A new method for prediction of stationary time series using the Riemann sum approximation
M Mohammadi - Digital Signal Processing, 2022 - Elsevier
I propose a prediction method for weak-sense stationary time series with finite variance and
α-stable innovations using the Riemann sum approximation of the spectral representation …
α-stable innovations using the Riemann sum approximation of the spectral representation …
Principal component analysis for α-stable vectors
M Mohammadi - Communications in Statistics-Simulation and …, 2022 - Taylor & Francis
In this paper, we consider principal component analysis for α-stable random vectors. First,
we present a new measure of dependence for bivariate α-stable vectors. The introduced …
we present a new measure of dependence for bivariate α-stable vectors. The introduced …