Results 31 to 40 of about 283,485 (287)
Walailak Journal of Science and Technology, 2012 Guttman and Tiao [1], and Chang [2] showed that the effect of outliers may cause serious bias in estimating autocorrelations, partial correlations, and autoregressive moving average parameters (cited in Chang et al. [3]).
Wararit PANICHKITKOSOLKUL
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Butterworth-Induced Autoregressive Model
MathematicsThis work proposes a novel autoregressive (AR) modeling framework in which the model structure and coefficients are induced from the analytical properties of Butterworth filters.
Carlos Brás-Geraldes +2 more
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Bitcoin and the South Sea Company: A comparative analysis
Revista Finanzas y Política Económica, 2021 This paper examines historical Bitcoin price data together with the price data of a well-known and generally accepted historical asset price bubble (the 1720 South Sea Bubble) with the aim of identifying possible similarities.
Michael Demmler +1 more
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Empirical likelihood inference in autoregressive models with time-varying variances
Statistical Theory and Related Fields, 2022 This paper develops the empirical likelihood ( $ \mathrm {EL} $ ) inference procedure for parameters in autoregressive models with the error variances scaled by an unknown nonparametric time-varying function.
Yu Han, Chunming Zhang
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International Entrepreneurship Review, 2022 Objective: The aim of the article was to forecast the necessary pace of changes in the share of RES in the V4 countries resulting from the EU’s renewable energy sources directive compared to other European Union countries.
Krzysztof Adam Firlej, Marcin Stanuch
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The tail of the stationary distribution of a random coefficient AR(q) model
, 2004 We investigate a stationary random coefficient autoregressive process. Using renewal type arguments tailor-made for such processes, we show that the stationary distribution has a power-law tail.
Kluppelberg, Claudia +1 more
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Autoregressive Diffusion Models
, 2021 We introduce Autoregressive Diffusion Models (ARDMs), a model class encompassing and generalizing order-agnostic autoregressive models (Uria et al., 2014) and absorbing discrete diffusion (Austin et al., 2021), which we show are special cases of ARDMs under mild assumptions. ARDMs are simple to implement and easy to train. Unlike standard ARMs, they do
Hoogeboom, Emiel +5 more
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Quantile correlations and quantile autoregressive modeling [PDF]
, 2012 In this paper, we propose two important measures, quantile correlation (QCOR) and quantile partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models, and introduce two valuable quantities, the quantile autocorrelation ...
Li, Guodong, Li, Yang, Tsai, Chih-Ling
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Profit rates in the developed capitalist economies: a time series investigation [PDF]
PSL Quarterly Review, 2017 This paper examines whether there is empirical evidence to support the hypothesis of a secular decline in the economy-wide profit rates, as predicted by classical economic theories. We specifically consider profit rates in the OECD economies based on the
Ivan D. Trofimov
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Energies, 2022 Renewable energy is crucial for achieving net zero emissions. Taiwan has abundant wind resources and most major wind farms are offshore over the Taiwan Strait due to a lack of space on land.
Ke-Sheng Cheng +2 more
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