Results 21 to 30 of about 3,061,654 (200)
Use of fresh water over the long run measuring persistence
Water Policy, 2022 In this article, we carry out a study of the degree of persistence of a time series of data on freshwater use in the long term, using fractional integration or I(d) techniques. Using annual data from 1901 to 2014, we observe that the order of integration
Marta del Rio +2 more
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Long memory and long run variation [PDF]
Journal of Econometrics, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [PDF]
تحقیقات مالی, 2013 When the past observations are correlated with future observations and their correlation is significant, the time series has long memory. In this paper the contagion effect of volatilities, with consideration of long-run effect, is investigated.
Seyed Mohammad Seyedhosseini +1 more
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Propagation of Memory Parameter from Durations to Counts [PDF]
, 2005 We establish sufficient conditions on durations that are stationary with finite variance and memory parameter $d \in [0,1/2)$ to ensure that the corresponding counting process $N(t)$ satisfies $\textmd{Var} N(t) \sim C t^{2d+1}$ ($C>0$) as $t \to \infty$,
Andrasfai +11 more
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EXAMINING THE LONG MEMORY IN STOCK RETURNS AND LIQUIDITY IN INDIA
Copernican Journal of Finance & Accounting, 2021 The present study examines the long memory in stock liquidity and returns in Indian equity market by using data for broad indices from January, 1997 to December, 2019 by applying the hurst exponent (1951) rescaled range analysis. It is observed that time
Anju Bala, Kapil Gupta
doaj
Learning Generates Long Memory [PDF]
SSRN Electronic Journal, 2011 We consider a prototypical representative-agent forward-looking model, and study the low frequency variability of the data when the agent's beliefs about the model are updated through linear learning algorithms. We nd that learning in this context can generate strong persistence.
Chevillon, Guillaume +1 more
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On the validity of resampling methods under long memory [PDF]
, 2016 For long-memory time series, inference based on resampling is of crucial importance, since the asymptotic distribution can often be non-Gaussian and is difficult to determine statistically.
Bai, Shuyang, Taqqu, Murad S.
core +1 more source
Long memory and regime switching [PDF]
Journal of Econometrics, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Francis X. Diebold, Atsushi Inoue
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An ANOVA-type test for multiple change points in the mean of long memory time sequence
Xi'an Gongcheng Daxue xuebao, 2021 In order to study the multiple change points test of the mean of linear long memory, the ANOVA statistics was constructed and the limit distribution was proved under the hypothesis condition.
Dou LIU, Wenzhi ZHAO
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Long-Term Potentiation and Memory [PDF]
Physiological Reviews, 2004 Lynch, MA. Long-Term Potentiation and Memory. Physiol Rev 84: 87–136, 2004; 10.1152/physrev.00014.2003.—One of the most significant challenges in neuroscience is to identify the cellular and molecular processes that underlie learning and memory formation. The past decade has seen remarkable progress in understanding changes that accompany certain forms
Lynch, M. A., Ma, Lynch
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