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Testing independence for multivariate time series via the auto-distance correlation matrix
(2018)
SUMMARY. We introduce the matrix multivariate auto-distance covariance and correlation functions for time series, discuss their interpretation and develop cons
Effect of resveratrol on non-alcoholic fatty liver disease
(2019)
The aim of the present study was to investigate the effect of a micronized formulation of trans-resveratrol in humans with non-alcoholic fatty liver disease (NAFLD). Trans-Resveratrol has been used in the form of micronized ...
On categorical time series models with covariates
(2019)
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably ...
An Updated Literature Review of Distance Correlation and Its Applications to Time Series
(2019)
The concept of distance covariance/correlation was introduced recently to characterise dependence among vectors of random variables. We review some statistical aspects of distance covariance/correlation function, and we ...
Spectral density ratio based clustering methods for the binary segmentation of protein sequences: A comparative study
(2010)
We compare several spectral domain based clustering methods for partitioning protein sequence data. The main instrument for this exercise is the spectral density ratio model, which specifies that the logarithmic ratio of ...
Estimation and testing linearity for non-linear mixed poisson autoregressions
(2015)
Non-linear mixed Poisson autoregressive models are studied for the analysis of count time series. Given a correct mean specification of the model, we discuss quasi maximum likelihood estimation based on Poisson log-likelihood ...
On count time series prediction
(2015)
We consider the problem of assessing prediction for count time series based on either the Poisson distribution or the negative binomial distribution. By a suitable parametrization we employ both distributions with the same ...
Quasi-likelihood inference for negative binomial time series models
(2014)
We study inference and diagnostics for count time series regression models that include a feedback mechanism. In particular, we are interested in negative binomial processes for count time series. We study probabilistic ...