There is a great demand for statist ical modeling of phenomena tha t evolve in bo th space and time. Practical examples are those in Haslett and Raf tery (1989), Handcock and Wallis (1994), Cressie and Huang (1999), Brix and Diggle (2001), Stroud et al. (2001), De Iaco et al. (2002), Gneit ing (2002), and Hartfield and Gunst (2003), to mention but a few. Two commonly used tools to describe the ...

This paper presents a unified framework of stationary ARMA processes for discrete-valued time series based on Pegram’s [Pegram, G.G.S., 1980. An autoregressive model for multilag markov chains. J. Appl. Probab. 17, 350–362] mixing operator. Such a stochastic operator appears to be more flexible than the currently popular thinning operator to construct Box and Jenkins’ type stationary ARMAproces...

Using a perturbation matrix, we introduced a hyperplane used to define a generalized null-spectrum, based on both the signal and noise subspaces, while the MUSIC and Min-Norm null-spectra are defined based only on the noise subspace. With the generalized nullspectrum, we derived the upper and lower bounds of a class of the generalized null-spectrum, called the maximum and minimum null-spectra, ...

In the context of carbon neutrality and air pollution prevention, it is great research significance to achieve high-accuracy prediction quality index. this paper, Beijing used as study area; data from January 2014 December 2019 are training set, 2020 2021 test set. The CEEMDAN-ARMA-LSTM model constructed in paper for analysis. CEEMDAN decompose improve information utilization. smooth non-white ...

This paper investigates the dynamic relationship between volatility, volume and open interest in CSI 300 futures market using asymmetric GARCH model, Granger causality test, variance decomposition and impulse response function based on 1-min data. ARMA-EGARCH model is employed and find that both contemporaneous and lagged volume is positively related to volatility, and current open interest has...

In this paper we propose a method to estimate the value-at-risk (VaR) of a portfolio based on a combination of time series, extreme value theory and copula fitting. Given multivariate financial data, we use a univariate ARMA-GARCH model for each return series. We then fit a generalized Pareto distribution to the tails of the residuals to model the distributions of marginal residuals, followed b...

JAMES ROCHON. Inference from the Incomplete Longitudinal Design under an ARMA Cdvariance Structure (Under the direction of RONALD W. HELMS). A stochastic model is presented for the analysis of the longitudinal design, appropriate when some of the response variables are missing. The general linear model is used to relate these dependent variables to other variables which are thought to account f...

Aminoglycosides are used in treating a wide range of infections caused by Gram-positive and Gram-negative bacteria; however, aminoglycoside resistance is common and occurs by several mechanisms. Among these mechanisms is bacterial rRNA methylation by the 16S rRNA methyl transferase (16S-RMTase) enzymes; but data about the spread of this mechanism in Egypt are scarce. Cephalosporins are the most...