Second Order Least Square Estimation on Arch(1) Model with Box-cox Transformed Dependent Variable [PDF]
, 2013 Box-Cox transformation is often used to reduce heterogeneity and to achieve a symmetric distribution of response variable. In this paper, we estimate the parameters of Box-Cox transformed ARCH(1) model using second-order leastsquare method and then we ...
Subanar, S. (Subanar), Utami, H. (Herni)
core
Gronwall-type integral inequalities with impulses on time scales
Advances in Difference Equations, 2011 In this article, some Gronwall-type integral inequalities with impulses on time scales are investigated. Our results extend some known dynamic inequalities on time scales, unify and extend some continuous inequalities and their corresponding discrete ...
Kang Ying +4 more
doaj
La revolución del big data: baloncesto 2.0 [PDF]
, 2016 Treball final de Grau en Periodisme. Codi: PE0932.
Sáez Rodrigo, Silvia
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Rapid evolution of complex limit cycles [PDF]
, 2009 The current article studies certain problems related to complex cycles of holomorphic foliations with singularities in the complex plane. We focus on the case when polynomial differential one-form gives rise to a foliation by Riemann surfaces.
Dimitrov, Nikolay
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ARMAX(p,r,q) parameter identifiability without coprimeness [PDF]
, 2012 In the ARMAX(p; r; q) model given (p; r; q); the presence of multiple parameters is often ignored. In a coprime model Hannan has shown that the unrestricted reduced form (URF) parameter is identifiable under the simple condition that the end parameter ...
Wegge, Leon
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Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests. [PDF]
In this article we propose a record counting cointegration (RCC) test that is robust to nonlinearities and certain types of structural breaks. The RCC test is based on the synchronicity property of the jumps (new records) of cointegrated series, counting
Aparicio, Felipe M. +2 more
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Dynamical behavior of q-deformed logistic map in superior orbit [PDF]
In this paper, we study the q-deformed logistic map in Mann orbit (superior orbit) which is a two-step fixed-point iterative algorithm. The main aim of this paper is to investigate the whole dynamical behavior of the proposed map through various ...
BADSIWAL, Renu +2 more
core +2 more sources
Multivariate smooth transition AR model with aggregation operators and application to exchange rates [PDF]
, 2007 summary:An overview of multivariate modelling based on logistic and exponential smooth transition models with transition variable generated by aggregation operators and orders of auto and exogenous regression selected by information criterion separately ...
Bacigál, Tomáš
core
Mathematical analysis of a cancer model with time-delay in tumor-immune interaction and stimulation processes. [PDF]
Adv Differ Equ, 2021 Dehingia K +3 more
europepmc +1 more source
Clustering Patterns Connecting COVID-19 Dynamics and Human Mobility Using Optimal Transport. [PDF]
Sankhya B (2008), 2021 Nielsen F, Marti G, Ray S, Pyne S.
europepmc +1 more source