Search Results - subject:"mixing conditions"

Time-varying spectral analysis : theory and applications

Nachane, Dilip M. - In: Indian economic review : official journal of Delhi … 53 (2018) 1/2, pp. 3-27

Persistent link: https://www.econbiz.de/10012225818

Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model

Bec, Frédérique; Bensalem, Mélika; Carrasco, Marine - HAL - 2010

Recent studies on general equilibrium models with transaction costs show that the dynamics of the real exchange rate are necessarily nonlinear. Our contribution to the literature on nonlinear price adjustment mechanisms is threefold. First, we model the real exchange rate by a Multi-Regime...

Persistent link: https://www.econbiz.de/10010899153

Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model

Bec, Frédérique; Salem, Mélika Ben; Carrasco, Marine - Centre Interuniversitaire de Recherche en Analyse des … - 2009

Recent studies on general equilibrium models with transaction costs show that the dynamics of the real exchange rate are necessarily nonlinear. Our contribution to the literature on nonlinear price adjustment mechanisms is treefold. First, we model the real exchange rate by a Multi-Regime...

Persistent link: https://www.econbiz.de/10005100696

A strictly stationary β-mixing process satisfying the central limit theorem but not the weak invariance principle

Giraudo, Davide; Volný, Dalibor - In: Stochastic Processes and their Applications 124 (2014) 11, pp. 3769-3781

In 1983, N. Herrndorf proved that for a ϕ-mixing sequence satisfying the central limit theorem and lim infn→∞σn2/n0, the weak invariance principle takes place. The question whether for strictly stationary sequences with finite second moments and a weaker type (α, β, ρ) of mixing the...

Persistent link: https://www.econbiz.de/10011065110

Kernel spatial density estimation in infinite dimension space

Dabo-Niang, Sophie; Yao, Anne-Françoise - In: Metrika 76 (2013) 1, pp. 19-52

In this paper, we propose a nonparametric method to estimate the spatial density of a functional stationary random field. This latter is with values in some infinite dimensional normed space and admitted a density with respect to some reference measure. We study both the weak and strong...

Persistent link: https://www.econbiz.de/10010634336

On latent process models in multi-dimensional space

Shang, Zuofeng - In: Statistics & Probability Letters 82 (2012) 7, pp. 1259-1266

Latent process models have been widely applied to time series and spatial data which involve complex correlation structures. However, the existing approaches assume a known distributional property of the observations given the latent process. Furthermore, there seems to be no literature treating...

Persistent link: https://www.econbiz.de/10010571811

Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model

Bec, Frederique; Salem, Melika Ben; Carrasco, Marine - University of Rochester - Center for Economic Research … - 2004

Recent Studies on general equilibrium models with transaction costs show that the dynamics of the real exchange rate are necessarily nonlinear. Our contribution to the literature on nonlinear price adjustment mechanisms is threefold. First, we model the real exchange rates by a Multi-Regime...

Persistent link: https://www.econbiz.de/10005504004

Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence

Camlong-Viot, Christine; Rodríguez-Póo, Juan M.; … - 2003

This paper is concerned with the estimation and inference of nonparametric and semiparametric additive models in the presence of discrete variables and dependent observations. Among the different estimation procedures, the method introduced by Linton and Nielsen, based in marginal integration,...

Persistent link: https://www.econbiz.de/10010296474

Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence

Camlong-Viot, Christine; Rodríguez-Póo, Juan M.; … - Sonderforschungsbereich 373, Quantifikation und … - 2003

Persistent link: https://www.econbiz.de/10010983541

Anaerobic co-digestion of primary sludge and the fruit and vegetable fraction of the municipal solid wastes

Gómez, X.; Cuetos, M.J.; Cara, J.; Morán, A.; … - In: Renewable Energy 31 (2006) 12, pp. 2017-2024

at different organic loading rates (OLR) under low mixing conditions, with stable performance being obtained even when … with a PS content of 22%. The anaerobic digestion process was evaluated under static conditions and with different mixing … conditions, with good results being found for the digesters with limited mixing, this representing an energy saving. The results …

Persistent link: https://www.econbiz.de/10011044130