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Displaying similar documents to “Stationarity and invertibility of a dynamic correlation matrix”

Combining multivariate estimators of the mean vector

Iwona Janicka (2005)

Discussiones Mathematicae Probability and Statistics

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Meta-analysis is a standard statistical method used to combine the conclusions of individual studies that are related and the results of single study alone can not answered to deal with issues. The data are summarized by one or more outcome measure estimates along with their standard errors. The multivariate model and the variations between studies are not considered in most articles. Here we discuss multivariate effects models: a multivariate fixed effects model and a multivariate random...

On the logical development of statistical models.

Daniel Peña (1988)

Trabajos de Estadística

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This paper presents a classification of statistical models using a simple and logical framework. Some remarks are made about the historical appearance of each type of model and the practical problems that motivated them. It is argued that the current stages of the statistical methodology for model building have arisen in response to the needs for more sophisticated procedures for building dynamic-explicative types of models. Some potentially important topics for future research are included. ...

On invertibility of a random coefficient moving average model

Tomáš Marek (2005)

Kybernetika

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A linear moving average model with random coefficients (RCMA) is proposed as more general alternative to usual linear MA models. The basic properties of this model are obtained. Although some model properties are similar to linear case the RCMA model class is too general to find general invertibility conditions. The invertibility of some special examples of RCMA(1) model are investigated in this paper.