1 citations · 1 across the 3 of their papers we have counts for
4 papers
Decomposing the spectral density function of an ARMA process
Darlin Soto-Vásquez, Francisco Cuevas-Pacheco, Giovanni Motta +1
Quasi-periodic oscillations are characterized by fitting Lorentzian functions to a nonparametric estimate of the power spectral density, a two-step procedure that separates estimat…
Detecting stellar flares in the presence of a deterministic trend and stochastic volatility
Qiyuan Wang, Giovanni Motta, Genaro Sucarrat +1
We develop a new and powerful method to analyze time series to rigorously detect flares in the presence of an irregularly oscillatory baseline, and apply it to stellar light curves…
Periodic Variable Stars Modulated by Time-Varying Parameters
Giovanni Motta, Darlin Soto, Márcio Catelan
Many astrophysical phenomena are time-varying, in the sense that their brightness change over time. In the case of periodic stars, previous approaches assumed that changes in perio…
Joint Mean-Vector and Var-Matrix estimation for Locally Stationary VAR(1) processes
Giovanni Motta
During the last two decades, locally stationary processes have been widely studied in the time series literature. In this paper we consider the locally-stationary vector-auto-regre…