most citedFull Model Estimation for Non-Parametric Multivariate Finite Mixture Models

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

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2 papers

math.ST2021★ 1 cited

Full Model Estimation for Non-Parametric Multivariate Finite Mixture Models

Marie Du Roy de Chaumaray, Matthieu Marbac

This paper addresses the problem of full model estimation for non-parametric finite mixture models. It presents an approach for selecting the number of components and the subset of…

math.PR2016★ 1 cited

Moderate deviations for parameters estimation in a geometrically ergodic Heston process

Marie du Roy de Chaumaray

We establish a moderate deviation principle for the maximum likelihood estimator of the four parameters of a geometrically ergodic Heston process. We also obtain moderate deviation…