Stavros Dafnos

Brunel University London - Department of Social Sciences, Media and Communications

Ph.D. Candidate

Kingston Lane

Uxbridge, Middlesex UB8 3PH

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

121

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

A Univariate Time Varying Analysis of Periodic ARMA Processes

Number of pages: 26 Posted: 21 Mar 2014 Last Revised: 22 Mar 2014
Brunel University London - Economics and Finance, The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras and Brunel University London - Department of Social Sciences, Media and Communications
Downloads 71 (359,431)
Citation 3

Abstract:

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covariance structure, homogeneous and particular solutions, optimal predictors, periodic ARMA models

2.

The Fundamental Properties of Time Varying AR Models with Non Stochastic Coefficients

Number of pages: 31 Posted: 21 Mar 2014
Brunel University London - Economics and Finance, The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras and Brunel University London - Department of Social Sciences, Media and Communications
Downloads 50 (426,595)
Citation 2

Abstract:

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abrupt breaks, covariance structure, cyclical processes, homogeneous and particular solutions, optimal predictors, periodic AR models