Browsing by Subject "Statistical properties"

Now showing items 1-2 of 2

    • Article  

      Nonlinear Poisson autoregression 

      Fokianos, Konstantinos; Tjøstheim, D. (2012)
      We study statistical properties of a class of non-linear models for regression analysis of count time series. Under mild conditions, it is shown that a perturbed version of the model is geometrically ergodic and possesses ...
    • Conference Object  

      Stochastic models for long-term multipath fading channels and their statistical properties 

      Charalambous, Charalambos D.; Menemenlis, Nickie (IEEE, 1999)
      This paper discusses the use of stochastic differential equations and point processes to model the long-term fading effects during transmission of electromagnetic waves over large areas, which are subject to multipaths and ...