Results 101 to 110 of about 69,045 (191)
The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach
ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
wiley +1 more source
Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions
ABSTRACT A new feasible generalized least squares estimator is proposed. Our estimator incorporates (1) the inverse autocovariance matrix of multidimensional errors, and (2) second‐order bias corrections. The resulting estimator has the intuitive interpretation of applying a weighted least squares objective function to filtered data series.
Yicong Lin, Hanno Reuvers
wiley +1 more source
Abstract Armed groups operating in conflicts around the world publish statements of denial to dissociate themselves from acts of violence. Existing research argues that armed groups publish denial statements to avoid public backlash, favorably frame the conduct of their campaigns, and distance themselves from unsanctioned actions conducted by rank‐and ...
Ilayda B. Onder, Mark Berlin
wiley +1 more source
Victimhood claims in German political manifestos
Abstract Political campaigns often work with victimhood claims—stories construed around an (alleged) injustice that needs to be redressed or retaliated against. Notably, scholars have argued that victimhood claims have become more important in societal discourses over the last 20 years.
Marlene Voit +4 more
wiley +1 more source
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies
Financial assets often exhibit explosive price surges followed by abrupt collapses, alongside persistent volatility clustering. Motivated by these features, we introduce a mixed causal–noncausal invertible–noninvertible autoregressive moving average ...
Alain Hecq, Daniel Velasquez-Gaviria
doaj +1 more source
‘I'm Dead!’: Action, Homicide and Denied Catharsis in Early Modern Spanish Drama
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
Continuous Time Autoregressive Moving Average Processes Driven by Semi-Levy Process
Introduction A flexible and tractable class of linear models is Autoregressive moving average (ARMA) process that are in effect of discrete noises. The continuous time ARMA (CARMA) processes have wide applications in many data modeling where are more ...
Navideh Modarresi +2 more
doaj
Rolling and Burning to Transform Woody Species Thickets and Restore Abandoned Farmland
ABSTRACT Woody plant encroachment is a key issue that needs to be addressed when restoring abandoned farmland previously used for livestock grazing. In a conservation context, woody shrubs can be problematic if they prevent the establishment of a desired vegetation composition and structure by outcompeting other species for light, nutrients and water ...
H. Neilly, P. Cale
wiley +1 more source
Caracterización de señales sísmicas utilizando modelos paramétricos y transformada cepstrum
This work proposes a methodology for the extraction of features from seismic signals that allows to identify different types of volcanic earthquakes that have been studied in the Volcanological and Seismological Observatory of Manizales (OVSM).This ...
Hernán H. Agudelo-López
doaj
Subspace algorithms like canonical variate analysis (CVA) are regression-based methods for the estimation of linear dynamic state space models. They have been shown to deliver accurate (consistent and asymptotically equivalent to quasi-maximum likelihood
Dietmar Bauer
doaj +1 more source

