roy de Chaumaray, Michael Levine, Matthieu Marbac

Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densit…

math.ST2019★ 1 cited

ACF estimation via difference schemes for a semiparametric model with m-dependent errors

Michael Levine, Inder Tecuapetla-Gomez

In this manuscript, we discuss a class of difference-based estimators of the autocovariance structure in a semiparametric regression model where the signal is discontinuous and the…