Mixed Frequency Data Sampling Regression Models: The R Package midasr
Ghysels, Eric, Kvedaras, Virmantas, Zemlys, Vaidotas
Published in Journal of statistical software (01.08.2016)
Published in Journal of statistical software (01.08.2016)
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Journal Article
A Hölderian functional central limit theorem for a multi-indexed summation process
Račkauskas, Alfredas, Suquet, Charles, Zemlys, Vaidotas
Published in Stochastic processes and their applications (01.08.2007)
Published in Stochastic processes and their applications (01.08.2007)
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Journal Article