Evaluating the long-term impact of COVID-19-associated public health interventions on zoonotic and vector-borne diseases in China: an interrupted time series analysis. [PDF]
J Transl MedWang Y +8 more
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Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems. [PDF]
Entropy (Basel), 2021 Kazakevičius R +3 more
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Artificial Neural Network Based Non-linear Transformation of High-Frequency Returns for Volatility Forecasting. [PDF]
Front Artif Intell, 2021 Mücher C.
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Fractional-order state space reconstruction: a new frontier in multivariate complex time series. [PDF]
Sci RepXie J +9 more
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High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]
PLoS OneKuang W.
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Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]
HeliyonDoabil L, Nasiru S, Iddrisu MM.
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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
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FX market volatility modelling: Can we use low-frequency data? [PDF]
Financ Res Lett, 2021 Lyócsa Š, Plíhal T, Výrost T.
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GARTFIMA process and its empirical spectral density based estimation. [PDF]
J Appl StatBhootna N, Kumar A.
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Modelling for the Wavelet Coefficients of ARFIMA Processes
Modelling for the Wavelet Coefficients of ARFIMA ProcessesFebruary 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.
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