Results 1 to 10 of about 145 (95)
InPrimeEducation and employment are two essential components of human development, yet studies that simultaneously examine both outcomes in the context of Central Java remain limited.
Vera Maya Santi +2 more
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Mixed semimartingales: Volatility estimation in the presence of fractional noise
Social Science Research Network, 2021 We consider the problem of estimating volatility for high-frequency data when the observed process is the sum of a continuous Itô semimartingale and a noise process that locally behaves like fractional Brownian motion with Hurst parameterH. The resulting
Carsten H. Chong +2 more
semanticscholar +1 more source
Testing for explosive bubbles: a review
Dependence Modeling, 2023 This review discusses methods of testing for explosive bubbles in time series. A large number of recently developed testing methods under various assumptions about innovation of errors are covered.
Skrobotov Anton
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Journal of Causal Inference, 2021 The notion that an independent central bank reduces a country’s inflation is a controversial hypothesis. To date, it has not been possible to satisfactorily answer this question because the complex macroeconomic structure that gives rise to the data has ...
Baumann Philipp F. M. +2 more
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A strong deviation theorem and its application to herding effect
Results in Applied Mathematics, 2020 Wang and Yang (2011) studied the strong deviation theorems of the n-th order identical distribution (for short i.d.) random sequences. In the present paper we arrive at the strong deviation theorems for the moving averages of the third order non ...
Zixian Cui +3 more
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The Kumaraswamy-geometric distribution
Journal of Statistical Distributions and Applications, 2014 In this paper, the Kumaraswamy-geometric distribution, which is a member of the T-geometric family of discrete distributions is defined and studied. Some properties of the distribution such as moments, probability generating function, hazard and quantile
Alfred Akinsete, F. Famoye, Carl Lee
semanticscholar +2 more sources
Beyond Manipulation: Administrative Sorting in Regression Discontinuity Designs
Journal of Causal Inference, 2020 This paper elaborates on administrative sorting, a threat to internal validity that has been overlooked in the regression discontinuity (RD) literature.
Crespo Cristian
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Dependence Modeling, 2022 This paper analyzes approximately 100 Gigabytes of raw text data from Twitter with keywords “AAPL,” “S&P 500,” “FTSE100” and “NASDAQ” to explore the relationship between sentiment and the returns and prices on the Apple stock and the S&P 500, FTSE 100 ...
Huang Zibin, Ibragimov Rustam
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Technical and allocative inefficiency in production systems: a vine copula approach
Dependence Modeling, 2022 Modeling the error terms in stochastic frontier models of production systems requires multivariate distributions with certain characteristics. We argue that canonical vine copulas offer a natural way to model the pairwise dependence between the two main ...
Zhai Jian, James Robert, Prokhorov Artem
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A novel approach to compare the spectral densities of some uncorrelated cyclostationary time series
Alexandria Engineering Journal, 2022 Our primary objective in this article is to compare the spectral densities of some cyclostationary time series. By using the limiting distributions of the discrete Fourier transform, a novel approach is introduced to determine whether the spectral ...
Mohammad Reza Mahmoudi +4 more
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