Zobrazeno 1 - 2
of 2
pro vyhledávání: '"José G. Gómez-García"'
Publikováno v:
Mathematics, Vol 9, Iss 3, p 212 (2021)
In this paper, we provide a central limit theorem for the finite-dimensional marginal distributions of empirical processes (Zn(f))f∈F whose index set F is a family of cluster functionals valued on blocks of values of a stationary random field. The
Externí odkaz:
https://doaj.org/article/bf846d563fc3435b9f1c1e2191c8d652
In this paper, we consider a model called CHARME (Conditional Heteroscedastic Autoregressive Mixture of Experts), a class of generalized mixture of nonlinear nonparametric AR-ARCH time series. Under certain Lipschitz-type conditions on the autoregres
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2401bac305514a89225eeae09ba17a86
https://hal.archives-ouvertes.fr/hal-02470605v2
https://hal.archives-ouvertes.fr/hal-02470605v2