1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2014★ 1 cited
A univariate time varying analysis of periodic ARMA processes
Menelaos Karanasos, Alexandros Paraskevopoulos, Stavros Dafnos
The standard approach for studying the periodic ARMA model with coefficients that vary over the seasons is to express it in a vector form. In this paper we introduce an alternative…
stat.ME2014
The fundamental properties of time varying AR models with non stochastic coefficients
Menelaos Karanasos, Alexandros Paraskevopoulos, Stavros Dafnos
The paper examines the problem of representing the dynamics of low order autoregressive (AR) models with time varying (TV) coefficients. The existing literature computes the foreca…