Instability and long memory in conditional variances
Ignacio Mauleón (1997)
Journal de la société française de statistique
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Ignacio Mauleón (1997)
Journal de la société française de statistique
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Ricardo Cao, Juan M. Vilar, Andrés Devia (2009)
SORT
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Jitka Zichová (2011)
Acta Universitatis Carolinae. Mathematica et Physica
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Agnieszka Kulawik, Stefan Zontek (2016)
Discussiones Mathematicae Probability and Statistics
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Robust estimation presented in the following paper is based on Fisher consistent and Fréchet differentiable statistical functionals. The method has been used in the multivariate normal model with variance components [5]. To transfer the method to estimate vector of expectations and positive definite covariance matrix of the multivariate normal model it is required to express the covariance matrix as a linear combination of basic elements of the vector space of real, square and symmetric...
P.-H. Cournède, V. Letort, A. Mathieu, M. Z. Kang, S. Lemaire, S. Trevezas, F. Houllier, P. de Reffye (2011)
Mathematical Modelling of Natural Phenomena
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The development of functional-structural plant models has opened interesting perspectives for a better understanding of plant growth as well as for potential applications in breeding or decision aid in farm management. Parameterization of such models is however a difficult issue due to the complexity of the involved biological processes and the interactions between these processes. The estimation of parameters from experimental data by...
Philippe Soulier (2002)
ESAIM: Probability and Statistics
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