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Solving DSGE Models with a Nonlinear Moving Average [PDF]

open access: yes
We introduce a nonlinear infinite moving average as an alternative to the standard state-space policy function for solving nonlinear DSGE models. Perturbation of the nonlinear moving average policy function provides a direct mapping from a history of ...
Alexander Meyer-Gohde, Hong Lan
core  

Modelling High Frequency Financial Count Data [PDF]

open access: yes
This thesis comprises two papers concerning modelling of financial count data. The papers advance the integer-valued moving average model (INMA), a special case of integer-valued autoregressive moving average (INARMA) model class, and apply the models to
Quoreshi, Shahiduzzaman
core   +1 more source

Statistical Time Series Analysis of Emission and Deposition of SO2 and NOx in Northeastern North America [PDF]

open access: yes
Trend analysis and forecasting of time series data on air-pollutants is important to design effective measures to minimize damages to ecosystems and human health.
Barre, Mike, Mariam, Yohannes
core   +1 more source

Endpoints Issue in Time Series Adjusting

open access: yesСтатистика України, 2015
Time series analysis aims to reduce the effects of random variations in order to extract meaningful statistics from the data. There are many methods for time series decomposition, to be chosen by a statistician according to his/her experience .
O. Vasyechko, M. Grun-Rehomme
doaj  

An Autoregressive Integrated Moving Average Model for Predicting Varicella Outbreaks - China, 2019. [PDF]

open access: yesChina CDC Wkly, 2023
Wang M   +7 more
europepmc   +1 more source

moving average method

open access: yes
Citation: 'moving average method' in the IUPAC Compendium of Chemical Terminology, 5th ed.; International Union of Pure and Applied Chemistry; 2025. Online version 5.0.0, 2025. 10.1351/goldbook.14867 • License: The IUPAC Gold Book is licensed under Creative Commons Attribution-ShareAlike CC BY-SA 4.0 International for individual terms.
openaire   +1 more source

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