CRUMB 发表于 2025-3-26 22:57:56

First-Order Integer Valued AR Processes with Zero-Inflated Innovations,d models, called the ZI-INAR(1) model. We present some of its theoretical properties, develop an efficient EM algorithm for parameter estimation and propose several bootstrap techniques to construct confidence intervals for the parameters. Finally, we present the relevance and applicability the of p

muffler 发表于 2025-3-27 02:37:36

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Parameter 发表于 2025-3-27 07:36:33

How to Describe the Linear Dependence for Heavy-Tailed Distributed Data,d models. One can recognize such behavior in both one-dimensional and multi-dimensional datasets. In this paper, we study the problem of the linear dependence for two-dimensional non-Gaussian (infinite-variance) random variables. In the Gaussian case, the perfect measure is the correlation which cle

光明正大 发表于 2025-3-27 11:16:29

Granger Causality and Cointegration During Stock Bubbles and Market Crashes,data in presence of extreme market movements: bubbles and crashes. Two stock indices are caused in Granger sense either by economic fundamentals or by money supply provided by Federal Reserve’s monetary policy. The causation is found to be dynamic: vanishing during moderate expansions and recurring

外形 发表于 2025-3-27 15:07:38

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ABASH 发表于 2025-3-27 20:30:09

Foundations of the Theory of Strongly Periodically Correlated Fields over ,e show that every SCF over . can be transformed into a coordinate-wise SCF (Fact .) studied in [.]. The main result of the paper however is a specific decomposition of a strongly periodically correlated field (Theorem .) which was not available for coordinate-wise SCFs. As consequences of the latter

Galactogogue 发表于 2025-3-28 01:39:05

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天赋 发表于 2025-3-28 02:15:24

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Affiliation 发表于 2025-3-28 08:57:56

On the Modelling of Phonocardiogram Signals: Laplace Kernel and Cyclostationarity Based Approaches, that human ear cannot recognize easily. A phonocardiogram signal, in the healthy case, consists of two fundamental sounds . and . which are derived from the mechanical functioning of the heart. Actually any change, even small, in the heart sounds might indicate heart valve problems, and hence the n

commensurate 发表于 2025-3-28 14:19:07

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查看完整版本: Titlebook: Nonstationary Systems: Theory and Applications; Contributions to the Fakher Chaari,Jacek Leskow,Antonio Napolitano Conference proceedings 2