Results 61 to 70 of about 4,998 (266)
CARMA Approximations and Estimation
Frontiers in Applied Mathematics and Statistics, 2020 CARMA(p, q) processes are compactly defined through a stochastic differential equation (SDE) involving q + 1 derivatives of the Lévy process driving the noise, despite this latter having in general no differentiable paths.
Silvia Lavagnini
doaj +1 more source
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT Accurately predicting line loss rates is crucial for effective management in distribution networks, particularly for short‐term multihorizon forecasts ranging from 1 hour to 1 week. In this study, we propose attention‐GCN–LSTM, a novel method that integrates graph convolutional networks (GCN), long short‐term memory (LSTM) and a three‐level ...
Jie Liu +4 more
wiley +1 more source
On the stability of nonlinear ARMA models [PDF]
In the present paper we study the stability of a class of nonlinear ARMA models. We derive a sufficient condition to ensure the geometric ergodicity and we apply it to a very general threshold ARMA model imposing a mild assumption on the ...
Fonseca Giovanni
core
Functional Ecology, EarlyView.Read the free Plain Language Summary for this article on the Journal blog. Abstract To investigate how niche and fitness differences determine the outcome of species interactions and shape local biodiversity patterns, research has typically focused on either simplified experimental systems that test specific mechanisms or observational studies where ...
Jared D. Huxley +2 more
wiley +1 more source
Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited
Econometrics, 2016 In recent years, fractionally-differenced processes have received a great deal of attention due to their flexibility in financial applications with long-memory.
M. Shelton Peiris, Manabu Asai
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Herbivore and mesocarnivore carcasses trigger divergent short‐term changes in soil properties
Journal of Animal Ecology, EarlyView.Scavengers reshape nutrient cycles in soils under carrion. Compared to herbivore carcasses, smaller but longer‐lasting carnivore remains boost nutrient levels and microbial activity in dry soils. Abstract Animal corpses act as pulses of organic matter (OM) and serve a key zoogeochemical role by providing localized nutrient inputs to soils and thereby ...
Adrián Colino‐Barea +15 more
wiley +1 more source
On the study of some functions of multivariate ARMA processes
, 1988 In this paper we prove that the sum of two independent multivariate ARMA processes is also ARMA under certain regularity ...
Peiris, M.Shelton
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History, EarlyView.Abstract This article examines the conceptual vocabulary through which violence against women during the Spanish Civil War has been interpreted, with particular attention to the longstanding predominance of the category ‘sexed violence’ (violencia sexuada).
SABINA MOMPÓ TORIBIO
wiley +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
Monitoring Quality of Mafia‐Connected Accountants
Journal of Accounting Research, EarlyView.ABSTRACT We investigate the monitoring quality of accountants with ties to the Mafia in their role as auditors for “clean” firms—those with no known ties to organized crime. Using a proprietary government database, we identify Italian firms with alleged ties to the Mafia through their executives, directors, or shareholders.
Pietro A. Bianchi +3 more
wiley +1 more source