Asymptotic normality of the mixture density estimator in a disaggregation scheme (Q3569212): Difference between revisions
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English | Asymptotic normality of the mixture density estimator in a disaggregation scheme |
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Asymptotic normality of the mixture density estimator in a disaggregation scheme (English)
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18 June 2010
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random coefficient \(\mathrm{AR}(1)\)
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long memory
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aggregation
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disaggregation
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mixture density
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