Results 11 to 20 of about 30,909 (252)

Nonparametric performance hypothesis testing with the information ratio

Cogent Economics & Finance, 2021
This study proposes a nonparametric bootstrap-based test to compare performances between two portfolios in terms of their information ratio. This serves as an extension to the literature that tests performance between two portfolio investment strategies ...
Jacque Bon-Isaac Aboy, Joselito Magadia
doaj   +1 more source

Can crude oil prices predict world tuna prices? [PDF]

Songklanakarin Journal of Science and Technology (SJST), 2020
World tuna prices exhibit substantial fluctuations over time. We studied monthly tuna and preceding crude oil prices from 1986 to 2018, using linear regression models with autoregressive and moving average (ARMA) errors.
Boonmee Lee, Mayuening Eso, Apiradee Lim, Don McNeil   +3 more
doaj   +1 more source

The demand for money in developing countries: Assessing the role of financial innovation [PDF]

, 1991
Traditional specifications of money demand have been commonly plagU4:!d by persistent overprediction, implausible parameter estimates, and highly autocorrelated errors.
Baudry de Vaux, Marie, Ceccaldi, Sylviane, Chabert, Christine, Emery, Yves, Felli, Romain, Flückiger, Yves, Gay-des-Combes, Benoît, Giraud, Olivier, Goastellec, Gaële, Hanhart, Siegfried, Jeannot, Gilles, Lamamra, Nadia, Lassus, Isabelle de, Leresche, Jean-Philippe, Malet, Régis, Marti, Laurence, Masdonati, Jonas, Puy, Jacqueline De, Thevenot, Magali, Vaux, Marie Baudry de, Vergnies, Jean-Frédéric   +20 more
core   +1 more source

Clarifying space use concepts in ecology: Range vs. occurrence distributions. [PDF]

Ecology
Abstract Quantifying animal movements is necessary for answering a wide array of research questions in ecology and conservation biology. Consequently, ecologists have made considerable efforts to identify the best way to estimate an animal's home range, and many methods of estimating home ranges have arisen over the past half a century.
Alston JM, Fleming CH, Noonan MJ, Tucker MA, Silva I, Folta C, Akre TSB, Ali AH, Belant JL, Beyer D, Blaum N, Böhning-Gaese K, de Paula RC, Dekker J, Drescher-Lehman J, Farwig N, Fichtel C, Fischer C, Ford AT, Janssen R, Jeltsch F, Kappeler PM, LaPoint SD, Markham AC, Medici EP, Morato RG, Nathan R, Olson KA, Patterson BD, Petroelje TR, Ramalho EE, Rösner S, Oliveira-Santos LGR, Schabo DG, Selva N, Sergiel A, Spiegel O, Ullmann W, Zięba F, Zwijacz-Kozica T, Wittemyer G, Fagan WF, Müller T, Calabrese JM.   +43 more
europepmc   +2 more sources

Autocorrelated process control: Geometric Brownian Motion approach versus Box-Jenkins approach [PDF]

, 2017
Existing of autocorrelation will bring a significant effect on the performance and accuracy of process control if the problem does not handle carefully.
Gan, Z. F., Nor, M. E., Salleh, R. M., Zawawi, N. I.   +3 more
core   +1 more source

Rates and Rocks: Strengths and Weaknesses of Molecular Dating Methods

Frontiers in Genetics, 2020
I present here an in-depth, although non-exhaustive, review of two topics in molecular dating. Clock models, which describe the evolution of the rate of evolution, are considered first.
Stéphane Guindon
doaj   +1 more source

Monitoring the Zero-Inflated Time Series Model of Counts with Random Coefficient

Entropy, 2021
In this research, we consider monitoring mean and correlation changes from zero-inflated autocorrelated count data based on the integer-valued time series model with random survival rate.
Cong Li, Shuai Cui, Dehui Wang
doaj   +1 more source

Geometric Brownian Motion-Based Time Series Modeling Methodology for Statistical Autocorrelated Process Control: Logarithmic Return Model

International Journal of Mathematics and Mathematical Sciences, 2022
Fitting a time series model to the process data before applying a control chart to the residuals is essential to fulfill the basic assumptions of statistical process control (SPC).
Siaw Li Lee, Chin Ying Liew, Chee Khium Chen, Li Li Voon   +3 more
doaj   +1 more source

Multiple shifts and fractional integration in the us and uk unemployment rates [PDF]

, 2008
This paper analyses the long-run behaviour of the US and UK unemployment rates by testing for possibly fractional orders of integration and multiple shifts using a sample of over 100 annual observations.
A Lindbeck, B Mandelbrot, C Gourieroux, CWJ Granger, D Blanchflower, D Kwiatkowski, D Lee, DA Dickey, ES Phelps, ES Phelps, FS Diebold, FX Diebold, G Elliot, GS Alogoskoufis, Guglielmo Maria Caporale, IN Lobato, J Bai, J Beran, LA Gil-Alana, LA Gil-Alana, LA Gil-Alana, LA Gil-Alana, LA Gil-Alana, LA Gil-Alana, Luis A. Gil-Alana, M Bianchi, M Friedman, O Blanchard, OJ Blanchard, PCB Phillips, PM Robinson, R Anderton, R Barro, R Cross, RB Cross, RB Cross, RF Engle, S Ng, TJ Vogelsang, U Hassler   +39 more
core   +2 more sources

Recognition of Process Disturbances for an SPC/EPC Stochastic System Using Support Vector Machine and Artificial Neural Network Approaches

Abstract and Applied Analysis, 2014
Because of the excellent performance on monitoring and controlling an autocorrelated process, the integration of statistical process control (SPC) and engineering process control (EPC) has drawn considerable attention in recent years.
Yuehjen E. Shao
doaj   +1 more source