Results 141 to 150 of about 10,065 (268)
Gaussian Process Priors with ARMA Noise Models
, 2001 We extend the standard covariance function used in the Gaussian Process prior nonparametric modelling approach to include correlated (ARMA) noise models.
R. Murray-smith +2 more
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Canadian Journal of Statistics, Volume 54, Issue 2, June 2026.Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
The second derivative of the likelihood of an exact ARMA model
ARMA Models ...
Leeuw, J.L. van der
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ARMA Representation of Two-Factor Models [PDF]
Many financial time series models are specified through a structural representation. Nonetheless, knowing their reduced ARMA form may be useful for impulse response analysis, filtering, forecasting, and for purposes of statistical inference.
Nour Meddahi
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Journal of Biophotonics, Volume 19, Issue 6, June 2026.We demonstrate that Principal Component Analysis (PCA) can be used in dynamic OCT to substantially reduce artifacts from strong specular reflections, isolate movement within the sample, and create thin, histology‐like images, thereby avoiding the need for complex, time‐consuming techniques used in clinical histopathology.
Alejandro Martínez Jiménez +1 more
wiley +1 more source
Estimating ARMA Models Efficiently
This paper presents the asymptotic and finite sample properties of the efficient method of moments and indirect inference, when applied to estimating stationary ARMA models.
Chumacero Rómulo A.
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Proteins: Structure, Function, and Bioinformatics, Volume 94, Issue 6, Page 1245-1258, June 2026.ABSTRACT We present the first x‐ray crystallographic structural evidence of an archaeal DNA ligase showing the AMP covalent adduct together with further cofactor hydrolysis, capturing a transient intermediary in the first step of the ligation reaction, triggered by the pyrophosphate hydrolysis.
A. X. Quintana‐Armas +3 more
wiley +1 more source
Hierarchical equilibria of branching populations [PDF]
In this paper we study high moment partial sum processes based on residuals of a stationary ARMA model with or without a unknown mean parameter. We show that they can be approximated in probability by the analogous processes which are obtained from the ...
Hao Yu
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steel research international, Volume 97, Issue 6, Page 3267-3281, June 2026.Laser welding of duplex stainless steel disrupts phase balance, promotes nitride precipitation, and reduces fatigue resistance. Postweld heat treatment restores austenite and dissolves nitrides, but the resulting crystallography and phase morphology still impair fatigue performance.
Aparecida Silva Magalhães +6 more
wiley +1 more source
Estimating Stationary ARMA Models Efficiently
This paper discusses the asymptotic and finite-sample properties of the Efficient Method of Moments (EMM) when applied to estimating stationary ARMA models. Issues such of identification, model selection, and testing are also discussed. The properties of
Romulo A. Chumacero
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