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People have long memories

Veterinary Record, 2020
Adrian Nelson-Pratt runs The Veterinary Business Consultancy, which offers business development support, coaching, mentoring and leadership training to the profession. We’re a few weeks into the Covid-19 crisis and we don’t yet know the shape of the curve in the UK.
openaire   +2 more sources

Long Memory and Long Run Variation [PDF]

May 2008 A commonly used defining property of long memory time series is the power law decay of the autocovariance function. Some alternative methods of deriving this property are considered working from the alternate definition in terms of a fractional ...
Peter C.B. Phillips
core  

Directed evolution of enzymes at the crossroads of tradition and innovation

FEBS Open Bio, EarlyView.
An iterative cycle of data‐driven enzyme optimization comprising four stages: genetic diversification of a template enzyme, expression of protein variants, high‐throughput evaluation, and machine‐learning‐guided redesign of the next variant library.
Maria Tomkova, Andrej Mirossay, Erik Sedlak   +2 more
wiley   +1 more source

To be or not to be: Roughness or long memory in volatility?

Journal of Econometrics
We develop a framework for composite likelihood estimation of parametric continuous-time stationary Gaussian processes. We derive the asymptotic theory of the associated maximum composite likelihood estimator. We implement our approach on a pair of models that have been proposed to describe the random log-spot variance of financial asset returns.
Mikkel Bennedsen, Kim Christensen, Peter Korsbakke Christensen   +2 more
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

Criterion of Existence of Power-Law Memory for Economic Processes

Entropy, 2018
In this paper, we propose criteria for the existence of memory of power-law type (PLT) memory in economic processes. We give the criterion of existence of power-law long-range dependence in time by using the analogy with the concept of the long-range ...
Vasily E. Tarasov, Valentina V. Tarasova
doaj   +1 more source

Long memory of volatility measures in time series [PDF]

The authors analyse relations between the long memory parameter of conditional variance and estimates of the long memory in squared residuals in FIGARCH models. The investigations are performed by means of simulations FIGARCH(0, d, 0) and FIGARCH(1, d, 1)
Henryk Gurgul, Tomasz Wojtowicz
core  

Yeast Gcn2 retains activity following humanization of its auto‐phosphorylation region

FEBS Open Bio, EarlyView.
Using Saccharomyces cerevisiae as a model to study Gcn2 activation and regulation is limited by the lack of antibodies detecting phosphorylated Gcn2. To overcome this, we engineered Gcn2‐HsC, a yeast Gcn2 variant recognizable by commercial anti‐human phospho‐GCN2 antibodies.
Reuben A. Anderson, Anja H. Schiemann, Evelyn Sattlegger   +2 more
wiley   +1 more source

Measuring Fractality

Frontiers in Physiology, 2012
When investigating fractal phenomena, the following questions are fundamental for the applied researcher: (1) What are essential statistical properties of 1/f noise? (2) Which estimators are available for measuring fractality?
Tatjana eStadnitski
doaj   +1 more source

Nonlinear Autoregressive Models and Long Memory [PDF]

This note shows that regime switching nonlinear autoregressive models widely used in the time series literature can exhibit arbitrary degrees of long memory via appropriate definition of the model regimes.Long memory ...
George Kapetanios
core