İŞSİZLİKTE UZUN HAFIZA ETKİSİ VE HİSTERİSİZ HİPOTEZİNİN GEÇERLİLİĞİ
Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2019 Ekonomilerin temel iktisadigöstergelerinden biri olan işsizlik gerek teorik gerekse ampirik literatüraçısından makro iktisadın güncel konuları arasında yer almaktadır.
İpek Yurttagüler, Sinem Kutlu
doaj
A guide to Whittle maximum likelihood estimator in MATLAB. [PDF]
Front Netw Physiol, 2023 Roume C.
europepmc +1 more source
"Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model" [PDF]
In this paper, we apply the ARFIMA-GARCH model to the realized volatility and the continuous sample path variations constructed from high-frequency Nikkei 225 data.
Isao Ishida, Toshiaki Watanabe
core
Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration [PDF]
In this paper we compare through Monte Carlo simulations the finite sample properties of estimators of the fractional differencing parameter, d. This involves frequency domain, time domain, and wavelet based approaches and we consider both parametric and
Morten Ørregaard Nielsen +1 more
core
Network traffic prediction based on ARFIMA model
, 2013 ARFIMA is a time series forecasting model, which is an improved ARMA model, the ARFIMA model proposed in this article is demonstrated and deduced in detail. combined with network traffic of CERNET backbone and the ARFIMA model,the result shows that,compare to the ARMA model, the prediction efficiency and accuracy has increased significantly, and not ...
Zhou, Dingding +2 more
openaire +2 more sources
پژوهشهای ریاضی, 2020 Introduction The data obtained from observing a phenomenon over time is very common. One of the most popular models in time series and signal processing is the Autoregressive moving average model (ARMA).
Mahmod Afshari +2 more
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Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve [PDF]
We estimate a multivariate autoregressive fractionally-integrated moving-average (ARFIMA) model to illustrate a cointegration testing methodology based on joint estimates of the fractional orders of integration of a cointegrating vector and its parent ...
Michael Dueker, Richard Startz
core
SaPt-CNN-LSTM-AR-EA: a hybrid ensemble learning framework for time series-based multivariate DNA sequence prediction. [PDF]
PeerJ, 2023 Yan W +5 more
europepmc +1 more source
TESTING THE LONG RANGE-DEPENDENCE FOR THE CENTRAL EASTERN EUROPEAN AND THE BALKANS STOCK MARKETS [PDF]
Annals of the University of Oradea: Economic Science, 2013 In this study we tested the existence of long memory in the the return series for major Central Eastern European and Balkans stock markets, using the following statistical methods: Hurst Exponent, GPH method, Andrews and Guggenberger method, Reisen ...
Pece Andreea Maria +3 more
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South African inflation modelling using bootstrapped long short-term memory methods. [PDF]
SN Bus Econ, 2023 Kubheka S.
europepmc +1 more source