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Abraão D. C

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Articles

Identifying Heterogeneity in SAR Data with New Test Statistics

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By Alejandro C. Frery, Janeth Alpala, Abraão D. C
| MDPI
All articles published by MDPI are made immediately available worldwide under an open access license. No special permission is required to reuse all or part of the article published by MDPI, including figures and tables. For articles published under an open access Creative Common CC BY license, any part of the article may be reused without permission provided that the original article is clearly cited. For more information, please refer to https://www.mdpi.com/openaccess.
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Scaled Muth–ARMA Process Applied to Finance Market

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By Hassan S. Bakouch, Najla Qarmalah, Abraão D. C, Maria C. S
| MDPI
Abstract : The analysis of financial market time series is an important source for understanding the economic reality of a country. We introduce a new autoregressive moving average (ARMA) process, the sMuth–ARMA model, which has the sMuth law as the marginal distribution and has one of its parameters as a proportion that can control amodal and unimodal behavior.
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