Results 121 to 130 of about 4,998 (266)
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
Discrete-valued ARMA processes
This paper presents a unified framework of stationary ARMA processes for discrete-valued time series based on Pegram's [Pegram, G.G.S., 1980. An autoregressive model for multilag markov chains. J. Appl. Probab. 17, 350-362] mixing operator.
Song, Peter X.-K., Biswas, Atanu
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
Scalable Likelihood Inference for Student-t Copula Count Time Series
StatsCount time series often exhibit extremal dependence that may not be adequately captured by Gaussian copula models. We develop a likelihood-based framework for count-valued time series using Student-t copulas with latent ARMA dependence.
Quynh Nhu Nguyen, Victor De Oliveira
doaj +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
Caracterización de señales sísmicas utilizando modelos paramétricos y transformada cepstrum
TecnoLógicas, 2008 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
Continuous Time Autoregressive Moving Average Processes Driven by Semi-Levy Process
پژوهشهای ریاضی, 2020 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
Temporal aggregation of univariate and multivariate time series models: A survey [PDF]
We present a unified and up-to-date overview of temporal aggregation techniques for univariate and multivariate time series models explaining in detail how these techniques are employed.
Andrea Silvestrini, David Veredas
core
A note about conditions for ARMA processes decompositions
, 2013 In this paper we show a necessary condition for the decomposition of an ARMA process. The paper gives also an equivalent condition for the spectra of the processes allowing a geometric interpretation of the ...
Piccolo, Domenico
core +1 more source
Forecasting House Prices: The Role of Market Interconnectedness
Journal of Forecasting, Volume 45, Issue 4, Page 1847-1877, July 2026.ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen +3 more
wiley +1 more source