Results 51 to 60 of about 1,137 (107)

Uniform Limit Theory for Stationary Autoregression [PDF]

First order autoregression is shown to satisfy a limit theory which is uniform over stationary values of the autoregressive coefficient rho = rho_{n} in [0,1) provided (1 - rho_{n})n approaches infinity.
Liudas Giraitis, Peter C.B. Phillips
core  

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

Peramalan dan dekomposisi untuk mata uang kripto dengan model facebook prophet

Majalah Ilmiah Matematika dan Statistika
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, Dewi Rachmatin, Rini Marwati   +2 more
doaj   +1 more source

Forecasting electronic money trends in Indonesia using neural network models: A comparative analysis

Majalah Ilmiah Matematika dan Statistika
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, Selvalentina Rista Anggita, Nirma Ayu Suryaningtyas   +2 more
doaj   +1 more source

Unit Root Model Selection [PDF]

Some limit properties for information based model selection criteria are given in the context of unit root evaluation and various assumptions about initial conditions. Allowing for a nonparametric short memory component, standard information criteria are
Peter C.B. Phillips
core  

Persistence exponent for discrete-time, time-reversible processes

, 2015
We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension with Gaussian ...
Aurzada, Frank, Guillotin-Plantard, Nadine   +1 more
core   +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

MULTI-TARGET DETECTION WITH ROTATIONS. [PDF]

Inverse Probl Imaging (Springfield), 2023
Bendory T, Lan TY, Marshall NF, Rukshin I, Singer A.   +4 more
europepmc   +1 more source

Mildly Explosive Autoregression with Strong Mixing Errors. [PDF]

Entropy (Basel), 2022
Liu X, Li X, Gao M, Yang W.
europepmc   +1 more source

Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation [PDF]

Dimension reduction techniques for functional data analysis model and approximate smooth random functions by lower dimensional objects. In many applications the focus of interest lies not only in dimension reduction but also in the dynamic behaviour of ...
Enzo Giacomini, Volker Krätschmer, Wolfgang Härdle   +2 more
core