Results 21 to 30 of about 69,045 (191)
A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes [PDF]
, 2002 Although the spectral analysis of stationary stochastic processes has solid mathematical foundations, this is not the case for non-stationary stochastic processes.
Andrés Bujosa +2 more
core +3 more sources
Stability Monitoring of Batch Processes with Iterative Learning Control
Advances in Mathematical Physics, 2017 In recent years, the iterative learning control (ILC) is widely used in batch processes to improve the quality of the products. Stability is a preoccupation of batch processes when the ILC is applied.
Yan Wang +3 more
doaj +1 more source
Lietuvos Matematikos Rinkinys, 2012 The objective of this work is to investigate experimentally the well-known autoregressive models as simplest algorithms simulating prediction processes of the stockholders using the historical stock rates only.
Jonas Mockus, Joana Katina, Igor Katin
doaj +1 more source
Statistical Theory and Related Fields, 2019 With a view to providing a tool to accurately model time series processes which may be corrupted with errors such as measurement, round-off and data aggregation, this study developed an integrated moving average (IMA) model with a transition matrix for ...
S. A. Komolafe +3 more
doaj +1 more source
Analytic performance evaluation of cumulant-based arma system identification methods [PDF]
, 1993 The authors perform an analytic study of some cumulant-based methods for estimating the AR parameters of ARMA processes. The analysis includes new AR identifiability results for pure AR process and the analytic performance evaluation of system ...
Rodríguez Fonollosa, José Adrián +1 more
core +1 more source
Journal of Economic and Financial Sciences, 2019 Orientation: Modelling of international tourist arrivals’ volatility is vital for marketing, planning, policy formulation and investment purposes among others.
Delson Chikobvu, Tendai Makoni
doaj +1 more source
A univariate time varying analysis of periodic ARMA processes
, 2014 The standard approach for studying the periodic ARMA model with coefficients that vary over the seasons is to express it in a vector form. In this paper we introduce an alternative method which views the periodic formulation as a time varying univariate ...
Dafnos, Stavros +2 more
core +1 more source
Concentration of measure on product spaces with applications to Markov processes. [PDF]
, 2005 For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration and transportation inequalities. In the case of Euclidean
Blower, Gordon, Bolley, Francois
core +5 more sources
A Generic Approach to Covariance Function Estimation Using ARMA-Models
Mathematics, 2020 Covariance function modeling is an essential part of stochastic methodology. Many processes in geodetic applications have rather complex, often oscillating covariance functions, where it is difficult to find corresponding analytical functions for ...
Till Schubert +3 more
doaj +1 more source
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source