Instability and long memory in conditional variances
Ignacio Mauleón (1997)
Journal de la société française de statistique
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Ignacio Mauleón (1997)
Journal de la société française de statistique
Similarity:
Ricardo Cao, Juan M. Vilar, Andrés Devia (2009)
SORT
Similarity:
Jitka Zichová (2011)
Acta Universitatis Carolinae. Mathematica et Physica
Similarity:
Agnieszka Kulawik, Stefan Zontek (2016)
Discussiones Mathematicae Probability and Statistics
Similarity:
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
Similarity:
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
Similarity: