Results 41 to 50 of about 211 (152)

Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors

, 2010
Cointegration, Weak error process, Portmanteau tests, Lagrange multiplier test, Vector error correction model, 91B84, 62M10,
Hamdi Raïssi, Raïssi, Hamdi
core   +1 more source

Effect of outliers on forecasting temporally aggregated flow variables

Additive outliers, innovation outliers, forecasting, temporal aggregation, 62M10, 62M20,
Rissa Ota, Luiz Hotta, Pedro Pereira
core   +1 more source

Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models

Heavy tails, Long memory, Volatility, Wavelets, 62M10, 42C40,
Piotr Kokoszka, Agnieszka Jach
core   +1 more source

An empirical central limit theorem with applications to copulas under weak dependence

, 2009
Copulas, Multivariate FCLT, Weak dependence, 62M10, 62G07, 60F17,
Jean-David Fermanian, Fermanian, Jean-David, Doukhan, Paul, Paul Doukhan, Gabriel Lang, Lang, Gabriel   +5 more
core   +1 more source

Fuzzy time series dalam meramalkan jumlah produksi karet di Sumatra Utara

Majalah Ilmiah Matematika dan Statistika
Rubber (Hevea brasiliensis) belongs to the genus Heveadari familia Euphorbiaceae which is a tropical woody tree native to the amazon jungle. Rubber is one of the plantation crops that is very important for the economy in Indonesia.
Arika Arika, Daratullaila Daratullaila, Khairunnas Fadjriah Sirait, Riezky Purnama Sari   +3 more
doaj   +1 more source

Adaptive Estimation of the Lag of a Long–memory Process

AMS 1980 subject classification: 62G10, 62M10., time series, long memory process, adaptive estimation, local asymptotic normality, locally asymptotically minimax estimator,
Marc Hallin, Abdeslam Serroukh
core   +1 more source

Beta autoregressive moving average models

ARMA, Beta distribution, Beta ARMA, Forecasts, 62M10, 91B84,
Andréa Rocha, Francisco Cribari-Neto
core   +1 more source

Madiun City Labor Force Participation Rate (LFPR) forecast model with double exponential smoothing holt

Majalah Ilmiah Matematika dan Statistika
The Labour Force Participation Rate (LFPR) is a percentage of the number of workers in the population of working age (+15 years). Madiun City which is one of the largest cities in East Java Province.
Muhammad Qobi Shobri, Lenny Puspita Dewi, Muthiah As Saidah   +2 more
doaj   +1 more source

Testing for stationarity in series with a shift in the mean. A fredholm approach

Structural change, LBI, statistic, asymptotic behaviour, 91B84, 62M10,
María Presno, Anna López
core   +1 more source

Social Media Impact on the ‘Cosmos’ Blockchain Ecosystem: State and Prospect

Data Science Journal
The proliferation of blockchain technology heralds transformative impacts across various sectors, offering decentralization, transparency, and enhanced security.
Ivan Pavlyshyn, Anna Petrenko, Bohdan Opryshko, Bohdan Oliinyk, Sergii Kavun   +4 more
doaj   +1 more source