On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis. [PDF]
Resour Policy, 2022 Bejaoui A, Mgadmi N, Moussa W.
europepmc +1 more source
Probabilistic forecasting of under-five mortality in Uganda: implications for monitoring SDG 3.2. [PDF]
Front Public HealthGaston RT, Ramroop S, Habyarimana F.
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Estimating Permutation Entropy Variability via Surrogate Time Series. [PDF]
Entropy (Basel), 2022 Ricci L, Perinelli A.
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Extended Fractional Gaussian Noise and Simple ARFIMA Approximations
Extended fractional Gaussian noise (eFGN) is the limiting structure of long memory time series aggregates. We propose a flexible class of low-order ARFIMA (0, d, q) models that closely approximates eFGN.
Man Kasing
core
Long-memory modeling and forecasting of monthly mean sunspot numbers for cycles 25 & 26 using ARFIMA model. [PDF]
Sci RepAbdel Rahman HI, Eid D.
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Forecasting the Romanian Unemployment Rate in Time of Health Crisis-A Univariate vs. Multivariate Time Series Approach. [PDF]
Int J Environ Res Public Health, 2021 Davidescu AA, Apostu SA, Marin A.
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The Role of Inflation Persistence in the Inflation Process in the New EU Member States [PDF]
The aim of this paper is to compare inflation persistence between the New Member States (NMS) that joined the European Union in 2004 and 2007 and selected euro area members. If the levels of inflation persistence between the two groups are different, the
Michal Franta +2 more
core
Subtle to significant: Enhancing heaviness perception with stochastic resonance. [PDF]
J Exp Psychol Hum Percept PerformGrunkemeyer AA +2 more
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Persistence in ecological footprint inequality across European Union countries: evidence from unit root tests. [PDF]
BMC Ecol EvolYazgan Ş +4 more
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NEO: NEuro-Inspired Optimization-A Fractional Time Series Approach. [PDF]
Front Physiol, 2021 Chatterjee S, Das S, Pequito S.
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