2 citations · 2 across the 5 of their papers we have counts for
5 papers
Mixed Frequency Stochastic Frontier Model: with application to the linkage of weather extremes and firm efficiency
Erniel B. Barrios, Nur Syazwani Mazlan, Lim Foo Weng +3
A strategy for incorporating higher-frequency determinants of inefficiency into the stochastic frontier models with production function indicators compiled at lower frequencies is…
Measuring Information Transfer Between Nodes in a Brain Network through Spectral Transfer Entropy
Paolo Victor Redondo, Raphael Huser, Hernando Ombao
Brain connectivity characterizes interactions between different regions of a brain network during resting-state or performance of a cognitive task. In studying brain signals such a…
Functional-Coefficient Models for Multivariate Time Series in Designed Experiments: with Applications to Brain Signals
Paolo Victor Redondo, Raphael Huser, Hernando Ombao
To study the neurophysiological basis of attention deficit hyperactivity disorder (ADHD), clinicians use electroencephalography (EEG) which record neuronal electrical activity on t…
Estimation of Poisson Autoregressive Model for Multiple Time Series
Paolo Victor T. Redondo, Joseph Ryan G. Lansangan, Erniel B. Barrios
A Poisson autoregressive (PAR) model accounting for discreteness and autocorrelation of count time series data is typically estimated in the state-space modelling framework through…
Nonparametric Test for Volatility in Clustered Multiple Time Series
Erniel B. Barrios, Paolo Victor T. Redondo
Contagion arising from clustering of multiple time series like those in the stock market indicators can further complicate the nature of volatility, rendering a parametric test (re…