Sergio G. Koreisha
RESEARCH IN PROGRESS
In Review
With Yue Fang, "GLS Estimation of Regression Models with Misspecified
Serial Correlation,Journal of the Royal Statistical Society.
Abstract
With Yue Fang, "Updating ARMA Predictions for Temporal Aggregates,"
Journal of Time Series Analysis.
With Tarmo Pukkila, "Identification of the Order of Vector ARMA
Processes," Journal of Time Series Analysis.
With Tarmo Pukkila, "A New Multivariate White Noise Test,"
Communications in Statistics.
Manuscripts in Process
- "Does Time Series Models Affect Forecast Performance" (with
William Bell
& Matthew Kramer).
Abstract.
- "Forecasting with Regression Models Containing Misspecified Serial
Correlation Structures," (with Yue Fang).
- "Identification of Gaps and Nonzero Elements in the Polynomial
Matrices of
Vector ARMA Processes" (with Tarmo Pukkila).
- "Temporal Aggregation, Measurement Noise and Forecasting" (with Yue
Fang).
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