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AcMNPV, a viral insecticide of Lepidoptera pests, stimulates the immune response of the natural enemy Arma chinensis Fallou [PDF]
Applied and Environmental MicrobiologyAutographa Californica multiple nucleopolyhedrovirus (AcMNPV) is the most widely studied baculovirus currently used as a biopesticide application for crop pest control.
Ximei Yuan +7 more
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Can crude oil prices predict world tuna prices? [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2020 World tuna prices exhibit substantial fluctuations over time. We studied monthly tuna and preceding crude oil prices from 1986 to 2018, using linear regression models with autoregressive and moving average (ARMA) errors.
Boonmee Lee +3 more
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Modelling International Tourist Arrivals Volatility in Zimbabwe Using a GARCH Process [PDF]
African Journal of Hospitality, Tourism and Leisure, 2021 The aim of the paper was to develop bootstrap prediction intervals for international tourism demand and volatility in Zimbabwe after modelling with an ARMA-GARCH process.
Tendi Makoni, Delson Chikobvu
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Scaled Muth–ARMA Process Applied to Finance Market
Mathematics, 2023 The analysis of financial market time series is an important source for understanding the economic reality of a country. We introduce a new autoregressive moving average (ARMA) process, the sMuth–ARMA model, which has the sMuth law as the marginal ...
Abraão D. C. Nascimento +3 more
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ARMA–GARCH model with fractional generalized hyperbolic innovations
Financial Innovation, 2022 In this study, a multivariate ARMA–GARCH model with fractional generalized hyperbolic innovations exhibiting fat-tail, volatility clustering, and long-range dependence properties is introduced. To define the fractional generalized hyperbolic process, the
Sung Ik Kim
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Applied Sciences, 2022 This article presents a hybrid method of structural modal parameter identification, based on improved empirical mode decomposition (EMD) and autoregressive and moving average (ARMA).
Chun Fu, Shao-Fei Jiang
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Functional clustering of periodic transcriptional profiles through ARMA(p,q). [PDF]
PLoS ONE, 2010 BackgroundGene clustering of periodic transcriptional profiles provides an opportunity to shed light on a variety of biological processes, but this technique relies critically upon the robust modeling of longitudinal covariance structure over time ...
Ning Li +5 more
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Effect of the COVID-19 pandemic on the number of deaths in Peru: 2017.03-2020.07
Semestre Economico, 2021 The objective of the research is to estimate the excess deaths during the COVID-19 epidemic in Peru. The methodology used for the ARMA models with structural with a structural change in mean. In the first place, the results show that the behavior of the
Rene-Paz Paredes
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Humbert generalized fractional differenced ARMA processes
Communications in Nonlinear Science and Numerical Simulation, 2023 In this article, we use the generating functions of the Humbert polynomials to define two types of Humbert generalized fractional differenced ARMA processes. We present stationarity and invertibility conditions for the introduced models. The singularities for the spectral densities of the introduced models are obtained.
Niharika Bhootna +3 more
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MCMC for Integer-Valued ARMA processes [PDF]
Journal of Time Series Analysis, 2007 An integer-valued ARMA process (INARMA) with Poisson innovations is considered. The authors describe the structure of the likelihood for the parameters of INARMA and propose an MCMC algorithm for sampling from the posterior (with the uniform prior for the ARMA parameters and gamma prior for the intensity of innovations).
Neal, Peter John, Subba Rao, Tata
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