Search Results - "Redondo, Paolo Victor"

Nonparametric Test for Volatility in Clustered Multiple Time Series by Barrios, Erniel B., Redondo, Paolo Victor T.

“…Contagion arising from clustering of multiple time series like those in the stock market indicators can further complicate the nature of volatility, rendering…”
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Modern extreme value statistics for Utopian extremes. EVA (2023) Conference Data Challenge: Team Yalla by Richards, Jordan, Alotaibi, Noura, Cisneros, Daniela, Gong, Yan, Guerrero, Matheus B., Redondo, Paolo Victor, Shao, Xuanjie

“…Abstract Capturing the extremal behaviour of data often requires bespoke marginal and dependence models which are grounded in rigorous asymptotic theory, and…”
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Nonparametric Test for Volatility in Clustered Multiple Time Series by Barrios, Erniel B, Redondo, Paolo Victor T

“…Contagion arising from clustering of multiple time series like those in the stock market indicators can further complicate the nature of volatility, rendering…”
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Measuring Information Transfer Between Nodes in a Brain Network through Spectral Transfer Entropy by Redondo, Paolo Victor, Huser, Raphael, Ombao, Hernando

“…Brain connectivity characterizes interactions between different regions of a brain network during resting-state or performance of a cognitive task. In studying…”
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Functional-Coefficient Models for Multivariate Time Series in Designed Experiments: with Applications to Brain Signals by Redondo, Paolo Victor, Huser, Raphaël, Ombao, Hernando

“…To study the neurophysiological basis of attention deficit hyperactivity disorder (ADHD), clinicians use electroencephalography (EEG) which record neuronal…”
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Estimation of Poisson Autoregressive Model for Multiple Time Series by Redondo, Paolo Victor T, Lansangan, Joseph Ryan G, Barrios, Erniel B

“…151, 2022, 563-574 A Poisson autoregressive (PAR) model accounting for discreteness and autocorrelation of count time series data is typically estimated in the…”
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