1 citations · 2 across the 10 of their papers we have counts for
11 papers
Parameter estimation for the FOU(p) process with the same lambda
Juan Kalemkerian
The FOU(p) processes can be considered as an alternative to ARMA (or ARFIMA) processes to model time series. Also, there is no substantial loss when we model a time series using FO…
Short range vs long range dependence. An hyppothesis test based on Fractional Iterated Ornstein--Uhlenbeck processes
Juan Kalemkerian, Andrés Sosa
In this work, which is based on the family of Fractional Iterated Ornstein Uhlenbeck processes, we propose a new hypothesis test to contrast short memory versus long memory in time…
Spatial clustering of extreme annual precipitation in Uruguay
Florencia Santiñaque, Juan Kalemkerian, Madeleine Renom
The main objective of this work is to study the existence of spatial patterns maximum annual rainfall (through daily observations) within the territory of Uruguay and to show the a…
An Independence Test Based on Recurrence Rates. An empirical study and applications to real data
Juan Kalemkerian, Diego Fernández
In this paper we propose several variants to perform the independence test between two random elements based on recurrence rates. We will show how to calculate the test statistic i…
Modelling and Parameter Estimation for Discretely Observed Fractional Iterated Ornstein--Uhlenbeck Processes
Juan Kalemkerian
We extend the theoretical results for any FOU(p) processes for the case in which the Hurst parameter is less than 1/2 and we show theoretically and by simulations that under some c…
An Independence Test Based on Recurrence Rates
Juan Kalemkerian, Diego Fernández
A new test of independence between random elements is presented in this article. The test is based on a functional of the Cramér-von Mises type, which is applied to a -process t…
A combined strategy for multivariate density estimation
Alejandro Cholaquidis, Ricardo Fraiman, Badih Ghattas +1
Non-linear aggregation strategies have recently been proposed in response to the problem of how to combine, in a non-linear way, estimators of the regression function (see for inst…
Fractional iterated Ornstein-Uhlenbeck Processes
Juan Kalemkerian
In this work we present a Gaussian process that arise from the iteration of p fractional Ornstein-Uhlenbeck processes generated by the same fractional Brownian motion. This iterati…
Truncated Cramér-von Mises test of normality
Juan Kalemkerian
A new test of normality based on a standardised empirical process is introduced in this article. The first step is to introduce a Cramér-von Mises type statistic with weights equal…
A nonlinear aggregation type classifier
Alejandro Cholaquidis, Ricardo Fraiman, Juan Kalemkerian +1
We introduce a nonlinear aggregation type classifier for functional data defined on a separable and complete metric space. The new rule is built up from a collection of arbitra…
An optimal aggregation type classifier
Alejandro Cholaquidis, Ricardo Fraiman, Juan Kalemkerian +1
We introduce a nonlinear aggregation type classifier for functional data defined on a separable and complete metric space. The new rule is built up from a collection of arbitra…