This paper proposes a class of parametric multiple-index time series models that involve linear combinations trends, stationary variables and unit root processes as regressors. The inclusion the three different types series, along with use structure for these to circumvent curse dimensionality, is due both theoretical practical considerations. M-type estimators (including OLS, LAD, Huber’s esti...

This paper presents an evaluation of the RWTH large vocabulary speech recognition system on the Aurora 4 noisy Wall Street Journal database. First, the influence of different root functions replacing the logarithm in the feature extraction is studied. Then quantile based histogram equalization is applied, a parametric method to increase the noise robustness by reducing the mismatch between the ...

OBJECTIVES To (a) assess the association between dietary diversity (DD) score, socioeconomic status (SES) and maternal body mass index (BMI), and (b) the variation of the effects of DD and SES at different points of the conditional distribution of the BMI. METHODS The study used Demographic and Health Surveys round 5 data sets from Ghana, Namibia and Sao Tome and Principe. The outcome variabl...

This paper develops a wavelet (spectral) approach to testing the presence of a unit root in a stochastic process. The wavelet approach is appealing, since it is based directly on the different behavior of the spectra of a unit root process and that of a short memory stationary process. By decomposing the variance (energy) of the underlying process into the variance of its low frequency componen...

The first part of the work detailed in this paper, analyzes the probability distribution of vowels in Malayalam, an Indian language. Different probability distributions are fitted to the duration values of each vowel and the best fit is determined using quantile-quantile plot. The probability distribution of duration values, in accordance with the different factors affecting durations are also ...

e d In the Box-Jenkins approach to analyzing time series, a key question is whether to difference th ata, i.e., to replace the raw data {y } by the differenced series {y −y }. Experience indicates that m t t t −1 ost economic time series tend to wander and are not stationary, but that differencing often yields a e r stationary result. A key example, which often provides a fairly good descriptio...

e d In the Box-Jenkins approach to analyzing time series, a key question is whether to difference th ata, i.e., to replace the raw data {x } by the differenced series {x −x }. Experience indicates that m t t t −1 ost economic time series tend to wander and are not stationary, but that differencing often yields a e r stationary result. A key example, which often provides a fairly good descriptio...