Titlebook: Advances in Multivariate Data Analysis; Proceedings of the M Hans-Hermann Bock,Marcello Chiodi,Antonino Mineo Conference proceedings 2004 S

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Springer Monographs in Mathematicsnary processes, the proposed methodology is based on the joint application of the spectral analysis in the frequency domain (Fourier analysis) and in the time domain (Karhunen Loéve expansion). For non stationary processes the orthogonal decomposition is realized in the wavelet domain.

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Combinatorial Set Theory of C*-algebrasatically using implemented softwares, it is needed to define some indicators which alerts the system about the non stationarity of the data and leads to right transformations. In this context, the present paper proposes an indicator which detects the heteroskedasticity of the data and its empirical

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Nearly Normally Torsionfree Ideals,ects in both the conditional mean and the conditional variance. More precisely, the proposed approach combines a Self Exciting Threshold AutoRegressive (SE- TAR) model for the conditional mean with a conditional heteroskedastic model fitted to the residuals. Namely, we use a Constrained Changing Par

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Texts and Readings in Mathematics integrated analysis which in the presence of several observations for the same statistical unit, divides the gap between customer’s quality expectation and quality perception into further elements to be analyzed in order to improve the service quality.

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