1. Information quantity evaluation of multivariate SETAR processes of order one and applications. (2024). Contreras-Reyes, Javier E.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:65:y:2024:i:3:d:10.1007_s00362-023-01457-6.

   Full description at Econpapers || Download paper

2. Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources. (2024). Vellucci, Pierluigi ; Mastroeni, Loretta ; Mazzoccoli, Alessandro.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:184:y:2024:i:c:s0960077924005575.

   Full description at Econpapers || Download paper

3. Linearity in Deng entropy. (2024). Li, Zhen ; Deng, Yong ; Zhao, Tong.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012900.

   Full description at Econpapers || Download paper

4. Belief Fisher–Shannon information plane: Properties, extensions, and applications to time series analysis. (2023). Kharazmi, Omid ; Contreras-Reyes, Javier E.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011736.

   Full description at Econpapers || Download paper

5. Information fractal dimension of Random Permutation Set. (2023). Li, Zhen ; Deng, Yong ; Zhao, Tong.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923007841.

   Full description at Econpapers || Download paper

6. A new complex belief entropy of χ2 divergence with its application in cardiac interbeat interval time series analysis. (2023). Zeng, Ziyue ; Xiao, Fuyuan.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004435.

   Full description at Econpapers || Download paper

7. Traffic Missing Data Imputation: A Selective Overview of Temporal Theories and Algorithms. (2022). Sun, Tuo ; Zhu, Shihao ; Hao, Ruochen ; Xie, Jiemin.
   In: Mathematics.
   RePEc:gam:jmathe:v:10:y:2022:i:14:p:2544-:d:868379.

   Full description at Econpapers || Download paper

8. Generalized cyclic Jensen and information inequalities. (2022). Rasheed, T ; Butt, S I ; Peari, J.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:163:y:2022:i:c:s0960077922007895.

   Full description at Econpapers || Download paper

1. Abid, S.H. ; Hameed, N. The entropy of ARMA process. 2014 Amer J Math Stat.. 4 12-20
   Paper not yet in RePEc: Add citation now
   
2. Abid, S.H. ; Quaez, U.J. Renyi entropy of multivariate autoregressive moving average control systems. 2021 :
   Paper not yet in RePEc: Add citation now
   

3. Abid, S.H. ; Quaez, U.J. ; Contreras-Reyes, J.E. An information-theoretic approach for multivariate skew- distributions and applications. 2021 Mathematics. 9 146-

4. Andel, J. . 1983 En : Marginal distributions of autoregressive processes. Springer: Dordrecht
   Paper not yet in RePEc: Add citation now
   

5. Baillie, R.T. ; Chung, S.K. Modeling and forecasting from trend-stationary long memory models with applications to climatology. 2002 Int J Forecast. 18 215-226

6. Bao, B. ; Xu, Y. ; Sheng, J. ; Ding, R. Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data. 2011 Math Comput Model. 53 1664-1669
   Paper not yet in RePEc: Add citation now
   
7. Basseville, M. Divergence measures for statistical data processing–An annotated bibliography. 2013 Sign Process. 93 621-633
   Paper not yet in RePEc: Add citation now
   
8. Brockwell, P.J. ; Davis, R.A. Time series: theory and methods. 1991 Springer-Verlag: New-York, USA
   Paper not yet in RePEc: Add citation now
   

9. Burnecki, K. ; Sikora, G. Identification and validation of stable ARFIMA processes with application to UMTS data. 2017 Chaos Solitons Fractals. 102 456-466

10. Chung, C.F. Calculating and analyzing impulse responses for the vector ARFIMA model. 2001 Econ Lett. 71 17-25

11. Contreras-Reyes, J.E. Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions. 2014 Physica A. 395 200-208

12. Contreras-Reyes, J.E. Chaotic systems with asymmetric and heavy-tailed noise: application to 3D attractors. 2021 Chaos Solitons Fractals. 145 -

13. Contreras-Reyes, J.E. Fisher information and uncertainty principle for skew-gaussian random variables. 2021 Fluct Noise Lett. 20 21500395-
    Paper not yet in RePEc: Add citation now
    
14. Contreras-Reyes, J.E. Mutual information matrix based on asymmetric Shannon entropy for nonlinear interactions of time series. 2021 Nonlin Dyn.. 104 3913-3924
    Paper not yet in RePEc: Add citation now
    

15. Contreras-Reyes, J.E. Rényi entropy and complexity measure for skew-gaussian distributions and related families. 2015 Physica A. 433 84-91

16. Contreras-Reyes, J.E. ; Palma, W. Statistical analysis of autoregressive fractionally integrated moving average models in R. 2013 Computat Stat. 28 2309-2331

