First formal announcement of many of these results appeared in Some of the refereed papers relative to MA-model concepts and its mathematical construction.

We are interested in recurrent disaster forecasts; these are events such as annual cyclones in the Caribbean, earthquakes along the Ring of Fire and so on. These crises, even smallor medium-sized, are, in fact, critical for the emergency response of humanitarian organizations inasmuch as the sum of casualties and losses attained are as deadly as those that are considered exceptional. The aim of...

First formal announcement of many of these results appeared in Some of the refereed papers relative to MA-model concepts and its mathematical construction.

Abstract The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast enough. If they do not, the large deviations change dramatically. We study this phenomenon in the context of functional large, moderate and huge deviation principles.

In a recent paper, Naidu [1975] has proposed that thereversal intervals of the geomagnetic field for the period 0-76 m.y. are not independent. In fact, the author has fitted a firstorder autoregressive moving average model to the data published by Heirtzler e~ a/. [1968]. This conclusion, if true, is of importance because it suggests that the mechanism governing the reversals of the geomagnetic...

In this paper, we study a first order random coefficient autoregressive model with Laplace distribution as marginal. A random coefficient moving average model of order one with Laplace as marginal distribution is introduced and its properties are studied. By combining the two models, we develop a first order random coefficient autoregressive moving average model with Laplace marginal and discus...

When attempting to predict future events, people commonly rely on historical data. One psychological characteristic of judgmental forecasting of time series, established by research, is that when people make forecasts from series, they tend to underestimate future values for upward trends and overestimate them for downward ones, so-called trend-damping (modeled by anchoring on, and insufficient...

This paper considers the conditional sum of squares estimator (CSSE) for the moderate deviation MA(1) process that has the parameter of the MA(1) with the distance between the parameter and unity being larger than O(T−1). We show that the asymptotic distribution of the CSSE is normal, even though the process belongs to the local-tounity class. The convergence rate continuously changes from an i...