Cardiovascular magnetic resonance (CMR) perfusion data are suitable for quantitative measurement of myocardial blood flow. The goal of perfusionCMR postprocessing is to recover tissue impulse-response from observed signalintensity curves. While several deconvolution techniques are available for this purpose, all of them use models with varying parameters for the representation of the impulse-re...

Testing for white noise has been well studied in the literature of econometrics and statistics. For most of the proposed test statistics, such as the well-known Box–Pierce test statistic with fixed lag truncation number, the asymptotic null distributions are obtained under independent and identically distributed assumptions and may not be valid for dependent white noise. Because of recent popul...

In the recent years, the use of GARCH type (especially, ARMA-GARCH) models and computational-intelligence-based techniques—Support Vector Machine (SVM) and Relevance Vector Machine (RVM) have been successfully used for financial forecasting. This paper deals with the application of ARMA-GARCH, recurrent SVM (RSVM) and recurrent RVM (RRVM) in volatility forecasting. Based on RSVM and RRVM, two G...

Testing for white noise has been well studied in the literature of econometrics and statistics. For most of the proposed test statistics, such as the well-known Box-Pierce’s test statistic with fixed lag truncation number, the asymptotic null distributions are obtained under independent and identically distributed assumptions and may not be valid for the dependent white noise. Due to recent pop...

Autoregressive and moving-average (ARMA) models with stable Paretian errors is one of the most studied models for time series with infinite variance. Estimation methods for these models have been studied by many researchers but the problem of diagnostic checking fitted models has not been addressed. In this paper, we develop portmanteau tests for checking randomness of a time series with infini...