In this paper we discuss identification of codependent VAR and VEC models. Codependence of order q is given if a linear combination of autocorrelated variables eliminates the serial correlation after q lags. Importantly, maximum likelihood estimation and corresponding likelihood ratio testing are only possible if the codependence restrictions can be uniquely imposed. However, our study reveals ...

The solar wind-magnetosphere system is nonlinear. The solar wind drivers of geosynchronous electrons with energy range of 1.8–3.5MeV are investigated using mutual information, conditional mutual information (CMI), and transfer entropy (TE). These information theoretical tools can establish linear and nonlinear relationships as well as information transfer. The information transfer from solar wi...

Change point estimation is as an effective method for identifying the time of a change in production and service processes. In most of the statistical quality control literature, it is usually assumed that the quality characteristic of interest is independently and identically distributed over time. It is obvious that this assumption could be easily violated in practice. In this paper, we use m...

Many AGN exhibit a highly variable luminosity. Some AGN also show a pronounced time delay between variations seen in their optical continuum and in their emission lines. In effect, the emission lines are light echoes of the continuum. This light travel–time delay provides a characteristic radius of the region producing the emission lines. The cross correlation function (CCF) is the standard too...