28 citations · 50 across the 4 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
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…
math.ST2010★ 28 cited
An efficient estimator for locally stationary Gaussian long-memory processes
Wilfredo Palma, Ricardo Olea
This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both non…