2 papers
stat.AP2025
Forecasting UK Consumer Price Inflation with RaGNAR: Random Generalised Network Autoregressive Processes
Guy P. Nason, Henry Antonio Palasciano
This article forecasts CPI inflation in the United Kingdom using Random Generalised Network Autoregressive (RaGNAR) Processes. More specifically, we fit Generalised Network Autoreg…
math.ST2025
Continuous Time Locally Stationary Wavelet Processes
Henry Antonio Palasciano, Marina I. Knight, Guy P. Nason
This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for i…