Showing 2020Show all
2 papers · 1 filter
stat.ME2020
Likelihood Inference for Possibly Non-Stationary Processes via Adaptive Overdifferencing
Maryclare Griffin, Gennady Samorodnitsky, David S. Matteson
We make an observation that facilitates exact likelihood-based inference for the parameters of the popular ARFIMA model without requiring stationarity by allowing the upper bound $…
stat.AP2020
Modeling a Nonlinear Biophysical Trend Followed by Long-Memory Equilibrium with Unknown Change Point
Wenyu Zhang, Maryclare Griffin, David S. Matteson
Measurements of many biological processes are characterized by an initial trend period followed by an equilibrium period. Scientists may wish to quantify features of the two period…