Social Media Impact on the ‘Cosmos’ Blockchain Ecosystem: State and Prospect
Data Science JournalThe 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
Majalah Ilmiah Matematika dan StatistikaCryptocurrencies 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
Note on Functional Large Deviation Principle for Fractional ARIMA Processes
Mathematics Subject Classifications (1991): 60F10, 62M10., large deviations, ARIMA processes, sequential empirical measure, fractional calculus.,
Philippe Barbe, Michel Broniatowski
core +1 more source
Truncating estimation for the change in stochastic trend with heavy-tailed innovations
Change-point estimation, Stochastic trend, Heavy-tails, Primary 60F17, 60G52, 62M10,
Zheng Tian, Hao Jin, Ruibing Qin
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Testing equality of spectral densities [PDF]
, 2007 We develop a test of the hypothesis that the spectral densities of a number m, m ≥ 2, not necessarily independent time series are equal. The test proposed is based on an appropriate L 2 -distance measure between the nonpara- metrically estimated ...
Paparoditis, Efstathios +2 more
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Forecasting electronic money trends in Indonesia using neural network models: A comparative analysis
Majalah Ilmiah Matematika dan StatistikaForecasting 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
Asymptotically efficient order selection in nonstationary AR processes
asymptotic efficiency, autoregressive processes, consistency, model selection criteria, nonstationary processes, 62M10, 62M20,
Alex Karagrigoriou
core +1 more source
Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion [PDF]
ARCH, Times series, Fractional Brownian motion, Maximum likelihood estimator, Long memory, Whittle estimator, Moving average, Primary 62M09, Secondary 60G18, 62M10, 91B84,
Michael Levine +2 more
core +1 more source
Asymptotic properties in partial linear models under dependence
Bandwidth selection, kernel smoothing, mixing, partial linear models, 62G05, 62G20, 62M10,
Alejandro Quintela, Germán Aneiros
core +1 more source
A functional limit theorem for η-weakly dependent processes and its applications
Central limit theorem, Weakly dependent processes, Sample moments and cumulants, 60F05, 62F12, 62M10,
Paul Doukhan +2 more
core +1 more source