Browsing by Author "Palma M., Wilfredo"
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- ItemA semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model(2014) Reisen, V.; Zamprogno, B.; Palma M., Wilfredo; Arteche, J.
- ItemAn autoregressive model for irregular time series of variable stars(2016) Eyheramendy Duerr, Susana; Elorrieta López, Felipe; Palma M., Wilfredo
- ItemAn irregular discrete time series model to identify residuals with autocorrelation in astronomical light curves(2018) Eyheramendy Duerr, Susana; Elorrieta López, Felipe; Palma M., Wilfredo
- ItemAnalysis of irregularly spaced time series(2019) Ojeda Echeverri, César Andrés; Palma M., Wilfredo; Pontificia Universidad Católica de Chile. Facultad de MatemáticasIn this thesis, we propose novel stationary time series models that can be used when the observations are taken on irregularly spaced times. First, we present a model with a firstorder moving average structure, and then we generalized it to consider an autoregressive component. We called the first model irregularly spaced first-order moving average and the second one irregularly spaced first-order autoregressive moving average. Their definitions and properties are established. We present their state-space representations and their one-step linear predictors. The behavior of the maximum likelihood estimator is studied through Monte Carlo experiments. Illustrations are presented with real and simulated data.
- ItemDiscussion of ¿High-dimensional autocovariance matrices and optimal linear prediction?(2015) Gel, Yulia R.; Palma M., Wilfredo
- ItemEstimation and Forecasting of Locally Stationary Processes(2013) Palma M., Wilfredo; Olea Ortega, Ricardo Alonso; Ferreira, Guillermo
- ItemMinimum distance estimation of ARFIMA processes(2013) Zevallos, M.; Palma M., Wilfredo
- ItemMinimum distance estimation of locally stationary moving average processes(2019) Vicuna, M.I.; Palma M., Wilfredo; Olea Ortega, Ricardo Alonso
- ItemRegresión lineal con errores localmente estacionarios LSMA.(2020) Piutrin Pizarro, Carlos Alberto; Palma M., Wilfredo; Pontificia Universidad Católica de Chile. Facultad de Matemáticas
- ItemShort-term dynamics of indoor and outdoor endotoxin exposure : case of Santiago, Chile, 2012.(2016) Barraza Saavedra, Francisco Javier; Jorquera, Héctor; Heyer, Johanna; Palma M., Wilfredo; EdwardsM., Ana M; Muñoz, Marcelo; Valdivia Cabrera, Gonzalo; Montoya, Lupita D.; CEDEUS (Chile)
- ItemStatistical analysis of autoregressive fractionally integrated moving average models in R(2013) Contreras Reyes, J.; Palma M., Wilfredo
- ItemStatistical analysis of locally stationary processes(2013) Ferreira, Guillermo; Olea Ortega, Ricardo Alonso; Palma M., Wilfredo