Browsing by Subject "Time-series data"

Now showing items 1-2 of 2

    • Conference Object  

      Cointegration and nonstationarity in the context of multiresolution analysis 

      Worden, K.; Cross, E. J.; Kyprianou, Andreas (Institute of Physics Publishing, 2011)
      Cointegration has established itself as a powerful means of projecting out long-term trends from time-series data in the context of econometrics. Recent work by the current authors has further established that cointegration ...
    • Article  

      Integer-valued time series 

      Fokianos, Konstantinos (2009)
      Integer-valued time series data appear in several diverse applications. However, modeling and inference for these types of dependent data pose several questions and interesting problems. The method of generalized linear ...