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

CRUMB

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

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Parameter

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

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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

ABASH

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

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Affiliation

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

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