Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
LMJL
A two-sample test for comparison of long memory parameters
Asymptotic normality of the mixture density estimator in a disaggregation scheme
Basic properties of the Multivariate Fractional Brownian Motion
Consistency of the posterior distribution and MLE for piecewise linear regression
Construction of an informative hierarchical prior distribution. Application to electricity load forecasting
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