4 citations · 8 across the 6 of their papers we have counts for
4 papers · 1 filter
Wavelet estimation of nonstationary spatial covariance function
Yangyang Chen, Pedro Alberto Morettin, Ronaldo Dias +1
This work proposes a new procedure for estimating the non-stationary spatial covariance function for Spatial-Temporal Deformation. The proposed procedure is based on a monotonic fu…
Time-varying STARMA models by wavelets
Yangyang Chen, Pedro Alberto Morettin, Chang Chiann
The spatio-temporal autoregressive moving average (STARMA) model is frequently used in several studies of multivariate time series data, where the assumption of stationarity is imp…
Inference on model parameters with many L-moments
Luis Alvarez, Chang Chiann, Pedro Morettin
This paper studies parameter estimation using L-moments, an alternative to traditional moments with attractive statistical properties. The estimation of model parameters by matchin…
Indirect inference for locally stationary ARMA processes with stable innovations
Shu Wei Chou-Chen, Pedro A. Morettin
The class of locally stationary processes assumes that there is a time-varying spectral representation, that is, the existence of finite second moment. We propose the -stable lo…