Correction: Early warning of regime switching in a financial time series: A heteroskedastic network model

A system is linear if it displays the characteristics of homogeneity and additivity, together termed the superposition property. This principle is fundamental in all linear systems. Linear time-invariant (LTI) systems include systems with linear elements and constant parameters.
The input-output behavior of an LTI system can be fully defined by its response to an impulsive excitation at its input. Once this impulse response is known, the system's reaction to any other input can be...

Econometric Views, often stylized as EViews, is a package that merges statistical analysis with econometric studies. It is designed to provide tools for time series analysis, forecasting, and econometric model simulation. The software originated from MicroTSP software and has evolved significantly since its inception in 1981. The history of EViews is marked by a continuous effort to enhance its computational speed and user interface. It was initially developed for large computing systems but...

A time-series graph is a line graph with repeated measurements taken at successive intervals of time. It is also called a time series chart. To construct a time-series graph, one must look at both pieces of a paired data set. The horizontal axis is used to plot the time increments, and the vertical axis is used to plot the values of the variable that one is measuring. By using the axes in this way, each point on the graph will correspond to time and a measured quantity. The points on the graph...

System stability is a fundamental concept in signal processing, often assessed using convolution. For a system to be considered bounded-input bounded-output (BIBO) stable, any bounded input signal must produce a bounded output signal. A bounded input signal is one where the modulus does not exceed a certain constant at any point in time.
To determine the BIBO stability, the convolution integral is utilized when a bounded continuous-time input is applied to a Linear Time-Invariant (LTI) system....

Noncompartmental analyses leverage statistical moment theory to examine time-related changes in macroscopic events, encapsulating the collective outcomes stemming from the constituent elements in play. Statistical moment theory is a mathematical approach used to describe the time course of drug concentration in the body without assuming a specific compartmental model. SMT provides insights into drug absorption, distribution, metabolism, and elimination by treating drug concentration versus time...

Regression analysis is a statistical tool that describes a mathematical relationship between a dependent variable and one or more independent variables.
In regression analysis, a regression equation is determined based on the line of best fit– a line that best fits the data points plotted in a graph. This line is also called the regression line. The algebraic equation for the regression line is called the regression equation. It is represented as: