Results 71 to 80 of about 10,501 (161)

The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach

Journal of Time Series Analysis, EarlyView.
ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
wiley   +1 more source

Marchenko–Pastur Laws for Daniell Smoothed Periodograms

Journal of Time Series Analysis, EarlyView.
ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley   +1 more source

On Testing for Independence Between Generalized Error Models of Several Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi, Bouchra R. Nasri, Bruno N. Rémillard   +2 more
wiley   +1 more source

GARCH Model IBM Stock Forecasting of Price Volatility

International Journal of Electronics and Communications System
Risk and volatility are two related factors in research regarding capital markets. Many factors influence the movement of shares and indices. Volatility is common and affects risk assessment. Stock price volatility is an important aspect of understanding
Balqis Dwian Fitri Zamzami, Ericson Chandra Sihombing, Veni Zahara Kartika, Christian Arvianus Nathanael Biran, Luluk Muthoharoh, Mika Alvionita Sitinjak   +5 more
doaj   +1 more source

Penalized Convex Estimation in Dynamic Location Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Christian Nationalism and the Vote for Donald Trump in the 2024 Presidential Election: A State‐Level Analysis

Nations and Nationalism, EarlyView.
ABSTRACT Within the US electoral system, where states are conceived of and vote as discrete entities, state‐level characteristics are vital to consider because they reflect sociocultural context influencing voter behaviour. Though numerous studies have documented the connection between Christian nationalist ideology and voting for Donald Trump in 2016,
Andrew L. Whitehead, Samuel L. Perry
wiley   +1 more source

Ecological and genomic variation in ectomycorrhizal fungal exploration types

New Phytologist, EarlyView.
Summary Ectomycorrhizal fungi (EMF) produce mycelia with variable extension and complexity, which can be classified according to soil ‘exploration types’ (ETs). ETs have received attention as one of the few mycorrhizal trait frameworks, but without an empirical classification of ET functional diversity and environmental preferences, understanding and ...
Thomas M. Mansfield, Artin Zarsav, Filipa Cox, Laura M. Suz, Martin I. Bidartondo, Sietse van der Linde, Nadia Barsoum, Colin Averill, Alan Kuo, Leho Tedersoo, Pasi Rautio, Arthur Gessler, Bruno De Vos, Luc Croisé, Henning Meesenburg, Markus Wagner, Frank Jacob, Paweł Lech, Anna Kowalska, Martin Greve, Genoveva Popova, Beat Frey, Marcus Schaub, Marco Ferretti, Peter Waldner, Vicent Calatayud, Roberto Canullo, Giancarlo Papitto, Aleksander Marinšek, Lars Vesterdal, Morten Ingerslev, Helge Meissner, Volkmar Timmermann, Nadine Eickenscheidt, Andreas Schmitz, Francis M. Martin, Joseph Spatafora, Peter G. Kennedy, Annegret Kohler, Jonathan M. Plett, Ian C. Anderson, Sara Branco, Igor V. Grigoriev, Chris J. Pires, Sarah A. Unruh, Lawrence W. Zettler, Otto Miettinen, Ilya Viner, Tom W. May, Teresa Lebel, David E. A. Catcheside, Pamela S. Catcheside, Helen P. Vonow, Leigh A. Burgoyne, Julia Haska, Mark A. Anthony   +55 more
wiley   +1 more source

Forty Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand Since the XIXth Century

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Since the seminal contributions of Friedman and Schwartz and of Hendry and Ericsson, instability in money demand has remained a central issue in the literature. This study broadens and generalizes the first evidence for the United Kingdom of stable long‐ and short‐run broad money demand extending back to the nineteenth century. Using nonlinear
Álvaro Escribano, Juan‐Andrés Rodríguez, Miguel A. Arranz   +2 more
wiley   +1 more source

Heterogeneous Oral Health Outcomes by Combustible Cigarette Smoking, E‐Cigarette Use and Dual Use: A Cross‐Sectional Population‐Based Analysis

Oral Diseases, EarlyView.
ABSTRACT Background Combustible cigarette smoking is a well‐established risk factor for poor oral health, but the implications of e‐cigarette use and dual use remain uncertain. Distinguishing the effects of vaping from the lingering consequences of prior smoking is a persistent challenge in the literature. Objectives To assess how distinct nicotine use
Yusuff Adebayo Adebisi, Najim Z. Alshahrani, Mohammed Moshabbab Alqahtani, Roqayya Mohammed Ahmed Alhayyani, Mona Majrashi, Anas Ali Alhur, Waleed Almutairi, Oshibe Joseph Daberechi, Isaac Olushola Ogunkola   +8 more
wiley   +1 more source

PENEGAKAN HUKUM TERHADAP PELANGGARAN LALU LINTAS OLEH PENGENDARA KENDARAAN BERMOTOR RODA DUA PADA WILAYAH HUKUM KEPOLISIAN RESOR KEPULAUAN MENTAWAI

Unes Journal of Swara Justisia, 2020
Permasalahan lalu lintas yang seringkali menimbulkan banyaknya problema dalam masyarakat, di antaranya banyaknya pelanggaran yang dapat ditemui dalam kehidupan sehari-hari, mulai dari pelanggaran rambu-rambu lalu lintas sampai dengan aturan yang ada ...
Dedy Arma
doaj