In this paper, our proposal is to combine univariate ARMA models to produce a variant of the VARMA model that is much more easily implementable and does not involve certain complications. The original model is reduced to a series of univariate problems and a copula – like term (a mixture-of-normals densities) is introduced to handle dependence. Since the univariate problems are easy to handle b...

The monorchiid trematode Huridostomum formionis Mamaev, 1970 originally described from the black pomfret, Apolectus niger, from the Gulf of Tonkin by Mamaev (1970) is redescribed based on material collected from the same host from the Visakhapatnam coast, Bay of Bengal. The redescription provides additional information on the arrangement of the enlarged spines on the anterodorsal region of the ...

A matrix is called a multiple resultant matrix associated to two matrix polynomials when it becomes singular if and only if the two matrix polynomials have at least one common eigenvalue. In this paper a new multiple resultant matrix is introduced. It concerns the Fisher information matrix (FIM) of a stationary vector autoregressive and moving average time series process (VARMA). The two matrix...

We connect Lukasiewicz logic, a well-established many-valued logic, with weighted logics, recently introduced by Droste and Gastin. We use this connection to show that for formal series with coefficients in semirings derived from MValgebras, recognizability and definability in a fragment of second order Lukasiewicz logic coincide.

This paper investigates the conditional correlations and volatility spillovers between the dollar exchange rate return, gold coin return and crude oil return to stock index return. Monthly returns in the 144 observations (2005 - 2017) are analyzed by constant conditional correlation, dynamic conditional correlation, VARMA-GARCH and VARMA-AGARCH models. So this paper presents interdependences in...