The Predatory Ability and Intraspecific Interference Response of Arma chinensis to the Larvae of Ectropis grisescens [PDF]
Chaye kexueTo explore the biological control potential of Arma chinensis, a predatory insect, against Ectropis grisescens larvae, the predation and search effect of 4th-5th instar Arma chinensis nymphs and female adults on 3rd-5th instar larvae of Ectropis ...
GUO Shibao, CHEN Junhua, ZHANG Long, LI Feifan, LIU Hongmin, SHI Hongzhong
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A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors, [PDF]
This paper provides a review of some recent theoretical results for time series models with GARCH errors, and is directed towards practitioners. Starting with the simple ARCH model and proceeding to the GARCH model, some results for stationary and ...
Michael McAleer, Shiqing Ling, W. K. Li
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A study of the impact of COVID-19 on the Chinese stock market based on a new textual multiple ARMA model. [PDF]
Stat Anal Data Min, 2022 Xu W, Fu Z, Li H, Huang J, Xu W, Luo Y.
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The Annals of Statistics, 1975 In estimating a vector model, $\Sigma B(j)x(n-j)=\Sigma A(j)\epsilon(n-j), A(0)=I_r, E(\epsilon(m)\epsilon(n)')=\delta_{mn}K$ it is suggested that attention be confined to cases where $g(z) =\Sigma A(j)z^j, h(z)=\Sigma B(j)z^j$ have determinants with no zeroes inside the unit circle and have $I_r$ as greatest common left divisor and where $\1brack A(p)\
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Mankiw's Puzzle on Consumer Durables: A Misspecification [PDF]
Mankiw (1982) shows that consumer durables expenditures should follow a linear ARMA(1,1) process, but the data analyzed supports an AR(1) process instead; thus, a puzzle.
Tam Bang Vu
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From Discrete to Continuous: Modeling Volatility of the Istanbul Stock Exchange Market with GARCH and COGARCH [PDF]
, 2010 The objective of this paper is to model the volatility of Istanbul Stock Exchange market, ISE100 Index by ARMA and GARCH models and then take a step further into the analysis from discrete modeling to continuous modeling.
Unal, Gazanfer, Yildirim, Yavuz
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A Hybrid Approach for Noise Reduction in Acoustic Signal of Machining Process Using Neural Networks and ARMA Model. [PDF]
Sensors (Basel), 2021 Zafar T +6 more
europepmc +1 more source
Forecasting interest rates: A Comparative assessment of some second generation non-linear model [PDF]
Modelling and forecasting of interest rates has traditionally proceeded in the framework of linear stationary models such as ARMA and VAR, but only with moderate success.
Dilip M. Nachane, Jose G. Clavel
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Penerapan Model Arima dalam Peramalan Jumlah Pelanggan Wifi Internet di Surabaya [PDF]
, 2018 PT. Exas adalah Perusahaan informasi dan komunikasi serta penyedia jasa dan jaringan telekomunikasi secara lengkap di Indonesia. PT. Exas merupakan salah satu BUMN (Badan Usaha Milik Negara) yang dimiliki oleh pemerintah Indonesia dan salah satu asset ...
HENDRIYANTO, R. (RENDRA)
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Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes [PDF]
Nonlinear Processes in Geophysics, 2005 Conventional streamflow models operate under the assumption of constant variance or season-dependent variances (e.g. ARMA (AutoRegressive Moving Average) models for deseasonalized streamflow series and PARMA (Periodic AutoRegressive Moving Average ...
W. Wang +4 more
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