The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and applications of statistics and probability. The Institute was formed at a ...
We show in this article that fractionally integrated processes with Bloomfield (1973) exponential spectral disturbances can be well approximations to fractional models with AR disturbances. In fact, ...
Timothy Li is a consultant, accountant, and finance manager with an MBA from USC and over 15 years of corporate finance experience. Timothy has helped provide CEOs and CFOs with deep-dive analytics, ...