Estimating Permutation Entropy Variability via Surrogate Time Series. [PDF]
Entropy (Basel), 2022 Ricci L, Perinelli A.
europepmc +1 more source
Testing and Estimating Persistence in Canadian Unemployment. [PDF]
A vital implication of unemployment persistence applies to the Bank of Canada's disinflation policies since it adversely influences unemployment and considerably lengthens recessions.
Curtis J. Eberwein +2 more
core
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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Forecasting Italian Electricity Zonal Prices with Exogenous Variables [PDF]
In the last few years we have observed deregulation in electricity markets and an increasing interest of price dynamics has been developed especially to consider all stylized facts shown by spot prices.
Angelica Gianfreda, Luigi Grossi
core
Minimum distance estimation of stationary and non-stationary ARFIMA processes [PDF]
A new parametric minimum distance time-domain estimator for ARFIMA processes is introduced in this paper. The proposed estimator minimizes the sum of squared correlations of residuals obtained after filtering a series through ARFIMA parameters.
Laura Mayoral
core
NEO: NEuro-Inspired Optimization-A Fractional Time Series Approach. [PDF]
Front Physiol, 2021 Chatterjee S, Das S, Pequito S.
europepmc +1 more source
The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets. [PDF]
Chaos Solitons Fractals, 2021 Lahmiri S, Bekiros S.
europepmc +1 more source
Economía Teoría y Práctica, 2016 En este trabajo se utilizan los modelos arfima y garch, así como combinaciones de ellos para detectar algún tipo de memoria en el tipo de cambio nominal usd-mxn y el Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores durante el periodo 1991-
Héctor F. Salazar-Núñez +1 more
doaj
Multiple-Resampling Cross-Spectral Analysis: An Unbiased Tool for Estimating Fractal Connectivity With an Application to Neurophysiological Signals. [PDF]
Front Physiol, 2022 Racz FS +5 more
europepmc +1 more source
Tracking progress towards Sustainable Development Goal 3.2 in Kenya using time series models. [PDF]
BMJ Glob HealthDlamini WJ, Melesse SF, Mwambi HG.
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