Results 151 to 160 of about 2,441 (205)

Generative vocal plasticity in chimpanzees. [PDF]

iScience
Lameira AR, Caneco B, Kershenbaum A, Santamaría-Bonfil G, Call J.   +4 more
europepmc   +1 more source

Temporal and Spatial Scales of Human Resting-State Cortical Activity across the Lifespan. [PDF]

J Neurosci
Bero J, Humphries C, Li Y, Kumar A, Lee H, Shinn M, Murray JD, Vickery TJ, Lee D.   +8 more
europepmc   +1 more source

An empirical evaluation of fuzzy bidirectional long short-term memory with soft computing based decision-making model for predicting volatility of cryptocurrencies. [PDF]

Sci Rep
Ragab M.
europepmc   +1 more source

Bayesian Inference for ARFIMA Models

Journal of Time Series Analysis, 2019
This article develops practical methods for Bayesian inference in the autoregressive fractionally integrated moving average (ARFIMA) model using the exact likelihood function, any proper prior distribution, and time series that may have thousands of observations.
Durham, Garland, Geweke, John, Porter-Hudak, Susan, Sowell, Fallaw   +3 more
openaire   +2 more sources

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Consistent order selection for ARFIMA processes

Annals of Statistics, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.

exaly   +3 more sources

Preliminary estimation of ARFIMA models

, 2000
In this article we propose a preliminary estimator for the parameters of an ARFIMA(p,d,q) model. The estimation procedure is based on the search of the element in the class of ARFIMA models closest to the estimated ARMA model which best fits the observed time series.
CORDUAS, MARCELLA, Marcella Corduas
core   +4 more sources

ARFIMA processes and outliers: a weighted likelihood approach

Journal of Applied Statistics, 2010
In this paper, we consider the problem of robust estimation of the fractional parameter, d,  in long memory autoregressive fractionally integrated moving average processes, when two types of outliers, i.e. additive and innovation, are taken into account without knowing their number, position or intensity.
Claudio Agostinelli, Luisa Bisaglia
exaly   +3 more sources

ARFIMA modely časových řad [PDF]

, 2014
The thesis deal with long-memory processes which are defined by several ways. The main concern is dedicated to ARFIMA model, to its basic properties and its application. Next, graphical, semiparametric and parametric estimation methods of ARFIMA parameters are described in detail.
Vdovičenko, Martin
openaire   +3 more sources

Predicting BRICS stock returns using ARFIMA models [PDF]

Applied Financial Economics, 2014
This article examines the existence of long memory in daily stock market returns from Brazil, Russia, India, China and South Africa (BRICS) countries and also attempts to shed light on the efficacy of autoregressive fractionally integrated moving average
Goodness C Aye, Mehmet Balcilar
exaly   +2 more sources

Jeffrey's divergence between ARFIMA processes

Digital Signal Processing, 2018
Abstract The symmetric Kullback–Leibler divergence known as Jeffrey's divergence (JD) has found applications in signal and image processing, from radar clutter modeling to texture analysis. Recently, several studies were done on the JD between ergodic wide-sense stationary autoregressive (AR) and/or moving average (MA) processes.
Mahdi Saleh, Éric Grivel, Samir-Mohamad Omar   +2 more
openaire   +1 more source