Results 71 to 80 of about 10,065 (268)
On the stability of nonlinear ARMA models [PDF]
In the present paper we study the stability of a class of nonlinear ARMA models. We derive a sufficient condition to ensure the geometric ergodicity and we apply it to a very general threshold ARMA model imposing a mild assumption on the ...
Fonseca Giovanni
core
Robust estimation of ARMA models [PDF]
, 2022 Tämän tutkielman tarkoitus on tarkastella robustien estimaattorien, erityisesti BMM- estimaattorin, soveltuvuutta ARMA(p, q)-prosessin parametrien estimointiin.
Aholainen, Kusti
core
ARMA Identification of Graphical Models
IEEE Transactions on Automatic Control, 2013 Consider a Gaussian stationary stochastic vector process with the property that designated pairs of components are conditionally independent given the rest of the components. Such processes can be represented on a graph where the components are nodes and the lack of a connecting link between two nodes signifies conditional independence. This leads to a
Enrico Avventi +2 more
openaire +3 more sources
Monitoring Quality of Mafia‐Connected Accountants
Journal of Accounting Research, EarlyView.ABSTRACT We investigate the monitoring quality of accountants with ties to the Mafia in their role as auditors for “clean” firms—those with no known ties to organized crime. Using a proprietary government database, we identify Italian firms with alleged ties to the Mafia through their executives, directors, or shareholders.
Pietro A. Bianchi +3 more
wiley +1 more source
An ecclesiastical court: Christian nationalism and perceptions of the US Supreme Court
American Journal of Political Science, EarlyView.Abstract Recently, scholars have increasingly examined the unique blending of Christian and political ideology known as Christian nationalism. During this period, the US Supreme Court has increasingly ruled in ways that favor Christian nationalism, and Court watchers have criticized several justices for showing bias toward Christianity at best and ...
Miles T. Armaly +3 more
wiley +1 more source
A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models [PDF]
In this note we suggest a new iterative least squares method for estimating scalar and vector ARMA models. A Monte Carlo study shows that the method has better small sample properties than existing least squares methods and compares favourably with ...
George Kapetanios
core
On the Identification of ARMA Graphical Models
IEEE Transactions on Automatic ControlThe paper considers the problem to estimate a graphical model corresponding to an autoregressive moving-average (ARMA) Gaussian stochastic process. We propose a new maximum entropy covariance and cepstral extension problem and we show that the problem admits an approximate solution which represents an ARMA graphical model whose topology is determined ...
openaire +3 more sources
Insect Conservation and Diversity, EarlyView.1972–2017, the total moth biomass ina subarctic community had a positive trend but biomass trends differ betweenmoth groups based on taxonomy, phenology and resource use. In the northern latitudes,outbreaking species impact greatly moth biomass Moth biomass is associated withtemperature variables and marine Regime shifts, which can be effective ...
Julia J. J. Fält‐Nardmann +7 more
wiley +1 more source
مجله آب و خاک, 2017 Introduction: Time series models are generally categorized as a data-driven method or mathematically-based method. These models are known as one of the most important tools in modeling and forecasting of hydrological processes, which are used to design ...
Farshad Fathian +3 more
doaj +1 more source
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source