Results 81 to 90 of about 219 (152)

Diagnostic checking for non-stationary ARMA models with an application to financial data

This paper first derives the limiting distributions of the residual and the squared residual autocorrelation functions of the nonstationary autoregressive moving-average model, respectively.
Zhu, Ke, Ling, Shiqing, Yee, Chong Ching
core   +2 more sources

Kolmogorov Entropy for Convergence Rate in Incomplete Functional Time Series: Application to Percentile and Cumulative Estimation in High Dimensional Data. [PDF]

Entropy (Basel), 2023
Litimein O, Alshahrani F, Bouzebda S, Laksaci A, Mechab B.   +4 more
europepmc   +1 more source

Transfer Function Model for COVID-19 Deaths in USA Using Case Counts as Input Series. [PDF]

Bull Malays Math Sci Soc, 2022
Shahela FA, Uddin N.
europepmc   +1 more source

A dependent counting INAR model with serially dependent innovation. [PDF]

J Appl Stat, 2021
Shirozhan M, Mohammadpour M.
europepmc   +1 more source

Spatio-temporal stochastic differential equations for crime incidence modeling. [PDF]

Stoch Environ Res Risk Assess, 2023
Calatayud J, Jornet M, Mateu J.
europepmc   +1 more source

Nonparametric Inference of Conditional Expectile Functions in Large-Scale Time Series Data With Improved Efficiency. [PDF]

J Time Ser Anal
Zhang F, Zhong PS.
europepmc   +1 more source

New developments in the forecasting of monthly overnight stays in the North Region of Portugal. [PDF]

J Appl Stat, 2020
Silva I, Alonso H.
europepmc   +1 more source

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.
europepmc   +1 more source

Multiresolution granger causality testing with variational mode decomposition: a python software. [PDF]

J Appl Stat
Saâdaoui F, Rabbouch H.
europepmc   +1 more source

Testing for correlation between two time series using a parametric bootstrap. [PDF]

J Appl Stat, 2021
Sun Z, Fisher TJ.
europepmc   +1 more source