Results 161 to 170 of about 12,987,723 (342)
Modelling Long Memory in REITs [PDF]
One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long memory for alternative risk measures, observed absolute and squared returns for Daily REITs and compares the findings for a non- REIT ...
John Cotter
core
Arthritis Care &Research, Accepted Article.Objectives Sjögren's disease is an autoimmune disorder that can impact multiple organ systems, including the peripheral nervous system (PNS). PNS manifestations, which can exist concurrently, include mononeuropathies, polyneuropathies, and autonomic nervous system neuropathies. To help patients and providers in the decision‐making process, we developed
Anahita Deboo +19 more
wiley +1 more source
Fractional seasonality: Models and Application to Economic Activity in the Euro Area [PDF]
In this paper, we recall some concepts on seasonal long memory, we review the diverse fractionally integrated seasonal time series models and we discuss their statistical properties.
Dominique Guegan, Laurent Ferrara
core
Cognitive Behavioral Therapy for Youth with Childhood‐Onset Lupus: A Randomized Clinical Trial
Arthritis Care &Research, Accepted Article.Objective Our objective was to determine the feasibility and acceptability of the Treatment and Education Approach for Childhood‐onset Lupus (TEACH), a six‐session cognitive behavioral intervention addressing depressive, fatigue, and pain symptoms, delivered remotely to individual youth with lupus by a trained interventionist.
Natoshia R. Cunningham +29 more
wiley +1 more source
Long memory with Markov-Switching GARCH [PDF]
The paper considers the Markov-Switching GARCH(1,1)-model with time-varying transition probabilities. It derives su?cient conditions for the square of the process to display long memory and provides some additional intuition for the empirical observation
Krämer, Walter
core
International Journal of Adaptive Control and Signal Processing, EarlyView.This paper proposes two projector‐based Hopfield neural network (HNN) estimators for online, constrained parameter estimation under time‐varying data, additive disturbances, and slowly drifting physical parameters. The first is a constraint‐aware HNN that enforces linear equalities and inequalities (via slack neurons) and continuously tracks the ...
Miguel Pedro Silva
wiley +1 more source
A new approach to detect long memory by fractional integration or short memory by structural break
AIMS MathematicsLong memory in test statistics can either originate from fractional integration or be spuriously induced by a short memory process with a structural break.
Yirong Huang +3 more
doaj +1 more source
Bistable Mechanisms 3D Printing for Mechanically Programmable Vibration Control
Advanced Engineering Materials, EarlyView.This work introduces a 3D‐printed bistable mechanism integrated into tuned mass dampers (TMDs) for mechanically adaptive passive vibration suppression. Through optimized geometry, the bistable design provides adaptable vibration reduction across a broad range of scenarios, achieving effective vibration mitigation without complex controls or external ...
Ali Zolfagharian +4 more
wiley +1 more source
Daily Emissions of CO2 in the World: A Fractional Integration Approach
EconometricsIn this article, daily CO2 emissions for the years 2019–2022 are examined using fractional integration for Brazil, China, EU-27 (and the UK), India, and the USA.
Luis Alberiko Gil-Alana, Carlos Poza
doaj +1 more source
Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices [PDF]
Daily futures returns on six important commodities are found to be well described as FIGARCH fractionally integrated volatility processes, with small departures from the martingale in mean property. The paper also analyzes several years of high frequency
Jeongseok Song +3 more
core