Celestial objects exhibit a wide range of variability in brightness at different wavebands.
Surprisingly, the most common methods for characterizing time series in statistics …

The long memory process is a stochastic process with power-type autocorrelation. Such
processes are found worldwide, and those arising in the environmental sciences often have …

In this paper, some myths associated to the initial condition problem are studied and
demystified. It is shown that the initial conditions provided by the one-sided Laplace …

Active galactic nuclei (AGNs) exhibit rapid, high-amplitude stochastic flux variations across
the entire electromagnetic spectrum on time-scales ranging from hours to years. The cause …

The equivalence of continuous-/discrete-time autoregressive-moving average (ARMA)
systems is considered in this paper. For the integer-order cases, the interrelations between …

In this article, we derive (local) orthogonality graphs for the popular continuous‐time state
space models, including in particular multivariate continuous‐time ARMA (MCARMA) …

In this paper, we introduce a novel framework that allows efficient stochastic process
discrimination. The underlying test statistic is based on even empirical moments and …

Renewable energies play an increasing role in power generation worldwide. Electricity
generated by photovoltaic power plants is an important factor here. The fact that no solar …

In this paper, we introduce different concepts of Granger causality and contemporaneous
correlation for multivariate stationary continuous-time processes to model different …

We define an isotropic Lévy-driven continuous auto-regressive moving average CARMA (p,
q) random field on R n as the integral of a radial CARMA kernel with respect to a Lévy sheet …