skip to main content

Explore Research Products in the NSF-PAR

  • Home
  • Search Results
  • Page 1 of 1

Search for: All records

Creators/Authors contains: "Kechagias, Stefanos"

Note: When clicking on a Digital Object Identifier (DOI) number, you will be taken to an external site maintained by the publisher. Some full text articles may not yet be available without a charge during the embargo (administrative interval).
What is a DOI Number?

Some links on this page may take you to non-federal websites. Their policies may differ from this site.

  1. ; ; ( , Journal of Statistical Planning and Inference)
    null (Ed.)
    Full Text Available 
  2. ; ( , Journal of Time Series Analysis)

    Bivariate time series models are considered that are suitable for estimation, that have interpretable parameters and that can capture the general semi‐parametric formulation of bivariate long‐range dependence, including a general phase. The models also allow for short‐range dependence and fractional cointegration. A simulation study to test the performance of a conditional maximum likelihood estimation method is carried out, under the proposed models. Finally, an application is presented to the U.S. inflation rates in goods and services where models not allowing for general phase suffer from misspecification.

     
    more » « less
  3. ; ; ; ( , The Annals of Applied Statistics)
    Full Text Available 
  4. ; ; ( , Proceedings Volume 10394, Wavelets and Sparsity XVII)
    Full Text Available