Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms [PDF]
, 2019 This work considers the problem of modified portmanteau tests for testing the adequacy of FARIMA models under the assumption that the errors are uncorrelated but not necessarily independent (i.e. weak FARIMA). We first study the joint distribution of the
Esstafa, Youssef +2 more
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Spatio-temporal stochastic differential equations for crime incidence modeling. [PDF]
Stoch Environ Res Risk Assess, 2023 Calatayud J, Jornet M, Mateu J.
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A dependent counting INAR model with serially dependent innovation. [PDF]
J Appl Stat, 2021 Shirozhan M, Mohammadpour M.
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Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model [PDF]
, 2009 2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.We consider the Conditional Least Squares Estimator (CLSE) of a unknown parameter θ0 ∈ Rp of the conditional expectation of a real ...
Jacob, Christine
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New developments in the forecasting of monthly overnight stays in the North Region of Portugal. [PDF]
J Appl Stat, 2020 Silva I, Alonso H.
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A grouped beta process model for multivariate resting-state EEG microstate analysis on twins. [PDF]
Can J Stat, 2021 Hart B, Malone S, Fiecas M.
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Testing for correlation between two time series using a parametric bootstrap. [PDF]
J Appl Stat, 2021 Sun Z, Fisher TJ.
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A k-means method for trends of time series: An application to time series of COVID-19 cases in Japan. [PDF]
Jpn J Stat Data Sci, 2022 Watanabe N.
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Detección de raíces unitarias y cointegración mediante métodos de subespacios
, 2005 Clasificación AMS: 62M10 - 62H20En este trabajo se propone un nuevo procedimiento para detectar raíces unitarias basado en métodos de subespacios. Nuestra propuesta tiene tres aspectos originales principales. Primero, la misma metodología puede aplicarse
Casals Carro, José +2 more
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Influence of Transfer Entropy in the Short-Term Prediction of Financial Time Series Using an ∊-Machine. [PDF]
Entropy (Basel), 2022 Zavala-Díaz JC +4 more
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