Results 51 to 60 of about 211 (152)
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
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
Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models
Latent factor models, EM algorithm, Conditional heteroskedasticity, HMM, Time series segmentation, Forecasting, 62H25, 62M05, 62M10, 62P20,
Mohamed Saidane, Christian Lavergne
core +1 more source
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
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
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
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
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
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
core +1 more source
InPrimeGold is considered a low-risk investment, serving as a hedge asset and haven against inflation and economic shocks. While gold prices exhibit an increasing trend in the long term, they are subject to short-term fluctuations.
Ronald Hutajulu, Neli Agustina
doaj +1 more source