Results 81 to 90 of about 4,093 (257)
ARMA Models for Mortality Forecast
Lietuvos statistikos darbai, 2016 In the last several decades, many countries have been paying a lot of attention to mortality forecastingbecause of high longevity risk. The purpose of this paper is to analyze mortality characteristics of Baltic countries andmake predictions using ARMA models.
Šiškina, Natalja, Šiaulys, Jonas
openaire +5 more sources
Some Computational Aspects of Gaussian CARMA Modelling [PDF]
Representation of continuous-time ARMA, CARMA, models is reviewed. Computational aspects of simulating and calculating the likelihood-function of CARMA are summarized. Some numerical properties are illustrated by simulations.
Tómasson, Helgi
core
EU ETS Market Expectations and Rational Bubbles
Journal of Money, Credit and Banking, EarlyView.Abstract The European Union Emissions Trading System (EU ETS) experienced sharp allowance price increases from 2018 onward, prompting claims that rational bubbles were driving the surge. We reassess this hypothesis using expectations based on futures prices.
CHRISTOPH WEGENER +2 more
wiley +1 more source
HIERARCHICAL BAYESIAN MODELING FOR SPATIAL TIME SERIES: AN ALTERNATIVE APPROACH TO SPATIAL SUR [PDF]
Despite the fact that the amount of datasets containing long economic time series with a spatial reference has significantly increased during the years, the presence of integrated techniques that aim to describe the temporal evolution of the series while
Yiannis Kamarianakis
core
ARMA regularization of cardiac perfusion modeling
, 2010 Cardiac perfusion modelling using ARMA systems is studied. ARMA is a generalization of a recently proposed exponential approximation technique, which was shown to exhibit better performance than the widely used truncated singular value decomposition ...
Batchelor, Philip +7 more
core +1 more source
Journal of Management Studies, EarlyView.Abstract Humanity – the virtue enabling meaningful human connection – is vital to the leadership we need to survive our polycrisis context. As a prerequisite to sustainable human community, the virtue of humanity is considered universal. It has been claimed as a ‘higher‐order virtue’, comprised of and enacted by – but irreducible to – a suite of ‘lower‐
Toby Newstead +3 more
wiley +1 more source
Linear Ensembles for WTI Oil Price Forecasting
EnergiesThis paper investigated the use of linear models to forecast crude oil futures prices (WTI) on a monthly basis, emphasizing their importance for financial markets and the global economy.
João Lucas Ferreira dos Santos +5 more
doaj +1 more source
المجلة الدولية للأداء الاقتصادي, 2021 يهدف هذا المقال لدراسة إمكانية نمذجة التقلبات الحادة لعوائد مؤشر كاك CAC 40 ببورصة باريس، الناجمة عن جائحة كورونا كوفيد 19 باستعمال نماذج GARCH، وذلك من خلال 1328 مشاهدة يومية لعوائد المؤشر.
M'hamed BENELBAR +2 more
doaj
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations [PDF]
This paper deals with the estimation of linear dynamic models of the ARMA type for the conditional mean for time series with conditionally heteroskedastic innovation process widely used in modelling financial time series.
Dietmar Bauer
core
The Cross and Conflict: How Do Christians Impact Protest Dynamics?
Journal for the Scientific Study of Religion, EarlyView.ABSTRACT This study examines the relationship between Christian actors, practices, and sacred sites in US protests and demonstrations, focusing on how political ideology shapes conflict outcomes. Using event‐level data from the Armed Conflict Location & Event Data Project (ACLED), the analysis explores 63,000 protest events from 2020 to 2024 ...
Joel Day
wiley +1 more source