The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and applications of statistics and probability. The Institute was formed at a ...

Timothy Li is a consultant, accountant, and finance manager with an MBA from USC and over 15 years of corporate finance experience. Timothy has helped provide CEOs and CFOs with deep-dive analytics, ...

We show in this article that fractionally integrated processes with Bloomfield (1973) exponential spectral disturbances can be well approximations to fractional models with AR disturbances. In fact, ...