Results 61 to 70 of about 69,045 (191)
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS [PDF]
In this paper we study simple time series models and assess their forecasting performance. In particular we calibrate ARMA and ARMAX (where the exogenous variable is the system load) processes.
Adam Misiorek, Rafal Weron
core
The extremogram: A correlogram for extreme events
, 2009 We consider a strictly stationary sequence of random vectors whose finite-dimensional distributions are jointly regularly varying with some positive index. This class of processes includes, among others, ARMA processes with regularly varying noise, GARCH
Davis, Richard A., Mikosch, Thomas
core +2 more sources
Journal of Fish Biology, EarlyView.Abstract A new species of Characidium is described from the Urubamba River basin, within the Ucayali‐Urubamba Piedmont ecoregion, Peru. The new species can be readily distinguished from all congeners, except Characidium cacah, Characidium chicoi, Characidium helmeri, Characidium mirim, Characidium nana, Characidium nupelia, Characidium sterbai ...
Leonardo Oliveira‐Silva +6 more
wiley +1 more source
Journal of Intellectual Disability Research, EarlyView.ABSTRACT Over time, sexuality has become a crucial aspect in people's lives, regardless of physical, intellectual or social conditions, ranging from sex and sexually transmitted diseases to gender identity and sexual orientation. The aim of this study was to carry out a review of the scientific literature on sexual orientation in people with ...
Laura Armas Junco +2 more
wiley +1 more source
Ratio MathematicaThe 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 +3 more
doaj +1 more source
phtt: Panel Data Analysis with Heterogeneous Time Trends in R
Journal of Statistical Software, 2014 The R package phtt provides estimation procedures for panel data with large dimensions n, T, and general forms of unobservable heterogeneous effects.
Oualid Bada, Dominik Liebl
doaj +1 more source
Hierarchical equilibria of branching populations [PDF]
In this paper we study high moment partial sum processes based on residuals of a stationary ARMA model with or without a unknown mean parameter. We show that they can be approximated in probability by the analogous processes which are obtained from the ...
Hao Yu
core
Parametric spectral estimation for arma processes [PDF]
, 1986 "IEEE Thrid ASSP Workshop on Spectrum Estimation and Modeling, Boston, MA, November 17-18, 1986."Bibliography: leaf 4.José M. F. Moura, M.
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Locally Stationary Functional Time Series
, 2017 The literature on time series of functional data has focused on processes of which the probabilistic law is either constant over time or constant up to its second-order structure. Especially for long stretches of data it is desirable to be able to weaken
Eichler, Michael, van Delft, Anne
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