Results 131 to 140 of about 7,220 (228)

Estimating Permutation Entropy Variability via Surrogate Time Series. [PDF]

Entropy (Basel), 2022
Ricci L, Perinelli A.
europepmc   +1 more source

Investigating the Efficacy of ARIMA and ARFIMA Models in Nigeria All Share Index Markets

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2023
Dum Deebom Zorle, Meher Bharat Kumar, Barbacioru Iuliana Carmen, P. Lucia, Gil Mathew Thomas, Simon Aboko Igboye, Stegaroiu Carina, Florescu Ion   +7 more
semanticscholar   +1 more source

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.
europepmc   +1 more source

NEO: NEuro-Inspired Optimization-A Fractional Time Series Approach. [PDF]

Front Physiol, 2021
Chatterjee S, Das S, Pequito S.
europepmc   +1 more source

Dinámicas del tipo de cambio nominal y del IPCc, 1991-2014: una especificación que combina los modelos ARFIMA y GARCH

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, Francisco Venegas-Martínez   +1 more
doaj  

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

A NEW TEST FOR THE FRACTIONAL DIFFERENCING PARAMETER UNA NUEVA PRUEBA PARA EL PARÁMETRO DE DIFERENCIACIÓN FRACCIONAL

Revista Colombiana de Estadística, 2008
This paper presents a new test for the fractional differencing parameter of an ARFIMA model, based on an autoregressive approximation of its short-range component.
Castaño Elkin, Gómez Karoll, Gallón Santiago   +2 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, Czoch A, Kaposzta Z, Stylianou O, Mukli P, Eke A.   +5 more
europepmc   +1 more source

Tracking progress towards Sustainable Development Goal 3.2 in Kenya using time series models. [PDF]

BMJ Glob Health
Dlamini WJ, Melesse SF, Mwambi HG.
europepmc   +1 more source

Forecasting tuberculosis epidemics using an autoregressive fractionally integrated moving average model: a 17-year time series analysis. [PDF]

J Glob Health
Wang Y, Liang Y, Zhang B, Yi S, Zhou P, Lan X, Xue C, Li Y, Li X, Xu C.   +9 more
europepmc   +1 more source