Results 111 to 120 of about 6,621,438 (152)

Application of an ARFIMA Model to Estimate Hepatitis C Epidemics in Henan, China. [PDF]

Am J Trop Med Hyg
Wang Y, Liang Z, Qing S, Liu X, Xu C.
europepmc   +1 more source

The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets. [PDF]

Chaos Solitons Fractals, 2021
Lahmiri S, Bekiros S.
europepmc   +1 more source

Modeling Nonstationary Time Series Using Locally Stationary Basis Processes. [PDF]

J Time Ser Anal
Ganguly S, Craigmile PF.
europepmc   +1 more source

Multivariate Kalman filtering for spatio-temporal processes. [PDF]

Stoch Environ Res Risk Assess, 2022
Ferreira G, Mateu J, Porcu E.
europepmc   +1 more source

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]

PLoS One
Kuang W.
europepmc   +1 more source

Statistical and data visualization techniques to study the role of one-electron in the energy of neutral and charged clusters of Na₃₉. [PDF]

Sci Rep
Ghazi SM, Mahmoudi M.
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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 Med
Wang Y, Qing S, Lan X, Li L, Zhou P, Xi Y, Liang Z, Zhang C, Xu C.   +8 more
europepmc   +1 more source

GARTFIMA process and its empirical spectral density based estimation. [PDF]

J Appl Stat
Bhootna N, Kumar A.
europepmc   +1 more source

Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]

Heliyon
Doabil L, Nasiru S, Iddrisu MM.
europepmc   +1 more source

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

Sci Rep
Xie J, Xu G, Chen X, Zhang X, Chen R, Yang Z, Fang C, Tian P, Wu Q, Zhang S.   +9 more
europepmc   +1 more source