1 citations · 2 across the 5 of their papers we have counts for
5 papers
A unified theory for ARMA models with varying coefficients: One solution fits all
M. Karanasos, A. Paraskevopoulos, T. Magdalinos +1
For the large family of ARMA models with variable coefficients (TV-ARMA), either deterministic or stochastic, we provide an explicit and computationally tractable representation ba…
Explicit and compact representations for the Green's function and the Solution of Linear Difference Equations with variable coefficients
A. G. Paraskevopoulos, M. Karanasos
Leibniz' combinatorial formula for determinants is modified to establish a condensed and easily handled compact representation for Hessenbergians, referred to here as Leibnizian re…
A closed form to the general solution of linear difference equations with variable coefficients
A. G. Paraskevopoulos, M. Karanasos
The determinant of a lower Hessenberg matrix (Hessenbergian) is expressed as a sum of signed elementary products indexed by initial segments of nonnegative integers. A closed form…
A univariate time varying analysis of periodic ARMA processes
Menelaos Karanasos, Alexandros Paraskevopoulos, Stavros Dafnos
The standard approach for studying the periodic ARMA model with coefficients that vary over the seasons is to express it in a vector form. In this paper we introduce an alternative…
The fundamental properties of time varying AR models with non stochastic coefficients
Menelaos Karanasos, Alexandros Paraskevopoulos, Stavros Dafnos
The paper examines the problem of representing the dynamics of low order autoregressive (AR) models with time varying (TV) coefficients. The existing literature computes the foreca…