Results 131 to 140 of about 4,998 (266)
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies
EconometricsFinancial 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
Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
Journal of Time Series Analysis, Volume 47, Issue 4, Page 854-875, July 2026.ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley +1 more source
EconometricsSubspace 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
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Prediction intervals for nearly nonstationary AR(1)-processes [PDF]
, 1993 We construct prediction intervals for the observations of first-order autoregressive processes when the model approaches a nonstationary situation with a unit root.
Ferretti, Nélida, Romo, Juan
core
Proteins: Structure, Function, and Bioinformatics, Volume 94, Issue 6, Page 1245-1258, June 2026.ABSTRACT We present the first x‐ray crystallographic structural evidence of an archaeal DNA ligase showing the AMP covalent adduct together with further cofactor hydrolysis, capturing a transient intermediary in the first step of the ligation reaction, triggered by the pyrophosphate hydrolysis.
A. X. Quintana‐Armas +3 more
wiley +1 more source
steel research international, Volume 97, Issue 6, Page 3267-3281, June 2026.Laser welding of duplex stainless steel disrupts phase balance, promotes nitride precipitation, and reduces fatigue resistance. Postweld heat treatment restores austenite and dissolves nitrides, but the resulting crystallography and phase morphology still impair fatigue performance.
Aparecida Silva Magalhães +6 more
wiley +1 more source
Simulation methods are used to measure the expected differentials between the Mean Square Errors of the forecasts from models based on temporally disaggregated versus aggregated data.
Ramirez, Octavio A.
core
On the approximation of continuous time threshold ARMA processes
Non-linear time series, continuous-time ARMA process, threshold model, stochastic differential equation, approximation of diffusion processes,
P. Brockwell, O. Stramer
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Water Resources Research, Volume 62, Issue 6, June 2026.Abstract Frozen ground, including permafrost and seasonally frozen ground (SFG), is a critical element of the cryosphere that strongly regulates hydrological processes in cold regions. It has been debated whether frozen ground degradation will make landscapes more, or less, sensitive to precipitation inputs; either outcome has profound implications for
Zhuoyi Tu +7 more
wiley +1 more source
Multivariate Markov-switching ARMA processes with regularly varying noise
, 2006 The tail behaviour of stationary R^d-valued Markov-Switching ARMA processes driven by a regularly varying noise is analysed. It is shown that under appropriate summability conditions the MS-ARMA process is again regularly varying as a sequence ...
Robert Stelzer
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