1 citations · 1 across the 3 of their papers we have counts for
3 papers
Semiparametric Volatility Model with Varying Frequencies
Jetrei Benedick R. Benito, Joseph Ryan G. Lansangan, Erniel B. Barrios
In extracting time series data from various sources, it is inevitable to compile variables measured at varying frequencies as this is often dependent on the source. Modeling from t…
Semiparametric Spatiotemporal Model with Mixed Frequencies
Vladimir A. Malabanan, Joseph Ryan G. Lansangan, Erniel B. Barrios
In modelling time series data coming from different sources, frequencies can easily vary since some variable can be measured at higher frequencies, others, at lower frequencies. Gi…
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…