Results 131 to 140 of about 412,561 (324)
Continuous-time autoregressive moving-average processes in Hilbert space [PDF]
arXiv, 2017 We introduce the class of continuous-time autoregressive moving-average (CARMA) processes in Hilbert spaces. As driving noises of these processes we consider Levy processes in Hilbert space. We provide the basic definitions, show relevant properties of these processes and establish the equivalents of CARMA processes on the real line.
arxiv
European Journal of Social Psychology, EarlyView.ABSTRACT Intergroup contact has long been established as a prejudice‐reduction tool in divided societies, with contact being particularly effective during adolescence. A large proportion of evidence, however, draws on cross‐sectional surveys or analytical approaches that do not distinguish between‐ and within‐person effects. In the present research, we
Shelley McKeown +7 more
wiley +1 more source
Autoregressive Times Series Methods for Time Domain Astronomy [PDF]
, 2019 Celestial objects exhibit a wide range of variability in brightness at different wavebands. Surprisingly, the most common methods for characterizing time series in statistics -- parametric autoregressive modeling -- is rarely used to interpret astronomical light curves.
arxiv +1 more source
Deep Learning and Machine Learning Insights Into the Global Economic Drivers of the Bitcoin Price
Journal of Forecasting, EarlyView.ABSTRACT This study examines the connection between Bitcoin and global factors, including the VIX, the oil price, the US dollar index, the gold price, and interest rates estimated using the Federal funds rate and treasury securities rate, for forecasting analysis.
Nezir Köse +2 more
wiley +1 more source
Forecasting of Indian tourism industry using modeling approach
MethodsXCurrently, India has become one of the largest economies of the world in which tourism and hospitality have significantly contributed; however, the growth rate of tourism industry has been greatly affected during the COVID-19 pandemic.
Renuka Devi +3 more
doaj
Invariance Principles for Tempered Fractionally Integrated Processes [PDF]
arXiv, 2017 We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $\alpha$-stable $(1< \alpha \le 2)$ i.i.d. innovations and related tempered linear processes with vanishing tempering parameter $\lambda \sim \lambda_*/N$.
arxiv
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
Journal of Forecasting, EarlyView.Abstract Reverse Unrestricted MIxed DAta Sampling (RU‐MIDAS) regressions are used to model high‐frequency responses by means of low‐frequency variables. However, due to the periodic structure of RU‐MIDAS regressions, the dimensionality grows quickly if the frequency mismatch between the high‐ and low‐frequency variables is large.
Alain Hecq, Marie Ternes, Ines Wilms
wiley +1 more source
Forecasting GDP Growth: Application of Autoregressive Integrated Moving Average Model
Empirical Economic Review, 2018 This paper uses Box-Jenkins approach to model and forecast real GDP growth in Ethiopia. Such an approach could easily provide forecast for key macroeconomic variables in limited data environment. Based on the approach, the paper estimates Autoregressive Integrated Moving Average ARIMA (1,1,1) model and forecasts real GDP growth.
P.O Box , Addis Ababa, Ethiopia +2 more
openaire +3 more sources
Journal of Futures Markets, EarlyView.ABSTRACT In this paper, we investigate alternative one‐factor and two‐factor continuous‐time models with both affine and non‐affine variance dynamics for the Chinese options market. Through extensive empirical analysis of the option panel fit and diagnostics, we find that it is necessary to include both the non‐affine feature and the multi‐factor ...
Yifan Ye, Zheqi Fan, Xinfeng Ruan
wiley +1 more source