Results 31 to 40 of about 11,486 (300)

Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited

Econometrics, 2016
In recent years, fractionally-differenced processes have received a great deal of attention due to their flexibility in financial applications with long-memory.
M. Shelton Peiris, Manabu Asai
doaj   +1 more source

Long memory and fractional integration in high frequency financial time series [PDF]

, 2010
This paper analyses the long-memory properties of high frequency financial time series. It focuses on temporal aggregation and the influence that this might have on the degree of dependence of the series.
Caporale, GM, Gil-Alana, LA
core   +2 more sources

A generalized fractionally differencing approach in long-memory modeling

Lithuanian Mathematical Journal, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Giraitis, Liudas, Leipus, Remigijus
openaire   +3 more sources

Adaptive Fractional Differencing for Learning-Optimal Long-Memory Preservation

IEEE Access
Forecasting and prediction in financial time series are fundamentally challenging due to non-stationarity and long-range dependence (LRD) nature of such series.
Sarit Maitra
doaj   +1 more source

A Single Parameter Voltage Adjustable Immittance Topology for Integer- and Fractional-Order Design Using Modular Active CMOS Devices

IEEE Access, 2021
A simple single parameter adjustable immittance concept designed with modular active devices, fabricated in I3T $25~0.35~\mu \text{m}$ 3.3 V CMOS process of ON Semiconductor, is introduced.
Roman Sotner, Jan Jerabek, Ladislav Polak, Roman Prokop, Winai Jaikla   +4 more
doaj   +1 more source

Persistence in youth unemployment [PDF]

, 2012
This paper examines the degree of persistence of youth unemployment (total, male and female) in twenty-four countries by using two alternative measures: the AR coefficient and the fractional differencing parameter, based on short- and long-memory ...
Caporale, GM, Gil-Alana, LA
core   +2 more sources

Power-Efficient Electronically Tunable Fractional-Order Filter

Fractal and Fractional, 2023
This article describes a low-voltage, low-power fractional-order low-pass filter (FO-LPF) of order 1 + α, which is implemented using a voltage differencing differential difference amplifier (VDDDA).
Sadaf Tasneem, Rajeev Kumar Ranjan, Sajal K. Paul, Norbert Herencsar   +3 more
doaj   +1 more source

Implementing Implicit Schemes in GENSMAC

Trends in Computational and Applied Mathematics, 2004
Implicit schemes are studied with the purpose of introducing them in the two-dimensional GENSMAC method, for the numerical solution of unsteady newtonian incompressible flows.
C.M. Oishi, V.G. Ferreira, J.A. Cuminato, A. Castelo, M.F. Tomé, N. Mangiavacchi   +5 more
doaj   +1 more source

Modeling Uncertainty of GEDI Clear-Sky Terrain Height Retrievals Using a Mixture Density Network

Remote Sensing, 2023
Early spaceborne laser altimetry mission development starts in pre-phase A design, where diverse ideas are evaluated against mission science requirements.
Jonathan Sipps, Lori A. Magruder
doaj   +1 more source

European Standard Clinical Practice Guideline and EXPeRT Recommendations for the Diagnosis and Management of Gastroenteropancreatic Neuroendocrine Neoplasms in Children and Adolescents

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen, Calogero Virgone, Antje Redlich, Michael Abele, Ricardo Lopez‐Almaraz, Tal Ben‐Ami, Ewa Bien, Gianni Bisogno, Maja Mazic Cesen, Andrea Ferrari, Malgorzata A. Krawczyk, Yves Reguerre, Dominik T. Schneider, Ines B. Brecht, Charlotte Rigaud, Bilgehan Yalcin, Rainer Claus, Christian Vokuhl, Constantin Lapa, Jörg Fuchs, Segolene Hescot, Thomas Walter, Julien Hadoux, Daniel Orbach   +23 more
wiley   +1 more source