It is shown that the representation theory of a multivariate, purely nondeterministic, wide sense stationary generalized process can be reduced to a study of some isomorphism results established for commutation relations occurring in quantum mechanics. Using this simplification a multiplicity...

Motivated by problems occurring in the empirical identification and modelling of a n-dimensional ARMA time series X(t) we study the possibility of obtaining a factorization (I + a1B + ... + apBp) X(t) = [[Pi]i=1p (I - [alpha]iB)] X(t), where B is the backward shift operator. Using a result in...

We consider a log-linear model for time series of counts. This type of model provides a framework where both negative and positive association can be taken into account. In addition time dependent covariates are accommodated in a straightforward way. We study its probabilistic properties and...

In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example.