activity
20102023
most citedStatistical Analysis of Autoregressive Fractionally Integrated Moving Average Models

48 citations · 135 across the 9 of their papers we have counts for

collaborators

9 papers

cs.LG2023

Online estimation methods for irregular autoregressive models

Felipe Elorrieta, Lucas Osses, Matias Cáceres +2

In the last decades, due to the huge technological growth observed, it has become increasingly common that a collection of temporal data rapidly accumulates in vast amounts. This p…

stat.ME2022

A Novel First-Order Autoregressive Moving Average Model to Analyze Discrete-Time Series Irregularly Observed

Cesar Ojeda, Wilfredo Palma, Susana Eyheramendy +1

A novel first-order autoregressive moving average model for analyzing discrete-time series observed at irregularly spaced times is introduced. Under Gaussianity, it is established…

math.ST2021

An irregularly spaced first-order moving average model

Cesar Ojeda, Wilfredo Palma, Susana Eyheramendy +1

A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under…

astro-ph.IM2021★ 11 cited

Novel bivariate autoregressive model for predicting and forecasting irregularly observed time series

Felipe Elorrieta, Susana Eyheramendy, Wilfredo Palma +1

In several disciplines it is common to find time series measured at irregular observational times. In particular, in astronomy there are a large number of surveys that gather infor…

astro-ph.IM2019★ 19 cited

Discrete-time autoregressive model for unequally spaced time-series observations

Felipe Elorrieta, Susana Eyheramendy, Wilfredo Palma

Most time-series models assume that the data come from observations that are equally spaced in time. However, this assumption does not hold in many diverse scientific fields, such…

astro-ph.IM2018★ 26 cited

An irregular discrete time series model to identify residuals with autocorrelation in astronomical light curves

Susana Eyheramendy, Felipe Elorrieta, Wilfredo Palma

Time series observations are ubiquitous in astronomy, and are generated to distinguish between different types of supernovae, to detect and characterize extrasolar planets and to c…