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stat.ME2021★ 1 cited
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…
stat.ME2021
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…