1 citations · 1 across the 4 of their papers we have counts for
5 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…
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…
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…