Results 51 to 60 of about 1,135 (106)
Social Media Impact on the ‘Cosmos’ Blockchain Ecosystem: State and Prospect
The proliferation of blockchain technology heralds transformative impacts across various sectors, offering decentralization, transparency, and enhanced security.
Ivan Pavlyshyn +4 more
doaj +1 more source
Peramalan dan dekomposisi untuk mata uang kripto dengan model facebook prophet
Cryptocurrencies are becoming one of the hottest topics in Indonesia's society. One of those issues concerns investors who incur financial losses as a result of investing in crypto.
Dany Rahman +2 more
doaj +1 more source
On the stability of nonlinear ARMA models [PDF]
In the present paper we study the stability of a class of nonlinear ARMA models. We derive a sufficient condition to ensure the geometric ergodicity and we apply it to a very general threshold ARMA model imposing a mild assumption on the ...
Fonseca Giovanni
core
Forecasting electronic money trends in Indonesia using neural network models: A comparative analysis
Forecasting electronic money transaction values is essential for effective financial planning and decision-making in various industries. This study evaluates the performance of three neural network models, which are Extreme Learning Machines (ELM ...
Umi Mahmudah +2 more
doaj +1 more source
Weak convergence of the sequential empirical processes of residuals in ARMA models [PDF]
This paper studies the weak convergence of the sequential empirical process $\hat{K}_n$ of the estimated residuals in ARMA(p,q) models when the errors are independent and identically distributed.
Bai, Jushan
core +1 more source
The role of Skorokhod space in the development of the econometric analysis of time series [PDF]
This paper discusses the fundamental role played by Skorokhod space, through its underpinning of functional central limit theory, in the development of the paradigm of unit roots and co-integration.
Mc CRORIE, J. Roderick
core
MULTI-TARGET DETECTION WITH ROTATIONS. [PDF]
Bendory T +4 more
europepmc +1 more source
Mildly Explosive Autoregression with Strong Mixing Errors. [PDF]
Liu X, Li X, Gao M, Yang W.
europepmc +1 more source
Filtered Log-periodogram Regression of long memory processes [PDF]
Filtered log-periodogram regression estimation of the fractional differencing parameter d is considered. Asymptotic properties are derived and the effect of filtering on ˆ d is investigated. It is shown that the estimator by Geweke and Porter-Hudak (1983)
Jan Beran, Yuanhua Feng
core
A Matrix-Variate t Model for Networks. [PDF]
Billio M +3 more
europepmc +1 more source

