Asymptotic normality of the mixture density estimator in a disaggregation scheme (Q3569212)
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scientific article; zbMATH DE number 5723370
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| English | Asymptotic normality of the mixture density estimator in a disaggregation scheme |
scientific article; zbMATH DE number 5723370 |
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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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0.7788798809051514
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0.7705214619636536
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0.7682562470436096
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0.757469117641449
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