Results 241 to 250 of about 2,524,566 (357)

Hirota, Fay and geometry. [PDF]

open access: yesLett Math Phys
Eynard B, Oukassi S.
europepmc   +1 more source

What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles

open access: yesJournal of Economic Surveys, EarlyView.
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann   +1 more
wiley   +1 more source

Poisson count time series

open access: yesJournal of Time Series Analysis, EarlyView.
This article reviews and compares popular methods, some old and some recent, that produce time series having Poisson marginal distributions. The article begins by narrating ways where time series with Poisson marginal distributions can be produced.
Jiajie Kong, Robert Lund
wiley   +1 more source

Cointegrating Polynomial Regressions With Power Law Trends

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT The common practice in cointegrating polynomial regressions (CPRs) often confines nonlinearities in the variable of interest to stochastic trends, thereby overlooking the possibility that they may be caused by deterministic components. As an extension, we propose univariate and multivariate CPRs that incorporate power law deterministic trends.
Yicong Lin, Hanno Reuvers
wiley   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth   +2 more
wiley   +1 more source

Home - About - Disclaimer - Privacy