Analysis of Fractionally Differenced Processes with Heteroscedastic Errors
The prime goal of this research is to model the long-range dependency and volatility factors fitting in fractionally differenced ARMA (ARFIMA) and Gegenbauer ARMA processes (GARMA) in financial time series. This extends the efficiency in computing the exact maximum likelihood established by Sowell through conditional quasi maximum likelihood (QMLE) for
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Advancement of Fractionally Differenced Gegenbauer Processes with Long Memory
The class of long memory time series models involving Gegenbauer processes is investigated in detail in terms of formulation, parameter estimation, prediction and testing. Corresponding truncated AR (autoregressive) and MA (moving average) approximations driven by Gaussian white noise are analysed through state space modelling and Kalman filtering to ...
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Accelerated Progression of Gait Impairment in Parkinson's Disease and REM Sleep Without Atonia
ABSTRACT Objective People with Parkinson's disease (PD) and rapid eye movement (REM) sleep without atonia (RSWA) often have more severe gait disturbances compared to PD without RSWA. The association between the presence and expression of RSWA and the rate of progression of gait impairment in PD is unknown.
Sommer L. Amundsen‐Huffmaster +11 more
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Fractional-order state space reconstruction: a new frontier in multivariate complex time series. [PDF]
Xie J +9 more
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NEO: NEuro-Inspired Optimization-A Fractional Time Series Approach. [PDF]
Chatterjee S, Das S, Pequito S.
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Nationwide Survey of Atopic Myelitis and Plexin D1‐Immunoglobulin G‐Related Pain
ABSTRACT Objective To elucidate the features of plexin D1‐immunoglobulin (Ig)G‐associated neuropathic pain and its relationship to atopic myelitis (AM) in a nationwide Japanese survey. Methods A preliminary survey questionnaire was sent to 1574 selected departments (neurology and pediatrics/pediatric neurology) to explore the numbers of AM and plexin ...
Jun‐ichi Kira +10 more
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The persistence of economic sentiment: a trip down memory lane. [PDF]
Sorić P, Lolić I, Matošec M.
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ABSTRACT Objective To compare the effectiveness and safety of tenecteplase (TNK) versus alteplase (TPA) in patients with basilar artery occlusion prior to endovascular treatment (EVT). Methods In this retrospective multicenter study (BAO‐TNK), we analyzed consecutive BAO patients from 14 U.S.
Rahul R. Karamchandani +38 more
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Memristor Emulator Circuits: Recent Advances in Design Methodologies, Healthcare Applications, and Future Prospects. [PDF]
Neifar A +3 more
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Expecting the Unexpected: Entropy and Multifractal Systems in Finance. [PDF]
Orlando G, Lampart M.
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