Results 21 to 30 of about 1,040 (238)
Are markets adaptive? Evidence of predictability and market efficiency of lodging/resort REITs
International Journal of Strategic Property Management, 2020 We investigate the degree of return predictability of lodging/resort real estate investment trusts (REITs) from January 1994 to May 2016. We test the Martingale hypothesis by using linear (automatic portmanteau and automatic variance ratio with rolling ...
Fahad Almudhaf +2 more
doaj +1 more source
Forecasting wildfires in major forest types of India
Frontiers in Forests and Global Change, 2022 Severity of wildfires witnessed in different parts of the world in the recent times has posed a significant challenge to fire control authorities. Even when the different fire early warning systems have been developed to provide the quickest warnings ...
Manish P. Kale +5 more
doaj +1 more source
Are Asian Sharīʼah-Compliant Equity Indices Predictable
Pakistan Journal of Islamic Research, 2021 This study examines the informational efficiency in the weak-form of Islamic (Sharīʼah-compliant) equity indices of selected countries by testing the Martingale Difference Hypothesis and the Random Walk Hypothesis. The study applies Automatic Portmanteau
Muhammad Umer Quddoos +2 more
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Temporal and geographic analysis of trichinellosis incidence in Chile with risk assessment
Parasites & Vectors, 2021 Trichinellosis is a foodborne disease caused by several Trichinella species around the world. In Chile, the domestic cycle was fairly well-studied in previous decades, but has been neglected in recent years.
Carlos Landaeta-Aqueveque +3 more
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Testing for Serial Independence: Beyond the Portmanteau Approach
The American Statistician, 2018 Portmanteau tests are typically used to test serial independence even if, by construction, they are generally powerful only in presence of pairwise dependence between lagged variables. In this article, we present a simple statistic defining a new serial independence test, which is able to detect more general forms of dependence.
Luca Bagnato +2 more
openaire +1 more source
Portmanteau test and simultaneous inference for serial covariances [PDF]
Statistica Sinica, 2014 Summary: The paper presents a systematic theory for asymptotic inferences based on autocovariances of stationary processes. We consider nonparametric tests for serial correlations using the maximum (or \(\mathcal{L}^\infty\)) and the quadratic (or \(\mathcal{L}^2\)) deviations of sample autocovariances.
Xiao, Han, Wu, Wei Biao
openaire +3 more sources
Cogent Economics & Finance, 2020 This study examines the adaptive market hypothesis (AMH) in relation to time-varying market efficiency by using three tests, namely Generalized Spectral (GS), Dominguez-Lobato (DL) and the automatic portmanteau test (AP) test on four-digital currencies ...
Ambreen Khursheed +3 more
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Automatic Portmanteau Tests with Applications to Market Risk Management [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2017 In this article, we review some recent advances in testing for serial correlation, provide code for implementation, and illustrate this code's application to market risk forecast evaluation. We focus on the classic and widely used portmanteau tests and their data-driven versions.
Du, Zaichao +2 more
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Social Atmospherics, Affective Response, and Behavioral Intention Associated With Esports Events
Frontiers in Psychology, 2020 The purpose of this study was to conceptualize social atmospherics in the context of esports attendance and examine the relationship among social atmospherics, affective responses, and behavioral intention.
Wooyoung W. Jang +2 more
doaj +1 more source
Journal of Family Medicine and Primary Care, 2020 Background: Visceral leishmaniasis in human (VLH) also known as kala-azar is a neglected disease of humans that mainly occurs in more than 50 countries mostly located in the Eastern Mediterranean and the Northern America.
Vahid Rahmanian +3 more
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