Results 31 to 40 of about 11,523 (297)
A generalized ARFIMA process with Markov-switching fractional differencing parameter [PDF]
Journal of Statistical Computation and Simulation, 2007 We propose a general class of Markov-switching-ARFIMA processes in order to combine strands of long memory and Markov-switching literature. Although the coverage of this class of models is broad, we show that these models can be easily estimated with the DLV algorithm proposed. This algorithm combines the Durbin-Levinson and Viterbi procedures. A Monte
Wen-Jen Tsay, Wolfgang Härdle
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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
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 in German energy price indices [PDF]
, 2012 This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration ...
Barros, CP, Caporale, GM, Gil-Alana, LA
core +2 more sources
Adaptive Fractional Differencing for Learning-Optimal Long-Memory Preservation
IEEE AccessForecasting and prediction in financial time series are fundamentally challenging due to non-stationarity and long-range dependence (LRD) nature of such series.
Sarit Maitra
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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
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 +4 more
doaj +1 more source
The PPP hypothesis revisited: Evidence using a multivariate long-memory model [PDF]
, 2013 This paper examines the PPP hypothesis analysing the behaviour of the real exchange rates vis-à-vis the US dollar for four major currencies (namely, the Canadian dollar, the euro, the Japanese yen and the British pound).
Caporale, GM, Gil-Alana, LA, Lovcha, Y
core +3 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 +3 more
doaj +1 more source
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 +23 more
wiley +1 more source