17. Cover, T.M. ; Thomas, J.A. Elements of information theory. 2006 Wiley & Son, Inc.: New York, USA
    Paper not yet in RePEc: Add citation now
    

18. Do, H.X. ; Brooks, R.D. ; Treepongkaruna, S. Generalized impulse response analysis in a fractionally integrated vector autoregressive model. 2013 Econ Lett. 118 462-465

19. Feutrill, A. ; Roughan, M. Differential Entropy Rate Characterisations of Long Range Dependent Processes. 2021 :
    Paper not yet in RePEc: Add citation now
    
20. Gil, M. ; Alajaji, F. ; Linder, T. Rényi divergence measures for commonly used univariate continuous distributions. 2013 Inform Sci. 249 124-131
    Paper not yet in RePEc: Add citation now
    
21. Gradshteyn, I.S. ; Ryzhik, I.M. Table of integrals, series, and products. 2007 Academic Press: Cambridge, MA, USA
    Paper not yet in RePEc: Add citation now
    

22. Granger, C.W.J. ; Joyeux, R. An introduction to long-memory time series models and fractional differencing. 1980 J Time Ser Anal. 1 15-29

23. Grivel, E. ; Diversi, R. ; Merchan, F. Kullback-leibler and Rényi divergence rate for gaussian stationary ARMA processes comparison. 2021 Dig Sig Proc. 116 -
    Paper not yet in RePEc: Add citation now
    
24. Hosking, J.R.M. Fractional differencing. 1981 Biometrika. 68 165-176
    Paper not yet in RePEc: Add citation now
    

25. Jensen, A.N. ; Nielsen, M.O. A fast fractional difference algorithm. 2014 J Time Ser Anal. 35 428-436

26. Johnson, R.A. ; Wichern, D.W. Applied multivariate statistical analysis. 2002 Prentice Hall: New Jersey, USA
    Paper not yet in RePEc: Add citation now
    
27. Khedhiri, S. Comparison of SARFIMA and LSTM methods to model and to forecast Canadian temperature. 2022 Reg Stat. 12 1-19
    Paper not yet in RePEc: Add citation now
    

28. Kim, S. ; Kim, H.M. Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions. 2022 Math Comput Simul. 198 172-187

29. Kullback, S. ; Leibler, R.A. On information and sufficiency. 1951 Ann Math Stat. 22 79-86
    Paper not yet in RePEc: Add citation now
    
30. Leite, A. ; Rocha, A.P. ; Silva, M.E. . 2009 En : Long memory and volatility in HRV: an ARFIMA-GARCH approach. IEEE Annual Comput Card Conf. (CinC):
    Paper not yet in RePEc: Add citation now
    

31. Mills, T.C. Time series modelling of two millennia of northern hemisphere temperatures: long memory or shifting trends?. 2007 J Roy Stat Soc Ser A. 170 83-94

32. Montillet, J.P. ; Yu, K. Modeling geodetic processes with levy -stable distribution and FARIMA. 2015 Math Geosci. 47 627-646
    Paper not yet in RePEc: Add citation now
    
33. Namdari, A. ; Li, Z. A review of entropy measures for uncertainty quantification of stochastic processes. 2019 Adv Mech Eng. 11 -
    Paper not yet in RePEc: Add citation now
    

34. Ozdemir, Z.A. Linkages between international stock markets: a multivariate long-memory approach. 2009 Physica A. 388 2461-2468

35. Pai, J. ; Ravishanker, N. A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes. 2009 Stat Prob Lett. 79 1282-1289

36. Pai, J.S. ; Ravishanker, N. Fast Bayesian estimation for VARFIMA processes with stable errors. 2010 J Stat Theor Pract. 4 663-677
    Paper not yet in RePEc: Add citation now
    
37. Palma, W. Long-memory time series, theory and methods. 2007 Wiley: Hoboken
    Paper not yet in RePEc: Add citation now
    
38. R Core Team, A language and environment for statistical computing. 2020 R Foundation for Statistical Computing: Vienna, Austria
    Paper not yet in RePEc: Add citation now
    
39. Ramírez-Parietti, I. ; Contreras-Reyes, J.E. ; Idrovo-Aguirre, B.J. Cross-sample entropy estimation for time series analysis: a nonparametric approach. 2021 Nonlin Dyn. 105 2485-2508
    Paper not yet in RePEc: Add citation now
    
40. Rényi, A. On measures of entropy and information. 1960 En : Proc. Berkeley Symp. Math. Stat. Prob. 1:547-561. 4th version. University of California Press: Berkeley, CA, USA
    Paper not yet in RePEc: Add citation now
    
