Results 131 to 140 of about 2,441 (205)

Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems. [PDF]

open access: yesEntropy (Basel), 2021
Kazakevičius R   +3 more
europepmc   +1 more source

Multiscale detrended cross-correlation coefficient: estimating coupling in non-stationary neurophysiological signals. [PDF]

open access: yesFront Neurosci
Stylianou O   +6 more
europepmc   +1 more source

Modelling for the Wavelet Coefficients of ARFIMA Processes

open access: yesModelling for the Wavelet Coefficients of ARFIMA Processes
February 2013 We consider the model for the discrete nonboundary wavelet coefficients of ARFIMA processes. Although many authors have explained the utility of the wavelet transform for the long dependent processes in semiparametrical literature, there have been a few studies in parametric setting.
openaire   +1 more source

International Tourist Arrivals In Thailand: Forecasting With Arfima-Figarch Approach

open access: yes
Forecasting is an essential analytical tool for tourism policy and planning. This paper focuses on forecasting methods based on ARFIMA(p,d,q)-FIGARCH(p,d,q).
Prasert Chaitip   +5 more
core  

Fractional-order state space reconstruction: a new frontier in multivariate complex time series. [PDF]

open access: yesSci Rep
Xie J   +9 more
europepmc   +1 more source

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