A Max-Correlation White Noise Test for Weakly Dependent Time Series

Pervasive white and colored noise removing from magnetotelluric time series

Magnetotellurics is an exploration method which is based on measurement of natural electric and magnetic fields of the Earth and is increasingly used in geological applications, petroleum industry, geothermal sources detection and crust and lithosphere studies. In this work, discrete wavelet transform of magnetotelluric signals was performed. Discrete wavelet transform decomposes signals into c...

Model selection for weakly dependent time series forecasting

Deviation inequalities for sums of weakly dependent time series

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a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

Deviation Inequalities for Sums of Weakly Dependent Time Series

The aim of this paper is to extend the Bernstein inequality from the independent case to some weakly dependent ones. We consider a sample (X1, . . . , Xn) = (X (n) 1 , . . . , X (n) n ) of a stationary process (X (n) t ) with values in a metric space (X , d). Let F be the set of 1-Lipschitz functions from X to [−1/2,1/2]. We are interested by the deviation of the partial sum S( f ) = ∑n i=1 f (...