Time Series Analysis & Signal Processing 1

                                                                14h-16h       Monday, August 23

                                                    Chairperson :    Marc Paolella       Room :  Jean Prouvé
                

46    
Quasi-Maximum Likelihood Estimators for Threshold ARMA Models: Theoretical Results and Computational Issues    
Marcella Niglio, Cosimo Damiano Vitale

166  (slides)  
Continuous Wavelet Transform and the Annual Cycle in Temperature and the  of Deaths    
Milan Basta, Josef Arlt, Marketa Arltova, Karel Helman

195 (slides)   
Empirical Mode Decomposition for Trend Extraction. Application to Electrical Data    
Farouk Mhamdi, Meriem Jaidane-Saidane, Jean-Michel Poggi

209 (slides)   
Comparing Two Approaches to Testing Linearity against Markov-switching Type Non-linearity    
Jana Lencuchova, Anna Petrickova, Magdalena Komornikova

248 (slides)   
Polynomial Methods in Time Series Analysis    
Felix Aparicio-Perez