pace 2013;15(Suppl 1):i14–i16. 8. Varma N, Epstein A, Irimpen A, Schweikert R, Shah J, Love CJ. Efficacy and safety of automatic remote monitoring for ICD follow-up: the TRUST trial. Circulation 2010; 122:325–332. 9. Varma N. Rationale and design of a prospective study of the efficacy of a remote monitoring system used in ICD follow-up: the Lumos-T reduces routine office device follow-up study ...

Cointegrated VARMA models can be parameterized by using the echelon form, which is characterized by the Kronecker indices. Three diierent methods for estimating the Kronecker indices of cointegrated echelon form VARMA models are discussed and compared. They have the common feature of estimating the individual equations of the system separately and using order selection criteria. The small sampl...

Dear Sirs, In a recent series co-workers (see e.g. of papers by Morbidelli and Varma and Morbidelli and Varma 1986a; Morbidelli et al., 1986h Lee and Varma, 1987, 1988; Bauman and Varma 1990), the multiplicity behaviour of a fixed bed reactor is discussed. The basis for this analysis was given by Morbidelli and Varma (1986a) and Morbid& et al. (1986b), where the authors devote many columns to m...

The exact likelihood function of a Gaussian vector autoregressive-moving average (VARMA) model is evaluated in two non standard cases: (a) a parsimonious structured form, such as obtained in the echelon form structure or the scalar component model (SCM) structure; (b) a partially non stationary (unit root) model in error-correction form. The starting point is Shea’s algorithm (1987, 1989) for s...

The asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of vector autoregressive moving-average (VARMA) models are derived under the assumption that the errors are uncorrelated but not necessarily independent. Relaxing the independence assumption considerably extends the range of application of the VARMA models, and allows to cover linear representations of general nonlinear ...

A set of rigorous diagnostic techniques is used to evaluate the forecasting performance of five multivariate time-series models for the U.S. cattle sector. The root-meansquared-error criterion along with an evaluation of the rankings of forecast errors reveals that the Bayesian vector autoregression (BVAR) and the unrestricted VAR (UVAR) models generate forecasts which are superior to both a re...

In the paper the asymptotic distributions of sample optimal portfolio weights are derived. This is done under the weak assumption on the data generating process. It is assumed that the k -dimensional vector of asset returns follows a VARMA( 1 1 , p q )GARCH( 2 2 , p q ) process with the elliptically distributed error process. The estimators of the mean vector and the covariance matrix of the as...