Results 121 to 130 of about 7,605 (274)

New Strategies to Improve the Accuracy of Predictions based on Monte Carlo and Bootstrap Simulations: An Application to Bulgarian and Romanian Inflation || Nuevas estrategias para mejorar la exactitud de las predicciones de inflación en Rumanía y Bulgaria usando simulaciones Monte Carlo y Bootstrap [PDF]

Revista de Métodos Cuantitativos para la Economía y la Empresa, 2014
The necessity of improving the forecasts accuracy grew in the context of actual economic crisis, but few researchers were interested till now in finding out some empirical strategies to improve their predictions.
Simionescu, Mihaela
doaj  

Forty Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand Since the XIXth Century

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, Juan‐Andrés Rodríguez, Miguel A. Arranz   +2 more
wiley   +1 more source

Maximum Likelihood Estimation For Arma Models in the Presence of Arma Errors

, 2018
An ARMA(p, q) process observed with an ARMA(c, d) error has an ARMA (p + c, k) representation with k = max(c + q, p + d) whose parameters satisfy some nonlinear constraints. Identification of the model is discussed.
신동완
core  

Heterogeneous Oral Health Outcomes by Combustible Cigarette Smoking, E‐Cigarette Use and Dual Use: A Cross‐Sectional Population‐Based Analysis

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, Najim Z. Alshahrani, Mohammed Moshabbab Alqahtani, Roqayya Mohammed Ahmed Alhayyani, Mona Majrashi, Anas Ali Alhur, Waleed Almutairi, Oshibe Joseph Daberechi, Isaac Olushola Ogunkola   +8 more
wiley   +1 more source

ARMA and/or SETAR Estimation and Out-of-Sample Forecast of the Mean-Reversion Between Brent Crude Oil and Gasoline Prices on the Ghanaian Market

Ratio Mathematica
The study investigates the existence of long-run equilibrium or mean-reversion using bivariate analysis of paired prices, as well as to test for linear and nonlinear threshold-type mean-reversion of bivariate relationships. The coefficient parameters of (
Emmanuel deGraft Johnson Owusu Ansah, Jonathan Ayiku, Simon Kojo Appiah, Emmanuel Harris   +3 more
doaj   +1 more source

Mixing properties of ARMA processes

Stochastic Processes and their Applications, 1988
Let \(\{\) Y(t)\(\}\) be a stationary process in R l. Denote by \({\mathcal A}_ 0\) and \({\mathcal A}_ k\) the \(\sigma\)-algebra generated by \(\{\) Y(t),t\(\leq 0\}\) and \(\{\) Y(t),t\(\geq k\}\), respectively. Define \[ \beta (k)=E\sup_{B\in {\mathcal A}\quad k}| P(B| {\mathcal A}_ 0)- P(B)|. \] If there exists \(\rho\in (0,1)\) such that \(\beta (
openaire   +2 more sources

‘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

Tudor England and Stewart Scotland Through Spanish Eyes: A Complete Transcription and Translation of Pedro de Ayala's Letter of 1498 to King Ferdinand of Castile and Queen Isabella of Aragon

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, Valeria Tapia Cruz, Mairi Cowan   +2 more
wiley   +1 more source

The Real Part of a Complex ARMA Process

Every real ARMA(p,q) process can trivially be written as the real part of a complex ARMA(p,q) process, which we abbreviate as ReCARMA(p,q). Less trivially, every ReCARMA(p,q) process can be represented as a real ARMA(2p,p + q) process or some simpler ...
Ralph Bailey
core  

Time-dependent ARMA modeling of genomic sequences

BMC Bioinformatics, 2008
Background Over the past decade, many investigators have used sophisticated time series tools for the analysis of genomic sequences. Specifically, the correlation of the nucleotide chain has been studied by examining the properties of the power spectrum.
Schonfeld Dan, Bouaynaya Nidhal, Zielinski Jerzy S, O'Neill William   +3 more
doaj   +1 more source