83 research outputs found
Statistical strategies for avoiding false discoveries in metabolomics and related experiments
Cointegration analysis with state space models
Abstract: This paper presents and exemplifies results developed for cointegration analysis with state space models by Bauer and Wagner in a series of papers. Unit root processes, cointegration and polynomial cointegration are defined. Based upon these definitions the major part of the paper discusses how state space models, which are equivalent to VARMA models, can be fruitfully employed for cointegration analysis. By means of detailing the cases most relevant for empirical applications, the I(1), MFI(1) and I(2) cases, a canonical representation is developed and thereafter some available statistical results are briefly mentioned.
A wavelet artificial neural network method for medium‐term rainfall prediction in Queensland (Australia) and the comparisons with conventional methods
Application of a response surface method to the design of tip jet driven stopped rotor/wing concepts
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