Journal of Product Innovation Management, EarlyView.ABSTRACT Despite their transformative potential, Industrial Internet of Things (IIoT) platforms often fail to evolve into scalable ecosystems. Research on IIoT platforms attributes failure to discrete factors such as governance misalignment or technological complexity and rarely considers how failure unfolds.
Philipp Kernstock +3 more
wiley +1 more source
Quasi-Maximum Exponential Likelihood Estimation of Conditional Quantiles for GARCH Models Based on High-Frequency Augmented Data. [PDF]
Entropy (Basel)Zhang Z, Zhao S, Cheng J, Wang A.
europepmc +1 more source
Journal of Sleep Research, Volume 34, Issue 2, April 2025.Summary The interplay of daily life factors, including mood, physical activity, or light exposure, influences sleep architecture and quality. Laboratory‐based studies often isolate these determinants to establish causality, thereby sacrificing ecological validity.
Anna M. Biller +8 more
wiley +1 more source
Modeling and forecasting the volatility of some industry development indicators in Ethiopia using multivariate GARCH models. [PDF]
Sci RepDagnew GA, Alamneh BW, Hailu WG.
europepmc +1 more source
Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
Estimating and Forecasting Volatility of Financial Time Series in Pakistan with GARCH-type Models
Lahore Journal of EconomicsIn this paper we compare the performance of different GARCH models such as GARCH, EGARCH, GJR and APARCH models, to characterize and forecast financial time series volatility in Pakistan.
G.R. Pasha, Tahira Qasim, Muhammad Aslam
doaj
On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models. [PDF]
PLoS OneManzli YS +4 more
europepmc +1 more source
On Testing for Independence Between Generalized Error Models of Several Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi +2 more
wiley +1 more source
Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models. [PDF]
Springerplus, 2015 Nortey EN +3 more
europepmc +1 more source
Penalized Convex Estimation in Dynamic Location Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley +1 more source