4 citations · 6 across the 12 of their papers we have counts for
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math.ST2017
On Categorical Time Series Models With Covariates
Konstantinos Fokianos, Lionel Truquet
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-ty…
math.ST2017
Efficient semiparametric estimation in time-varying regression models
Lionel Truquet
We study semiparametric inference in some linear regression models with time-varying coefficients, dependent regressors and dependent errors. This problem, which has been considere…
math.ST2017
A perturbation analysis of some Markov chains models with time-varying parameters
Lionel Truquet
We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide…