A note on Michelacci and Zaffaroni, long memory, and time series of economic growth [PDF]
long memory, economic ...
B. Verspagen, G. Silverberg
core
Model-based stationarity filtering of long-term memory data applied to resting-state blood-oxygen-level-dependent signal. [PDF]
PLoS One, 2022 Bansal IR +4 more
europepmc +1 more source
Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach [PDF]
Recent studies have showed that it is troublesome, in practice, to distinguish between long memory and nonlinear processes. Therefore, it is of obvious interest to try to capture both features of long memory and non-linearity into a single time series ...
Silvestro Di Sanzo
core
Temporal Structure in Sensorimotor Variability: A Stable Trait, But What For? [PDF]
Comput Brain Behav, 2023 Perquin MN +3 more
europepmc +1 more source
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model [PDF]
This paper introduces a parsimonious and yet flexible nonnegative semiparametric model to forecast financial volatility. The new model extends the linear nonnegative autoregressive model of Barndorff-Nielsen & Shephard (2001) and Nielsen & Shephard (2003)
Anders Eriksson, Daniel Preve, Jun Yu
core +1 more source
The Forecast Performance of Long Memory and Markov Switching Models [PDF]
Recent research has focused on the links between long memory and structural change, stressing the long memory properties that may arise in models with parameter changes. In this paper, we contribute to this research by comparing the forecasting abilities
Luis F. Martins, Vasco J. Gabriel
core
The Use of Weather Variables in the Modeling of Demand for Electricity in One of the Regions in the Southern Poland [PDF]
The main objective of the paper is the verification of usefulness of the ARFIMA-FIGARCH class models in the description of tendencies in the energy consumption in a selected region of the southern Poland taking into consideration weather variables ...
Aneta Wlodarczyk, Marcin Zawada
core
Forecasting commodity prices: empirical evidence using deep learning tools. [PDF]
Ann Oper Res, 2023 Ben Ameur H +4 more
europepmc +1 more source
Pandemic episodes, CO2 emissions and global temperatures. [PDF]
Theor Appl Climatol, 2022 Monge M, Gil-Alana LA.
europepmc +1 more source
On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis. [PDF]
Resour Policy, 2022 Bejaoui A, Mgadmi N, Moussa W.
europepmc +1 more source