41. Saleh, M. ; Grivel, E. ; Omar, S.M. Jeffrey's divergence between fractionally integrated white noises. 2018 En : IEEE Stat Signal Proc Work. (SSP. :
    Paper not yet in RePEc: Add citation now
    
42. Shannon, C.E. A mathematical theory of communication. 1948 Bell Syst Tech J. 27 379-423
    Paper not yet in RePEc: Add citation now
    
43. Tsay, W.J. Maximum likelihood estimation of stationary multivariate ARFIMA processes. 2010 J Stat Comput Simul. 80 729-745
    Paper not yet in RePEc: Add citation now
    
44. Tsay, W.J. Maximum likelihood estimation of structural VARFIMA models. 2012 Elect Stud. 31 852-860
    Paper not yet in RePEc: Add citation now
    

45. Tschernig, R. ; Weber, E. ; Weigand, R. Long-versus medium-run identification in fractionally integrated VAR models. 2014 Econ Lett. 122 299-302

46. Wu, W. A study on Rényi entropy and Shannon entropy of image segmentation based on finite multivariate skew distribution mixture model. 2021 Math Meth Appl Sci. -
    Paper not yet in RePEc: Add citation now
    

1. Bounded data modeling using logit-skew-normal mixtures. (2025). Contreras-Reyes, Javier E ; Mahdavi, Abbas.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01677-y.

   Full description at Econpapers || Download paper

2. Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos.
   In: Papers.
   RePEc:arx:papers:2406.14145.

   Full description at Econpapers || Download paper

3. Forecasting highly persistent time series with bounded spectrum processes. (2023). Maddanu, Federico.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01321-z.

   Full description at Econpapers || Download paper

4. Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Rodriguez Caballero, Carlos ; Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz.
   In: DES - Working Papers. Statistics and Econometrics. WS.
   RePEc:cte:wsrepe:37968.

   Full description at Econpapers || Download paper

5. Quantile spectral analysis of long-memory processes. (2022). Lim, Yaeji ; Oh, Hee-Seok.
   In: Empirical Economics.
   RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02045-z.

   Full description at Econpapers || Download paper

6. Long memory and volatility persistence across BRICS stock markets. (2022). Tripathy, Naliniprava.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001684.

   Full description at Econpapers || Download paper

7. Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions. (2022). Contreras-Reyes, Javier E.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004787.

   Full description at Econpapers || Download paper

8. An extended exponential SEMIFAR model with application in R. (2021). Feng, Yuanhua ; Letmathe, Sebastian ; Beran, Jan.
   In: Working Papers CIE.
   RePEc:pdn:ciepap:145.

   Full description at Econpapers || Download paper

9. The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Pourroy, Marc ; Dufrénot, Gilles ; Ginn, William ; Dufrenot, Gilles.
   In: Working Papers.
   RePEc:hal:wpaper:halshs-03225070.

   Full description at Econpapers || Download paper

10. Modelling Low-Frequency Covariability of Paleoclimatic Data. (2021). Martins, Luis ; Gabriel, Vasco ; Phella, Anthoulla.
    In: Working Papers.
    RePEc:gla:glaewp:2022_17.

    Full description at Econpapers || Download paper

11. Temperature Anomalies, Long Memory, and Aggregation. (2021). Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J.
    In: Econometrics.
    RePEc:gam:jecnmx:v:9:y:2021:i:1:p:9-:d:509830.

    Full description at Econpapers || Download paper

12. The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Pourroy, Marc ; Dufrénot, Gilles ; Ginn, William ; Dufrenot, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:2130.

    Full description at Econpapers || Download paper

13. Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate. (2020). Miller, J. ; Kim, Chang Sik ; Kaufmann, Robert ; Chang, Yoosoon ; Park, Joon Y.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:214:y:2020:i:1:p:274-294.

    Full description at Econpapers || Download paper

14. How does temperature vary over time?: evidence on the stationary and fractal nature of temperature fluctuations. (2020). Moen, Sigmund Hov ; Fortuna, Mariachiara ; Dagsvik, John K.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:183:y:2020:i:3:p:883-908.

    Full description at Econpapers || Download paper

15. Temperature Anomalies, Long Memory, and Aggregation. (2020). Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J.
    In: CREATES Research Papers.
    RePEc:aah:create:2020-16.

    Full description at Econpapers || Download paper

16. Temperatures across Europe: evidence of time trends. (2019). Gil-Alana, Luis ; Sauci, Laura.
    In: Climatic Change.
    RePEc:spr:climat:v:157:y:2019:i:3:d:10.1007_s10584-019-02568-6.

    Full description at Econpapers || Download paper

17. Climate change implications for the catastrophe bonds market: An empirical analysis. (2019). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:274-294.

