Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Biljana Č. Popović"'
Publikováno v:
Revstat Statistical Journal, Vol 13, Iss 2 (2015)
This paper presents a modification (and partly a generalization) of STOPBREAK process, which is the stochastic model of time series with permanent, emphatic fluctuations. The threshold regime of the process is obtained by using, so called, Noise indi
Externí odkaz:
https://doaj.org/article/29986f06dbfc4a75abc188015e4f6091
Publikováno v:
IEEE Transactions on Dielectrics and Electrical Insulation. 23:2641-2648
The determination of the formative time delay of electric breakdown is a complex problem due to its stochastic nature. Several methods based on the extreme values are used in the literature. However, there is the limit of applicability of this method
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c3923827c96df6bf7f4fa0f47177afa
https://doi.org/10.1109/tdei.2016.7736822
https://doi.org/10.1109/tdei.2016.7736822
Publikováno v:
Publications de l'Institut Math?matique (Belgrade). 95:149-159
We present a modification (and partly a generalization) of STOPBREAK process, which is the stochastic model of time series with permanent, emphatic fluctuations. The threshold regime of the process is obtained by using, so called, noise indicator. No
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f0e2c90991abfcbae93e7f7bf56b8cc
https://doi.org/10.2298/pim1409149s
https://doi.org/10.2298/pim1409149s
Autor:
Biljana Č. Popović, Vladica Stojanović
Publikováno v:
Filomat. 21:133-152
Famous models of conditional heteroscedasticity describe various effects of behavior of the financial markets. In this paper, we investigate the related model, called Split-ARCH, in some of its stochastic aspects, as the necessary and sufficient cond
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5481856e8949633ff80237d9f2a6a49e
https://doi.org/10.2298/fil0702133s
https://doi.org/10.2298/fil0702133s
Autor:
Miroslav M. Ristić, Biljana Č. Popović
Publikováno v:
Annals of the Institute of Statistical Mathematics. 55:797-802
We define the bivariate first order stationary autoregressive process {(Xn,Yn)} with uniform marginal distribution where {Xn} and {Yn} are the two stationary sequences with uniformU(0, 1) marginal distributions. We also estimate the unknown parameter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::69be683f88f50569367d1ce7acd3702d
https://doi.org/10.1007/bf02523393
https://doi.org/10.1007/bf02523393
Autor:
Miroslav M. Ristić, Biljana Č. Popović
Publikováno v:
Statistics & Probability Letters. 57:113-119
We introduce a stationary uniform autoregressive process of second order. Spectral density, autocovariance and autocorrelation functions are derived. The unknown parameters of this model are estimated by the conditional least squares.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::19e40b73daec4c565a1bf70e34df537c
https://doi.org/10.1016/s0167-7152(02)00053-6
https://doi.org/10.1016/s0167-7152(02)00053-6
Autor:
Biljana Č. Popović
Publikováno v:
Integral Transforms and Special Functions. 6:289-294
We consider the application of some generalized time series in statistics. The likelihood functions of some autoregressive time series with non-Gaussian marginal distributions are defined by means of Dirac's and Heaviside's functions. Specially, we d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9eb627dcbb18dcd8a8317addbc2c28b1
https://doi.org/10.1080/10652469808819173
https://doi.org/10.1080/10652469808819173
Publikováno v:
Braz. J. Probab. Stat. 25, no. 1 (2011), 44-63
A special type of the stochastic STOPBREAK process, which behaves properly when applied to time series data with emphatic permanent fluctuations, is presented. A good dynamic behavior is induced by the threshold regime and named the Split-BREAK proce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::345f0a5c1b8bc381fc75f29a8490df57
http://projecteuclid.org/euclid.bjps/1291387773
http://projecteuclid.org/euclid.bjps/1291387773
Publikováno v:
EPL (Europhysics Letters). 109:15002
The memory effect and correlations of the statistical and formative time delay in argon and synthetic air DC glow discharge at low pressure were studied. The memory coefficients and ratios and Pearson's and Spearman's correlation coefficients were de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b4947000c8402bcce488aa147ab0c9e
https://doi.org/10.1209/0295-5075/109/15002
https://doi.org/10.1209/0295-5075/109/15002