Results 111 to 120 of about 205,970 (321)
Non-parametric segmentation of non-stationary time series
The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells.
Anteneodo, C.+2 more
core +1 more source
Kinetics of the Carbon Dioxide Hydration under Conditions of Enforced Stationarity. [PDF]
Jørgen Koefoed+5 more
openalex +1 more source
The impact of new millennium crises on the power of Islamic banks in deposit markets
Abstract We investigate the impact of three crises on the power of Islamic banks in deposit markets: the Global Financial Crisis, 2007–2009 (GFC), the Arab Spring political crisis, 2011–2013, and the COVID‐19 health crisis, 2020–2022. Applying difference‐in‐difference (DID) and GMM techniques to panel data for 2004–2022, we find that the power of ...
Maryam Alhalboni, Kenneth Baldwin
wiley +1 more source
Spurious Instrumental Variables [PDF]
Spurious regression phenomenon has been recognized for a wide range of Data Generating Processes: driftless unit roots, unit roots with drift, long memory, trend and broken-trend stationarity, etc. The usual framework is Ordinary Least Squares.
Daniel Ventosa-Santaularia
core
AN EXPLORATORY DATA ANALYSIS OF ELECTROENCEPHALOGRAMS USING THE FUNCTIONAL BOXPLOTS APPROACH
Many model-based methods have been developed over the last several decades for analysis of electroencephalograms (EEG) in order to understand electrical neural data.
Duy eNgo+6 more
doaj +1 more source
Abstract This research investigates the interplay between sustainable finance, energy policies, and environmental outcomes in OECD countries from 2005 to 2018. Recognising the pivotal role of OECD countries in global sustainability efforts, this study focuses on Australia, Belgium, Denmark, Germany, Japan, Norway, Portugal, Spain, Sweden, and ...
Bilgehan Tekin+2 more
wiley +1 more source
The objective of this study is to analyze the temporal variability in water levels of Lake Mégantic (27.4 km2) during the period 1920–2020 in relation to anthropogenic and natural factors on the one hand, and its impact on the intensity and frequency of ...
Samuel Goulet+2 more
doaj +1 more source
Contribution of Statistical Non-Stationarity in Testing of Existence of Penultimate and Prepenultimate Effects in Stereospecific Polymerization [PDF]
Riichirǒ Chûjô
openalex +1 more source
The impact of cryptocurrency heists on Bitcoin's market efficiency
Abstract Within the adaptive market hypothesis (AMH) framework, this study explores the dynamic impact of cryptocurrency heists on Bitcoin's market efficiency. By analysing Bitcoin's one‐minute price data, we calculate permutation entropy to assess market disorder and employ the complexity‐entropy causality plane to quantify structural changes in the ...
Mingnan Li, Viktor Manahov, John Ashton
wiley +1 more source
Projection estimators for autoregressive panel data models [PDF]
In this paper we explore a new approach to estimation for autoregressive panel data models, based on projecting the unobserved individual effects on the vector of observations on the lagged dependent variable.
Frank Windmeijer, Steve Bond
core