Results 121 to 130 of about 1,047,164 (269)

Autoregressive model analysis and decay ratio [PDF]

, 1990
Kiyoshi Kishida
openalex   +1 more source

Modeling and Forecasting the CBOE VIX With the TVP‐HAR Model

Journal of Forecasting, EarlyView.
ABSTRACT This study proposes the use of a heterogeneous autoregressive model with time‐varying parameters (TVP‐HAR) to model and forecast the Chicago Board Options Exchange (CBOE) volatility index (VIX). To demonstrate the superiority of the TVP‐HAR model, we consider six variations of the model with different bandwidths and smoothing variables and ...
Wen Xu, Pakorn Aschakulporn, Jin E. Zhang   +2 more
wiley   +1 more source

The potential moderating role of living in a conflict area on the link between classroom psychosocial stressors, perceived stress and change in anxiety symptoms in Israeli school children

JCPP Advances, Volume 2, Issue 4, December 2022., 2022
Our study suggests that threat of war‐conflict plays a significant role in the relationship between perceived stress and anxiety symptoms and serves as an environmental risk factor for children's development of anxiety problems. Abstract Background Perceived stress associated with relational victimization from peers and conflictual relations with the ...
Pia Behnsen, Pol van Lier, Kinneret Levavi, Joanne Marieke Buil, Anja Huizink, Susanne Koot, Naama Atzaba‐Poria   +6 more
wiley   +1 more source

Criterion-based inference for GMM in autoregressive panel data models [PDF]

, 2001
Stephen Bond, Clive G. Bowsher, Frank Windmeijer   +2 more
openalex   +2 more sources

Investigating Statistical Features of the FX Bid Ask Series in a Small Economy with a Sizeable Informal Economy

Journal of Human, Earth, and Future
The assessment of the effect of the informal use of a foreign currency on the corresponding FX rates toward the national currency is a very difficult task, requiring direct calculation and modeling.
Elmira Kushta, Erarda Vuka, Dode Prenga, Ines Dika   +3 more
doaj   +1 more source

Bayesian spatio-temporal modelling of child anemia in Ethiopia using conditional autoregressive model. [PDF]

Sci Rep, 2022
Tessema ZT, Tesema GA, Ahern S, Earnest A.   +3 more
europepmc   +1 more source

Testing Moving Average Against Autoregressive Disturbances in the Li near-Reg ression Model [PDF]

, 1991
Paramsothy Silvapulle, Maxwell L. King
openalex   +1 more source

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

Enhancing the Classification Accuracy of EEG-Informed Inner Speech Decoder Using Multi-Wavelet Feature and Support Vector Machine

IEEE Access
Speech involves the synchronization of the brain and the oral articulators. Inner speech, also known as imagined speech or covert speech, refers to thinking in the form of sound without intentional movement of the lips, tongue, or hands.
Mokhles M. Abdulghani, Wilbur L. Walters, H. Khalid Abed   +2 more
doaj   +1 more source

A log linear Poisson autoregressive model to understand COVID-19 dynamics in Saudi Arabia. [PDF]

Beni Suef Univ J Basic Appl Sci, 2022
Alzahrani SM.
europepmc   +1 more source