Results 61 to 70 of about 51,335 (252)

Computing and estimating information matrices of weak arma models [PDF]

Numerous time series admit "weak" autoregressive-moving average (ARMA) representations, in which the errors are uncorrelated but not necessarily independent nor martingale differences.
Francq, Christian, Carbon, Michel, Boubacar Mainassara, Yacouba   +2 more
core  

Using Survey Expectations to Measure the Output Gap

Australian Economic Review, EarlyView.
ABSTRACT Research Question/Issue How can survey‐based measures of expected output be used to construct a reliable, timely measure of the output gap for the Australian economy? Research Findings/Insights A Vector‐Autoregressive model of actual and expected output (VAR‐E), estimated using Consensus Economics survey forecasts alongside ABS GDP data ...
Kevin Lee, Kalvinder Shields
wiley   +1 more source

A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models [PDF]

In this note we suggest a new iterative least squares method for estimating scalar and vector ARMA models. A Monte Carlo study shows that the method has better small sample properties than existing least squares methods and compares favourably with ...
George Kapetanios
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The brittleness index in hydraulic fracturing [PDF]

, 2015
We present a new definition of a brittleness index which is used as a criterion for candidate selection of rock intervals for hydraulic fracturing. The new index is a combination of material strength parameters and insitu stresses. It was derived from an
Atkinson, C, Papanastsiou, P
core  

Real GDP Growth Predictability and Implications for Estimating Australia's Output Gap

Australian Economic Review, EarlyView.
ABSTRACT The output gap, defined as the cyclical component of real GDP, is a key variable for macroeconomic policy. It is also sometimes analogously interpreted as a measure of the business cycle. Real GDP growth in Australia has been known to be almost unpredictable beyond a constant level using standard time series models of its own past outcomes. We
Gilliane De Gorostiza‐Roudnitski, Benjamin Wong   +1 more
wiley   +1 more source

Profissionalizar o exército: quando?

Coleção Meira Mattos, 2009
Resumo não ...
Marcelo Oliveira Lopes Serrano
doaj   +2 more sources

An improved hybrid of nonlinear autoregressive with exogenous input and autoregressive moving average for long-term machine state forecasting based on vibration signal [PDF]

, 2010
This paper presents an improvement of hybrid of nonlinear autoregressive with exogenous input (NARX) and autoregressive moving average (ARMA) for long-term machine state forecasting based on vibration data.
Yang, Bo-Suk, Tran, Van Tung, Pham, Hong Thom   +2 more
core   +1 more source

On the Measurement of Gaps

Australian Economic Review, EarlyView.
ABSTRACT Extracting ‘stars’ and ‘gaps’ variables from macroeconomic time series is challenging. We highlight common pitfalls and suggest how to link gap measurement to robust features of existing new Keynesian theories.
Amaranta Canova, Fabio Canova
wiley   +1 more source

Assessing the drone threat to aviation security [PDF]

INCAS Bulletin
The safety of airport operations is increasingly threatened by the proliferation of civilian drones that can enter unauthorised airport airspace. This article analyses the risks associated with drones in civil aviation security from both a theoretical ...
Florin Daniel SIMION
doaj   +1 more source

MODEL SELECTION CRITERIA AND QUADRATIC DISCRIMINATION IN ARMA AND SETAR TIME SERIES MODELS [PDF]

We show that analyzing model selection in ARMA time series models as a quadratic discrimination problem provides a unifying approach for deriving model selection criteria.
Daniel Peña, Pedro Galeano
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