    Full description at Econpapers || Download paper

18. Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate. (2018). Miller, J. ; Kim, Chang Sik ; Kaufmann, Robert ; Chang, Yoosoon ; Park, Sung Keun.
    In: Working Papers.
    RePEc:umc:wpaper:1622.

    Full description at Econpapers || Download paper

19. Some financial implications of global warming: An empirical assessment. (2018). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: Working Paper series.
    RePEc:rim:rimwps:18-09.

    Full description at Econpapers || Download paper

20. Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: Working Papers.
    RePEc:fem:femwpa:2018.01.

    Full description at Econpapers || Download paper

21. Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo.
    In: Public Opinion Research.
    RePEc:ags:cpaper:268728.

    Full description at Econpapers || Download paper

22. Inference for impulse response coefficients from multivariate fractionally integrated processes. (2017). Kapetanios, George ; Baillie, Richard T ; Papailias, Fotis.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:60-84.

    Full description at Econpapers || Download paper

23. Temperature anomalies, radiative forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: Working Paper series.
    RePEc:rim:rimwps:17-06.

    Full description at Econpapers || Download paper

24. Some Financial Implications of Global Warming: An Empirical Assessment. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO ; Giacomo, Sbrana ; Claudio, Morana.
    In: Working Papers.
    RePEc:mib:wpaper:377.

    Full description at Econpapers || Download paper

25. Temperature anomalies, radiative forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO ; Giacomo, Sbrana ; Claudio, Morana.
    In: Working Papers.
    RePEc:mib:wpaper:361.

    Full description at Econpapers || Download paper

26. Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: Working Papers.
    RePEc:fem:femwpa:2017.09.

    Full description at Econpapers || Download paper

27. Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework: Implications for monetary policy. (2017). Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Hook, Law Siong.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:75-93.

    Full description at Econpapers || Download paper

28. Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: MITP: Mitigation, Innovation and Transformation Pathways.
    RePEc:ags:feemmi:253732.

    Full description at Econpapers || Download paper

29. Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies. (2016). Miller, J. ; Kim, Chang Sik ; Kaufmann, Robert ; Chang, Yoosoon ; Park, Sung Keun.
    In: Working Papers.
    RePEc:umc:wpaper:1513.

    Full description at Econpapers || Download paper

30. Inference for Impulse Response Coefficients From Multivariate Fractionally Integrated Processes. (2015). Kapetanios, George ; Baillie, Richard T ; Papailias, Fotis.
    In: Working Paper series.
    RePEc:rim:rimwps:15-46.

    Full description at Econpapers || Download paper

31. Fractionally integrated ARMA for crude palm oil prices prediction: case of potentially overdifference. (2013). Ahmad, Ismail ; Bujang, Imbarine ; Karia, Abdul Aziz.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:40:y:2013:i:12:p:2735-2748.

    Full description at Econpapers || Download paper

32. Not all estimators are born equal: The empirical properties of some estimators of long memory. (2013). Rea, William ; Oxley, Les ; Reale, Marco ; Brown, Jennifer.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:93:y:2013:i:c:p:29-42.

    Full description at Econpapers || Download paper

33. Long memory in temperature reconstructions. (2011). Rea, William ; Reale, Marco ; Brown, Jennifer.
    In: Climatic Change.
    RePEc:spr:climat:v:107:y:2011:i:3:p:247-265.

    Full description at Econpapers || Download paper

34. Long memory or shifting means in geophysical time series?. (2011). Rea, William ; Oxley, Les ; Reale, Marco ; Brown, Jennifer.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:81:y:2011:i:7:p:1441-1453.

    Full description at Econpapers || Download paper

35. The Empirical Properties of Some Popular Estimators of Long Memory Processes. (2008). Rea, William ; Oxley, Les ; Reale, Marco ; Brown, Jennifer.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:08/13.

    Full description at Econpapers || Download paper

36. Time series modelling of two millennia of northern hemisphere temperatures: long memory or shifting trends?. (2007). Mills, Terence C..
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:170:y:2007:i:1:p:83-94.

    Full description at Econpapers || Download paper

37. The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes. (2006). Poskitt, Donald ; Grose, S. D..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2006-15.

    Full description at Econpapers || Download paper

38. Long-memory dynamic Tobit models. (2006). Chan, N. H. ; Brockwell, A. E..
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:25:y:2006:i:5:p:351-367.

    Full description at Econpapers || Download paper

39. 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

    Full description at Econpapers || Download paper

40. 25 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; Gooijer, Jan G. ; De Gooijer, Jan G..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050068.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 17:05:56 || Missing content? Let us know