20 citations · 45 across the 5 of their papers we have counts for
5 papers
Properties of Test Statistics for Nonparametric Cointegrating Regression Functions Based on Subsamples
Sepideh Mosaferi, Mark S. Kaiser, Daniel J. Nordman
Nonparametric cointegrating regression models have been extensively used in financial markets, stock prices, heavy traffic, climate data sets, and energy markets. Models with param…
Nonparametric Cointegrating Regression Functions with Endogeneity and Semi-Long Memory
Sepideh Mosaferi, Mark S. Kaiser
This article develops nonparametric cointegrating regression models with endogeneity and semi-long memory. We assume that semi-long memory is produced in the regressor process by t…
Simulating Markov random fields with a conclique-based Gibbs sampler
Andee Kaplan, Mark S. Kaiser, Soumendra N. Lahiri +1
For spatial and network data, we consider models formed from a Markov random field (MRF) structure and the specification of a conditional distribution for each observation. Fast si…
A Class of Spatially Correlated Self-Exciting Models
Nicholas J Clark, Philip M. Dixon
The statistical modeling of multivariate count data observed on a space-time lattice has generally focused on using a hierarchical modeling approach where space-time correlation st…
Goodness of fit tests for a class of Markov random field models
Mark S. Kaiser, Soumendra N. Lahiri, Daniel J. Nordman
This paper develops goodness of fit statistics that can be used to formally assess Markov random field models for spatial data, when the model distributions are discrete or continu…