Results 41 to 50 of about 198 (153)
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
An empirical central limit theorem with applications to copulas under weak dependence
, 2009 Copulas, Multivariate FCLT, Weak dependence, 62M10, 62G07, 60F17,
Jean-David Fermanian +5 more
core +1 more source
Fuzzy time series dalam meramalkan jumlah produksi karet di Sumatra Utara
Majalah Ilmiah Matematika dan StatistikaRubber (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 +3 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
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
On the threshold hyperbolic GARCH models [PDF]
, 2011 In the financial market, the volatility of financial assets plays a key role in the problem of measuring market risk in many investment decisions. Insights into economic forces that may contribute to or amplify volatility are thus important.
Kwan, W, Li, WK, Li, G
core +1 more source
Majalah Ilmiah Matematika dan StatistikaThe 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 +2 more
doaj +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
Partial sums of lagged cross-products of AR residuals and a test for white noise
, 2008 Brownian motion, Noncentral chi-square, Partial sums, Portmanteau diagnostic check, Time series, 62F03, 62M10,
Jan Gooijer, de Gooijer, J.G.
core +1 more source