Various time-series decomposition techniques, including wavelet transform, singular spectrum analysis, empirical mode decomposition and independent component analysis, have been developed for ...

Vector time series data are widely met in practice. In this paper we propose a multivariate functional-coefficient regression model with heteroscedasticity for modelling such data. A local linear ...

Many frequently observed real-world phenomena are nonlinear in nature. This means that their output does not change in a manner that is proportional to their input. These models have a degree of ...

1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7 ...