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The Point of Maximum Curvature as a Marker for Physiological Time Series

โœ Scribed by Stirling, James Robert; Zakynthinaki, Maria


Book ID
120244894
Publisher
Atlantis Press
Year
2008
Tongue
English
Weight
149 KB
Volume
15
Category
Article
ISSN
1402-9251

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A vector time series model with long-memory dependence is introduced. It is assumed that, at each time point, the observations are equi-correlated. The model is based on a fractionally differenced autoregressive process (long-memory) adjoined to a Gaussian sequence with constant autocorrelation. The