NEO: NEuro-Inspired Optimization-A Fractional Time Series Approach. [PDF]
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]
Lahmiri S, Bekiros S.
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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]
Racz FS +5 more
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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 +2 more
doaj
Tracking progress towards Sustainable Development Goal 3.2 in Kenya using time series models. [PDF]
Dlamini WJ, Melesse SF, Mwambi HG.
europepmc +1 more source
Forecasting COVID-19 pandemic using optimal singular spectrum analysis. [PDF]
Kalantari M.
europepmc +1 more source
Forecasting tuberculosis epidemics using an autoregressive fractionally integrated moving average model: a 17-year time series analysis. [PDF]
Wang Y +9 more
europepmc +1 more source
Time trends and persistence of the return difference between growth and value investment strategies. [PDF]
Monge M, Hurtado R, Infante J.
europepmc +1 more source
Multifractal Dynamics in Executive Control When Adapting to Concurrent Motor Tasks. [PDF]
Arsac LM.
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