Penzer Jeremy

Jeremy Penzer

Information about the author Jeremy Penzer will soon be added to the site.
Found 2 papers in total
Single-season heteroscedasticity in time series
2007
We consider seasonal time series in which one season has variance that is different...
Finite sample prediction and interpolation for ARIMA models with missing data
1999
A transformation which allows Cholesky decomposition to be used to evaluate the exact...
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