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Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models [PDF]
In this article, we first propose the modified Hannan-Rissanen Method for estimating the parameters of the autoregressive moving average (ARMA) process with symmetric stable noise and symmetric stable generalized autoregressive conditional heteroskedastic (GARCH) noise.
Sathe, Aastha M., Upadhye, N. S.
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Le attività di intelligence delle mafie
Questo contributo, ribadendo l’importanza dell’esigenza di conoscenza del “nemico”, affronta, da un lato, il tema delle attività difensive, di ricerca informativa e di controinformazione delle mafie e, dall’altro, il processo di intelligence come ...
Pasquale Angelosanto
doaj +1 more source
Similarities and differences between the evolutions of the average wheat productions in Romania, South-West Oltenia and Dolj. ARMA models [PDF]
The evolutions of crop productions are influenced by a series of both deterministic and stochastic factors, so the data series of these evolutions are variable with significant random components.
Marian Zaharia
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Drones de guerra: preocupaciones jurídicas y bioéticas. Vol12, Nº.2 [PDF]
El presente artículo tiene como objetivo identificar los puntos de tensión que presenta el uso de drones en actividades militares y/o bélicas, desde el enfoque del derecho internacional, en consonancia con la perspectiva bioética.
César Oliveros-Aya
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Financial Stability in Islamic and Conventional Financial Markets from a Bubble Perspective; A Theoretical and Experimental Analysis of Indonesia [PDF]
One of the causes of financial crisis is the formation of price bubbles. In the economic literature, the deviation of stock prices from their long-term equilibrium has been introduced as a bubble that causes instability in financial markets and may, in ...
Mohsen Keshavarz +2 more
doaj +1 more source
The paper aims at reinterpreting the so called ‘Teutonic estoc’ (inventory number: MNK XIV-49) from the Czartoryski Princes Collection, Cracow, Poland.
Maciej Talaga
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“..But this coronavirus has forced us into a new framework, within which we move without any ease: everything has new ways, everything appears as never seen, it’s like finding yourself in an uncharted territory..” (G.
Arma, Gennaro, Peri, Angela Denise
core +1 more source
The ARMA alphabet soup: A tour of ARMA model variants
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Holan, Scott H. +2 more
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From Lockdowns to Red Lights: Behavioural Shifts and Structural Breaks in Electricity Demand in New Zealand. [PDF]
The COVID‐19 pandemic prompted governments worldwide to implement containment measures, disrupting economic activity and electricity demand. In New Zealand, two key policy frameworks—the Alert System and the COVID‐19 Protection Framework (Traffic Lights)—were introduced over nearly 3 years.
Dong M +6 more
europepmc +2 more sources

