Results 121 to 130 of about 10,065 (268)
Comparing the Forecasting Ability of Deferent Models of Volatility in Tehran Exchange Dividend Price Index [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2009 The present research, analyzses the forecasting performance of a variety of conditional and non-conditional models of TEDPIX volatility at the daily frequencies under three performance criteria: namely Tthe root mean square error (RMSE), the mean ...
Reza Tehrani, Mohammad Reza Pourebrahimi
doaj
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 +2 more
wiley +1 more source
Weak convergence of the sequential empirical processes of residuals in ARMA models
This paper studies the weak convergence of the sequential empirical process $\hat{K}_n$ of the estimated residuals in ARMA(p,q) models when the errors are independent and identically distributed.
Bai, Jushan
core
The Covariance Structure of Mixed ARMA Models [PDF]
The purpose of this paper is to examine the covariance structure of mixed ARMA models, as discussed in Granger and Morris (1976). The method we use to obtain the autocovariances is based on the Wold representation of an ARMA model as it is given in ...
Menelaos Karanasos
core
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 +8 more
wiley +1 more source
‘I'm Dead!’: Action, Homicide and Denied Catharsis in Early Modern Spanish Drama
Renaissance Studies, EarlyView.Abstract In early modern Spanish drama, the expression ‘¡Muerto soy!’ (‘I'm dead!’) is commonly used to indicate a literal death or to figuratively express a character's extreme fear or passion. Recent studies, even one collection published under the title of ‘¡Muerto soy!’, have paid scant attention to the phrase in context, a serious omission when ...
Ted Bergman
wiley +1 more source
Analysis of Nitrate Concentrations Using Nonlinear Time Series Models
Journal of Hydrology and Hydromechanics, 2011 Valent Peter +3 more
doaj +1 more source
Renaissance Studies, EarlyView.Abstract Pedro de Ayala served as a diplomat for King Ferdinand II of Aragon and Queen Isabella I of Castile at the courts of Henry VII, King of England, and James IV, King of Scots. In July 1498, he wrote a letter, partly in cipher, to report to his king and queen on such matters as Spain's interests in international diplomacy; the characters and ...
Adrian William Jaime +2 more
wiley +1 more source
Feedback, Causality And Distance Between Arma Models
, 2004 The purpose of this paper is to analyze in bivariate vector autoregression the relationship between feedback in stochastic systems, Granger causality and a measure of dissimilarity between ARMA models.
TRIACCA, UMBERTO, Umberto Triacca
core +1 more source
Detergent Virus Inactivation in Chromatography Systems
Biotechnology and Bioengineering, Volume 123, Issue 7, Page 1976-1984, July 2026.ABSTRACT Detergent treatment is a widely utilized virus‐inactivation step in therapeutic protein manufacturing to safeguard products. Traditionally, this operation is performed in an incubation vessel in batch mode. In this investigation, a methodology was developed to enable virus inactivation via a post‐load, detergent‐containing wash within a bind ...
Kang Cai +6 more
wiley +1 more source