Results 121 to 130 of about 12,105 (264)

Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns

The Scientific World Journal, 2014
The study has two aims. The first aim is to propose a family of nonlinear GARCH models that incorporate fractional integration and asymmetric power properties to MS-GARCH processes.
Melike Bildirici, Özgür Ersin
doaj   +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

ARMA Modelling for Whispered Speech

Journal of Measurement Science and Instrumentation, 2010
The Autoregressive Moving Average（ARMA）model for whispered speech is proposed.Compared with normal speech,whispered speech has no fundamental frequency because of the glottis being semi-opened and turbulent flow being created,and formant shifting exists ...
Xue-li LI, Wei-dong ZHOU
doaj  

ARMA spectral estimation of narrow-band processes via model reduction

, 1990
The problem of estimating autoregressive moving average (ARMA) models for narrowband processes is considered. The following approach is proposed. Estimate a high-order autoregressive (AR) approximation of the process.
Wahlberg, Bo,
core   +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

Bitcoin Return Dynamics Volatility and Time Series Forecasting

International Journal of Financial Studies
Bitcoin and other cryptocurrency returns show higher volatility than equity, bond, and other asset classes. Increasingly, researchers rely on machine learning techniques to forecast returns, where different machine learning algorithms reduce the ...
Punit Anand, Anand Mohan Sharan
doaj   +1 more source

Generalized normal ARMA model applied to the areas of economy, hydrology, and public policy

openIn questo studio viene presentata una nuova classe di modelli per serie temporali, il modello autoregressivo a media mobile con distribuzione normale generalizzata (GN-ARMA).
XEKA, ARMANDO
core  

Destruction of Rock Microstructure: An Experimental and Numerical Modelling Study of High-Pressure Water Jet Rock Cutting Under Subsurface Confining Pressure Conditions

International audienceABSTRACT: High Pressure Water Jetting (HPWJ) can be applied at the drill bit-rock interface and is especially promising for deep highly confined geothermal reservoir rocks if used for peripheral groove cutting in the bottom hole ...
Xiang, X., Naderi, S., Gerbaud, L., Thenevin, Isabelle, Latham, J-P., Velmurugan, Naveen, Sellami, Hedi   +6 more
core   +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

Hierarchical equilibria of branching populations [PDF]

In this paper we study high moment partial sum processes based on residuals of a stationary ARMA model with or without a unknown mean parameter. We show that they can be approximated in probability by the analogous processes which are obtained from the ...
Hao Yu
core